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Statistics of extreme events in Chinese stock markets 被引量:1
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作者 吴干华 邱路 +4 位作者 Mutua Stephen 李信利 杨悦 杨会杰 蒋艳 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第12期573-577,共5页
We investigate the impact of financial factors on daily volume recurrent time intervals in the developing Chinese stock markets. The tails of probability distribution functions(PDFs) of volume recurrent intervals be... We investigate the impact of financial factors on daily volume recurrent time intervals in the developing Chinese stock markets. The tails of probability distribution functions(PDFs) of volume recurrent intervals behave as a power-law, and the scaling exponent decreases with the increase of stock lifetime, which are similar to those in the US stock markets, and they are typical representatives of developed markets. The difference is that the power-law exponent values remain almost the same with the changes of market capitalization, mean volume, and mean trading value, respectively. These findings enrich the results for event statistics for financial markets. 展开更多
关键词 extreme statistics recurrent time interval volume volatility
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Performance Enhancement of Multiuser Passive Time Reversal Communication Based on Space-Time Block Coding 被引量:1
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作者 宫改云 姚文斌 +1 位作者 潘翔 宫先仪 《China Ocean Engineering》 SCIE EI 2010年第1期173-182,共10页
Reliable, with high data rate, acoustic communication in time-valTing, multipath shallow water environment is a hot research topic recently. Passive time reversal communication has shown promising results in improveme... Reliable, with high data rate, acoustic communication in time-valTing, multipath shallow water environment is a hot research topic recently. Passive time reversal communication has shown promising results in improvement of the system performance. In multiuser environment, the system performance is significantly degraded due to the interference among different users. Passive time reversal can reduce such interference by minimizing the cross-correlated version of channel impulse response among users, which can be realized by the well-separated users in depth. But this method also has its shortcomings, even with the absence of relative motion, the minimization sometimes may be impossible because of the time-varying environment. Therefore in order to avoid the limitation of minimizing the cross-correlated channel function, an approach of passive time reversal based on space-time block coding (STBC) is presented in this paper. In addition, a single channel equalizer is used as a pest processing technique to reduce the residual symbol interference. Experimental results at 13 kHz with 2 kHz bandwidth demonstrate that this method has better performance to decrease bit error rate and improve signal to noise ratio, compared with passive time reversal alone or passive time reversal combined with equalization. 展开更多
关键词 MULTIUSER passive time reversal space-time block coding EQUALIZATION
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3D placement of unmanned aerial vehicles and partially overlapped channel assignment for throughput maximization 被引量:1
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作者 Chengming Zou Xiaoxiao Li +1 位作者 Xing Liu Mengya Zhang 《Digital Communications and Networks》 SCIE CSCD 2021年第2期214-222,共9页
This paper investigates a wireless system with multi-Unmanned Aerial Vehicles(UAVs)for improving the overall throughput.In contrast to previous studies that optimize the locations of UAVs and channel assignment separa... This paper investigates a wireless system with multi-Unmanned Aerial Vehicles(UAVs)for improving the overall throughput.In contrast to previous studies that optimize the locations of UAVs and channel assignment separately,this paper considers the two issues jointly by exploiting Partially Overlapped Channels(POCs).The optimization problem of maximizing network throughput is formulated as a non-convex and non-linear problem.In order to find a practical solution,the problem is decomposed into two subproblems,which are iteratively optimized.First,the optimal locations of UAVs are determined under a fixed channel assignment scheme by solving the mixed-integer second-order cone problem.Second,an efficient POC allocation scheme is determined via the proposed channel assignment algorithm.Simulation results show that the proposed approach not only significantly improves system throughput and service reliability compared with the cases in which only orthogonal channels and stationary UAVs are considered,but also achieves similar performance using the exhaustive search algorithm with lower time complexity. 展开更多
关键词 Unmanned aerial vehicle Partially overlapped channel Throughput maximization Channel assignment
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Adaptive SPC monitoring scheme for DOE-based APC
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作者 Ye Liang Pan Ershun Xi Lifeng 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第2期329-336,共8页
Automatic process control (APC) based on design of experiment (DOE) is a cost-efficient approach for variation reduction. The process changes both in mean and variance owing to online parameter adjustment make it hard... Automatic process control (APC) based on design of experiment (DOE) is a cost-efficient approach for variation reduction. The process changes both in mean and variance owing to online parameter adjustment make it hard to apply traditional SPC charts in such DOE-based APC applied process. An adaptive SPC scheme is developed, which can better track the process transitions and achieve the possible SPC run cost reduction when the process is stable. The control law of SPC parameters is designed by fully utilizing the estimation properties of the process model instead of traditionally using the data collected from the production line. An example is provided to illustrate the proposed adaptive SPC design approach. 展开更多
