This article attempted to construct a multi-factor quantitative stock selection model,analyze the financial indicators and transaction data of listed companies in detail via the big data statistical test method,and to...This article attempted to construct a multi-factor quantitative stock selection model,analyze the financial indicators and transaction data of listed companies in detail via the big data statistical test method,and to find out the alpha excess return relative to the market in the case of short stock index futures as a hedge in the Chinese market.展开更多
通常情况下,系统的校核与验证(verification and validation,V&V)所发生的费用大约占到整个系统全生命周期费用的40%,因此,对V&V的全生命周期活动和过程进行优化选择具有巨大的潜在利益.建立了基于策略的费用和风险的数学模型(s...通常情况下,系统的校核与验证(verification and validation,V&V)所发生的费用大约占到整个系统全生命周期费用的40%,因此,对V&V的全生命周期活动和过程进行优化选择具有巨大的潜在利益.建立了基于策略的费用和风险的数学模型(strategy-based risks and costs model,SBRCM),并在此基础上建立了V&V活动优化选择的线性规划模型;同时,对模型应用进行了实证分析,给出了相应的定量数据;针对该模型给出了结论,指出了进一步改进模型的方向.展开更多
Regional modeling of landslide hazards is an essential tool for the assessment and management of risk in mountain environments.Previous studies that have focused on modeling earthquake-triggered landslides report high...Regional modeling of landslide hazards is an essential tool for the assessment and management of risk in mountain environments.Previous studies that have focused on modeling earthquake-triggered landslides report high prediction accuracies.However,it is common to use a validation strategy with an equal number of landslide and non-landslide samples,scattered homogeneously across the study area.Consequently,there are overestimations in the epicenter area,and the spatial pattern of modeled locations does not agree well with real events.In order to improve landslide hazard mapping,we proposed a spatially heterogeneous non-landslide sampling strategy by considering local ratios of landslide to non-landslide area.Coseismic landslides triggered by the 2008 Wenchuan Earthquake on the eastern Tibetan Plateau were used as an example.To assess the performance of the new strategy,we trained two random forest models that shared the same hyperparameters.The frst was trained using samples from the new heterogeneous strategy,and the second used the traditional approach.In each case the spatial match between modeled and measured(interpreted)landslides was examined by scatterplot,with a 2 km-by-2 km fshnet.Although the traditional approach achieved higher AUC_(ROC)(0.95)accuracy than the proposed one(0.85),the coefcient of determination(R^(2))for the new strategy(0.88)was much higher than for the traditional strategy(0.55).Our results indicate that the proposed strategy outperforms the traditional one when comparing against landslide inventory data.Our work demonstrates that higher prediction accuracies in landslide hazard modeling may be deceptive,and validation of the modeled spatial pattern should be prioritized.The proposed method may also be used to improve the mapping of precipitation-induced landslides.Application of the proposed strategy could beneft precise assessment of landslide risks in mountain environments.展开更多
A simulation method for investigating the vibration behavior of hoisting rope with time-varying length is improved.By previously creating markers in the MSC.ADAMS software package,the parametric model of the rope woun...A simulation method for investigating the vibration behavior of hoisting rope with time-varying length is improved.By previously creating markers in the MSC.ADAMS software package,the parametric model of the rope wound along helix is established based on the concentrated-mass theory with multi-degree of freedom(multi-DOF).A novel driving strategy,cooperating fixed joints with angle sensors under the control of driving script,is proposed to substitute conventional contact force.Researching on the hoisting rope in the sinking winch mechanism,an equivalent discretization model is obtained with complicated boundary conditions considered.The differential equations of motion of the hoisting system are formulated employing Lagrange’s equation and numerically solved using Runge–Kutta method.The simulation indicates that the horizontal swing is decreased in principle and the simulation with 800 discrete ropes is not performed more than 61 min.Therefore,this feasible strategy could not only guarantee the accuracy but also promote simulation efficiency and stability.The motion curves exported from ADAMS simulation coincide with one in numerical simulation,which validates both the numerical model and the driving strategy.展开更多
基金Supported by National Natural Science Foundation of China(11961005)Guangdong Province General University Characteristic Innovation Project(2018KTSCX253).
