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止损策略与市场行为级联
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作者 张松明 李红刚 《复杂系统与复杂性科学》 CAS CSCD 北大核心 2021年第2期21-28,共8页
为研究止损交易对市场中交易者行为及资产价格的影响,基于多主体模型方法,构建了一个加入止损策略的多主体市场模型。模型模拟结果表明当市场中止损阈值被触及时,极易触发连续的止损交易,造成交易者之间的行为级联。这种交易级联会引致... 为研究止损交易对市场中交易者行为及资产价格的影响,基于多主体模型方法,构建了一个加入止损策略的多主体市场模型。模型模拟结果表明当市场中止损阈值被触及时,极易触发连续的止损交易,造成交易者之间的行为级联。这种交易级联会引致交易者行为的趋同性增强、市场中的买卖订单失衡、市场价格的异常崩跌和流动性黑洞。 展开更多
关键词 止损策略 多主体建模 行为级联 计算实验金融
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基于博弈的有向时序网络两阶段社区发现算法
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作者 董继远 刘九强 《科技和产业》 2024年第3期154-160,共7页
文中提出一种新的用于时序有向网络的两阶段社区发现算法。第1个阶段通过节点距离、源节点影响力、目标节点影响力和节点分解度4个矩阵,确定节点在网络中的重要程度;第2阶段根据节点重要程度确定社区划分的核心节点,接着分别令核心节点... 文中提出一种新的用于时序有向网络的两阶段社区发现算法。第1个阶段通过节点距离、源节点影响力、目标节点影响力和节点分解度4个矩阵,确定节点在网络中的重要程度;第2阶段根据节点重要程度确定社区划分的核心节点,接着分别令核心节点作为源头进行级联传播,其他节点通过博弈确定与各个领导节点的跟随度,最后选择跟随度最高的节点所领导的社区。将算法在国际贸易网络中进行实证研究表明,该算法能够适用于现实世界时序有向加权网络中。 展开更多
关键词 有向动态网络 社团发现 节点影响力 级联行为
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Constitutive equations of 1060 pure aluminum based on modified double multiple nonlinear regression model 被引量:6
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作者 李攀 李付国 +2 位作者 曹俊 马新凯 李景辉 《Transactions of Nonferrous Metals Society of China》 SCIE EI CAS CSCD 2016年第4期1079-1095,共17页
In order to study the work-ability and establish the optimum hot formation processing parameters for industrial 1060 pure aluminum, the compressive deformation behavior of pure aluminum was investigated at temperature... In order to study the work-ability and establish the optimum hot formation processing parameters for industrial 1060 pure aluminum, the compressive deformation behavior of pure aluminum was investigated at temperatures of 523?823 K and strain rates of 0.005?10 s?1 on a Gleeble?1500 thermo-simulation machine. The influence rule of processing parameters (strain, strain rate and temperature) on flow stress of pure aluminum was investigated. Nine analysis factors consisting of material parameters and according weights were optimized. Then, the constitutive equations of multilevel series rules, multilevel parallel rules and multilevel series &parallel rules were established. The correlation coefficients (R) are 0.992, 0.988 and 0.990, respectively, and the average absolute relative errors (AAREs) are 6.77%, 8.70% and 7.63%, respectively, which proves that the constitutive equations of multilevel series rules can predict the flow stress of pure aluminum with good correlation and precision. 展开更多
关键词 1060 pure aluminum modified DMNR(double multiple nonlinear regression) constitutive equation flow behaviour multilevel series rules multilevel parallel rules multilevel series & parallel rules
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Establishment of Knowledge Base Management System and the Type Selection of Mechanism for Mechanism Kinematic Scheme
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作者 叶志刚 邹慧君 +4 位作者 郭为忠 胡松 田永利 王生泽 唐林 《Journal of Donghua University(English Edition)》 EI CAS 2003年第4期145-149,共5页
Firstly data standardization technology and combined classification method have been applied to carry out classification of kinematic behaviors and mechanisms in the mapping field between the kinematic behavior level ... Firstly data standardization technology and combined classification method have been applied to carry out classification of kinematic behaviors and mechanisms in the mapping field between the kinematic behavior level and the mechanism level of conceptual design.The principle of computer coding and storing have been built to give a fast and broad selection of mechanisms that meets the requirements of basic motion characters.Then on the basis of mentioned above,the heuristic matching propagation principle (HMPP) of kinematic behaviors and its true table serves as a guide to perform mechanism types selection.Finally an application is given to indicate its practicability and effectiveness. 展开更多
关键词 conceptual design knowledge base function unit the type selection of mechanism mechanism kinematic scheme kinematic behavior
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