Graph-theoretical approaches have been widely used for data clustering and image segmentation recently. The goal of data clustering is to discover the underlying distribution and structural information of the given da...Graph-theoretical approaches have been widely used for data clustering and image segmentation recently. The goal of data clustering is to discover the underlying distribution and structural information of the given data, while image segmentation is to partition an image into several non-overlapping regions. Therefore, two popular graph-theoretical clustering methods are analyzed, including the directed tree based data clustering and the minimum spanning tree based image segmentation. There are two contributions： （1） To improve the directed tree based data clustering for image segmentation, （2） To improve the minimum spanning tree based image segmentation for data clustering. The extensive experiments using artificial and real-world data indicate that the improved directed tree based image segmentation can partition images well by preserving enough details, and the improved minimum spanning tree based data clustering can well cluster data in manifold structure.展开更多
The shock of the global financial crisis sparked widespread concern across the world about systemic financial risk and led to the reexamination of regulatory mechanisms.The traditional principle of“too big to fail”u...The shock of the global financial crisis sparked widespread concern across the world about systemic financial risk and led to the reexamination of regulatory mechanisms.The traditional principle of“too big to fail”underwent a transformation into the new idea of“too interconnected to fail.”We used Directed Acyclic Graph(DAG)technology and network topology analysis to examine the dynamic evolution of global systemic financial risk and the risk trends in global financial markets from the perspective of network connectivity.Our findings show that financial markets in the Chinese Mainland are net receivers of risk spillovers and that systemic financial risk has a clear cross-market contagion effect due to a global volatility spillover scale of 64 percent.To maintain the stability and security of China’s financial markets,consideration should be given to the regulatory precept of“too interconnected to fail”in establishing macro-prudential risk prevention mechanisms.展开更多
基金Supported by the Key National Natural Science Foundation of China(61035003)~~
文摘Graph-theoretical approaches have been widely used for data clustering and image segmentation recently. The goal of data clustering is to discover the underlying distribution and structural information of the given data, while image segmentation is to partition an image into several non-overlapping regions. Therefore, two popular graph-theoretical clustering methods are analyzed, including the directed tree based data clustering and the minimum spanning tree based image segmentation. There are two contributions： （1） To improve the directed tree based data clustering for image segmentation, （2） To improve the minimum spanning tree based image segmentation for data clustering. The extensive experiments using artificial and real-world data indicate that the improved directed tree based image segmentation can partition images well by preserving enough details, and the improved minimum spanning tree based data clustering can well cluster data in manifold structure.
基金the phased result of “Research on Systematic Financial Risk Prevention Mechanisms in China Based on Structured Data Analysis”(17ZDA073)a major project of the National Social Science Fund of China.
文摘The shock of the global financial crisis sparked widespread concern across the world about systemic financial risk and led to the reexamination of regulatory mechanisms.The traditional principle of“too big to fail”underwent a transformation into the new idea of“too interconnected to fail.”We used Directed Acyclic Graph(DAG)technology and network topology analysis to examine the dynamic evolution of global systemic financial risk and the risk trends in global financial markets from the perspective of network connectivity.Our findings show that financial markets in the Chinese Mainland are net receivers of risk spillovers and that systemic financial risk has a clear cross-market contagion effect due to a global volatility spillover scale of 64 percent.To maintain the stability and security of China’s financial markets,consideration should be given to the regulatory precept of“too interconnected to fail”in establishing macro-prudential risk prevention mechanisms.