文摘This article attempted to construct a multi-factor quantitative stock selection model,analyze the financial indicators and transaction data of listed companies in detail via the big data statistical test method,and to find out the alpha excess return relative to the market in the case of short stock index futures as a hedge in the Chinese market.
文摘通常情况下,系统的校核与验证(verification and validation,V&V)所发生的费用大约占到整个系统全生命周期费用的40%,因此,对V&V的全生命周期活动和过程进行优化选择具有巨大的潜在利益.建立了基于策略的费用和风险的数学模型(strategy-based risks and costs model,SBRCM),并在此基础上建立了V&V活动优化选择的线性规划模型;同时,对模型应用进行了实证分析,给出了相应的定量数据;针对该模型给出了结论,指出了进一步改进模型的方向.
基金supported by the Fundamental Research Funds for the Central Universities(Grant No.2021ZY46)the Second Tibetan Plateau Scientifc Expedition and Research Program(STEP,Grant No.2019QZKK0906)Wentao Yang is grateful for the scholarship from the China Scholarships Council(No.202006515016)。
文摘Regional modeling of landslide hazards is an essential tool for the assessment and management of risk in mountain environments.Previous studies that have focused on modeling earthquake-triggered landslides report high prediction accuracies.However,it is common to use a validation strategy with an equal number of landslide and non-landslide samples,scattered homogeneously across the study area.Consequently,there are overestimations in the epicenter area,and the spatial pattern of modeled locations does not agree well with real events.In order to improve landslide hazard mapping,we proposed a spatially heterogeneous non-landslide sampling strategy by considering local ratios of landslide to non-landslide area.Coseismic landslides triggered by the 2008 Wenchuan Earthquake on the eastern Tibetan Plateau were used as an example.To assess the performance of the new strategy,we trained two random forest models that shared the same hyperparameters.The frst was trained using samples from the new heterogeneous strategy,and the second used the traditional approach.In each case the spatial match between modeled and measured(interpreted)landslides was examined by scatterplot,with a 2 km-by-2 km fshnet.Although the traditional approach achieved higher AUC_(ROC)(0.95)accuracy than the proposed one(0.85),the coefcient of determination(R^(2))for the new strategy(0.88)was much higher than for the traditional strategy(0.55).Our results indicate that the proposed strategy outperforms the traditional one when comparing against landslide inventory data.Our work demonstrates that higher prediction accuracies in landslide hazard modeling may be deceptive,and validation of the modeled spatial pattern should be prioritized.The proposed method may also be used to improve the mapping of precipitation-induced landslides.Application of the proposed strategy could beneft precise assessment of landslide risks in mountain environments.
基金sponsored by National Science Foundation for Young Scientists of China(Grant No.51005233)Special Financial Grant from the China Postdoctoral Science Foundation(Grant No.201104582)A Project Funded by the Priority Academic Program Development of Jiangsu Higher Education Institutions(PAPD).
文摘A simulation method for investigating the vibration behavior of hoisting rope with time-varying length is improved.By previously creating markers in the MSC.ADAMS software package,the parametric model of the rope wound along helix is established based on the concentrated-mass theory with multi-degree of freedom(multi-DOF).A novel driving strategy,cooperating fixed joints with angle sensors under the control of driving script,is proposed to substitute conventional contact force.Researching on the hoisting rope in the sinking winch mechanism,an equivalent discretization model is obtained with complicated boundary conditions considered.The differential equations of motion of the hoisting system are formulated employing Lagrange’s equation and numerically solved using Runge–Kutta method.The simulation indicates that the horizontal swing is decreased in principle and the simulation with 800 discrete ropes is not performed more than 61 min.Therefore,this feasible strategy could not only guarantee the accuracy but also promote simulation efficiency and stability.The motion curves exported from ADAMS simulation coincide with one in numerical simulation,which validates both the numerical model and the driving strategy.