关键词 监视器 监视系统 参数设置 过程控制
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The Empirical Study of the MIS Course and the IMIS Specialty in China
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作者 Jindong Li 《通讯和计算机(中英文版)》 2011年第10期831-838,共8页
关键词 MIS系统 信息系统专业 课程论 中国 管理信息系统 管理系统 背景知识 随机选择
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Row–column visibility graph approach to two-dimensional landscapes
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作者 肖琴 潘雪 +5 位作者 李信利 Mutua Stephen 杨会杰 蒋艳 王建勇 张庆军 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第7期767-774,共8页
A new concept, called the row-column visibility graph, is proposed to map two-dimensional landscapes to complex networks. A cluster coverage is introduced to describe the extensive property of node clusters on a Eucli... A new concept, called the row-column visibility graph, is proposed to map two-dimensional landscapes to complex networks. A cluster coverage is introduced to describe the extensive property of node clusters on a Euclidean lattice. Graphs mapped from fractals generated with the probability redistribution model behave scale-free. They have pattern-induced hierarchical organizations and comparatively much more extensive structures. The scale-free exponent has a negative correlation with the Hurst exponent, however, there is no deterministic relation between them. Graphs for fractals generated with the midpoint displacement model are exponential networks. When the Hurst exponent is large enough (e.g., H 〉 0.5), the degree distribution decays much more slowly, the average coverage becomes significant large, and the initially hierarchical structure at H 〈 0.5 is destroyed completely. Hence, the row-column visibility graph can be used to detect the pattern-related new characteristics of two-dimensional landscapes. 展开更多
关键词 row--column visibility graph LANDSCAPE ROUGHNESS
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Neighborhood Modularization‑based Artificial Bee Colony Algorithm for Disassembly Planning with Operation Attributes
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作者 Hongfei Guo Linsheng Zhang +3 位作者 Yaping Ren Leilei Meng Zhongwei Zhou Jianqing Li 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2022年第6期165-177,共13页
The recycling and remanufacturing of end-of-life products are significant for environmental protection and resource conservation.Disassembly is an essential process of remanufacturing end-of-life products.Effective di... The recycling and remanufacturing of end-of-life products are significant for environmental protection and resource conservation.Disassembly is an essential process of remanufacturing end-of-life products.Effective disassembly plans help improve disassembly efficiency and reduce disassembly costs.This paper studies a disassembly planning problem with operation attributes,in which an integrated decision of the disassembly sequence,disassembly directions,and disassembly tools are made.Besides,a mathematical model is formulated with the objective of minimizing the penalty cost caused by the changing of operation attributes.Then,a neighborhood modularization-based artificial bee colony algorithm is developed,which contains a modular optimized design.Finally,two case studies with different scales and complexities are used to verify the performance of the proposed approach,and experimental results show that the proposed algorithm outperforms the two existing methods within an acceptable computational time. 展开更多
关键词 End-of-life products Disassembly planning Artificial bee colony Neighborhood modularization
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Bright Soliton Solutions in Degenerate Femi Gas near Feshbach Resonance
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作者 刘红 何岱海 +1 位作者 楼森岳 贺贤土 《Chinese Physics Letters》 SCIE CAS CSCD 2009年第12期39-41,共3页
For molecular and standard Bose-Einstein condensates and Fermi gases near Feshbach resonances, the general polytropic equation of states is P∝n γ+1. According to the effective power γ≈0.5~1.3, we resolve the time... For molecular and standard Bose-Einstein condensates and Fermi gases near Feshbach resonances, the general polytropic equation of states is P∝n γ+1. According to the effective power γ≈0.5~1.3, we resolve the time-dependent nonlinear Schrodinger equation and find series bright solitons. The analysis could help in the search for matter-wave soliton trains in degenerate Femi gas. 展开更多
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Charge disproportionation induced exchange bias in La_(0.5)Ca_(0.5)FeO_(3-δ) 被引量:1
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作者 LIANG YaQiong ZHANG XiangQun +2 位作者 JIN JinLing ZHAN QingFeng CHENG ZhaoHua 《Science China(Physics,Mechanics & Astronomy)》 SCIE EI CAS 2013年第11期2085-2089,共5页
We observed an exchange bias effect in La0.5Ca0.5FeO3 perovskite compound.The exchange bias is associated with the charge disproportionation transition from Fe4+ions to Fe3+and Fe5+ions below 175 K.The competition bet... We observed an exchange bias effect in La0.5Ca0.5FeO3 perovskite compound.The exchange bias is associated with the charge disproportionation transition from Fe4+ions to Fe3+and Fe5+ions below 175 K.The competition between the ferromagnetic interaction of Fe3+and Fe5+ions and the antiferromagnetic one of Fe3+and Fe3+ions results in a unidirectional anisotropy in the cluster-glass system.An antiferromagnetically interfacial exchange coupling constant Ji1.95 meV at the cluster-glass region was yielded by fitting the cooling field-dependence of the exchange bias field. 展开更多
关键词 交换偏置场 歧化 充电 钙钛矿化合物 铁磁相互作用 玻璃系统 各向异性 耦合常数
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NEW ROBUST UNSUPERVISED SUPPORT VECTOR MACHINES
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作者 Kun ZHAO Mingyu ZHANG ~ Naiyang DENG 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2011年第3期466-476,共11页
这篇论文基于标准 SVM 的最初的问题的修改柔韧的版本建议柔韧的版本到无指导的分类算法,它直接与标签变量放松它到半明确的编程。数字结果证实建议方法的坚韧性。
关键词 鲁棒性 支持向量机 监督 分类算法 原始问题 半定规划 数值结果 版本
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