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股票收益率波动的异方差:基于交易量及异质信息分解的检验 被引量:3
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作者 孔东民 毕秋侠 《南开管理评论》 CSSCI 2006年第3期92-97,共6页
本文在对沪市股票日收益率进行GARCH效应检验的基础上,首先以交易量作为市场上随机信息流的代理变量对GARCH模型加以修正,并由此考察收益率波动的异方差特性;然后再按照异质信息流对交易量进行分解,以此考察收益率波动的对称性。结果发... 本文在对沪市股票日收益率进行GARCH效应检验的基础上,首先以交易量作为市场上随机信息流的代理变量对GARCH模型加以修正,并由此考察收益率波动的异方差特性;然后再按照异质信息流对交易量进行分解,以此考察收益率波动的对称性。结果发现,在引入交易量之后,原本显著的GARCH效应趋于消失,且正信息对收益率波动的影响显著小于负信息的情况。此外,股票上市时间愈长,则交易量代理其信息流愈稳健,且异质信息下的不对称性也愈显著。 展开更多
关键词 混合分布假说 随机信息流 GARCH 效应 交易量
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A Robust Low Power Chaos-Based Truly Random Number Generator 被引量:1
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作者 周童 周志波 +1 位作者 喻明艳 叶以正 《Journal of Semiconductors》 EI CAS CSCD 北大核心 2008年第1期69-74,共6页
This paper presents a low power,truly random number generator (TRNG) based on a simple chaotic map of the Bernoulli shift,which is extended to remain robustness in implementation. The map is realized by switched-cur... This paper presents a low power,truly random number generator (TRNG) based on a simple chaotic map of the Bernoulli shift,which is extended to remain robustness in implementation. The map is realized by switched-current techniques that can fully integrate it in a cryptosystem on a chip. A pipelined architecture post-processed by a simple XOR circuit is used to improve the entropy. The TRNG is fabricated in an HJTC 0.18μm CMOS mixed signal process,and the statistical properties are investigated by measurement results. The power consumption is only 1.42mW and the truly random output bit rate is 10Mbit/s. 展开更多
关键词 random number generator CHAOS ENTROPY switched current
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Free Information Flow Benefits Truth Seeking
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作者 SU Wei YU Yongguang 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2018年第4期964-974,共11页
How can we approach the truth in a society? It may depend on various factors. In this paper, using a well-established truth seeking model, the authors show that the persistent free information flow will bring us to t... How can we approach the truth in a society? It may depend on various factors. In this paper, using a well-established truth seeking model, the authors show that the persistent free information flow will bring us to the truth. Here the free information flow is modeled as the environmental random noise that could alter one's cognition. Without the random noise, the model predicts that the truth can only be captured by the truth seekers who own actively perceptive ability of the truth and their believers, while the other individuals may stick to falsehood. But under the influence of the random noise, the authors strictly prove that even there is only one truth seeker in the group, all individuals will finally approach the truth. 展开更多
关键词 Free information flow opinion dynamics random noise social networks truth seeking
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