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  • 简介:根据Brent和WTI原油价格的真实时间序列数据,应用R/S分析方法,分析了国际原油价格系统中存在的分特征,得到了不同时间标度下Brent和WTI原油价格的Hurst指数,从而发现了系统对信息的长期记忆性;跟踪了不同时延下Hurst指数的演化轨迹,并根据系统不同的动力学行为将其划分为3个阶段;引入V统计量分析了系统的长程记忆机制,并得到了长程记忆的非周期循环长度.

  • 标签: 原油价格 R/S分析 HURST指数 分形特征 长期记忆
  • 简介:Thispaperconstructedportfoliosaccordingtothegrowthratesandtheirstabilityoffirm'stotalstockholders'equitypershareandnetincomepershare,usingallthefirms'informationofShanghaiA-sharemarket.Wefoundthatthemarketexhibitssomeoverreactiontothegrowthraieoffirm'snetincomepershare,andisn'tsensitivetothestabilityoffirm'sgrowthrates.

  • 标签: 股票市场 企业成长 股东权益共享 纯利共享 代表性 过度反应
  • 简介:ANEFFICINTIMPLEMENTATIONOFMERRILL'SMETHODYANGBing(DepartmentofManagementEngineeringHarbinEngineeringUniversityHarbin150001)Ab...

  • 标签: Piecewise-linear HOMOTOPY ALGORITHMS QUADRATIC PROGRAMMING PENALTY
  • 简介:Let■Ω=Γ=Γ1+Γ2(seeFig.1),meas(Γ1)>0,V={v|v∈H1(Ω),v|Γ1=0},andV0={ω|Δω=hinΩ,ω|Γ=0,(?)h∈V}.LetV0′=thedualspaceofV0,a(u,v)=∫Ω▽u·▽Δvdx,andF(v)=∫Ωfvdx+∫Γ2g1Δvds-∫Γg2(?)ds,f∈V′0,g1∈H-(1/2)(Γ2),g2∈H-(3/2)(Γ).Considerthevariationalproblem:findu∈Vsuchthata(u,v)=F(v),(?)v∈V0.(1)UsingTartar’slemma,weprovethatforproblem(1)thereexistsauniqueu∈Vsatisfying■

  • 标签: Tartar’s LEMMA GENERALIZED Poincaré-Friedrichs INEQUALITY
  • 简介:精神分析学派认定生物性是心理结构的序参量,其后行为主义、人本主义和文化心理学将各自的序参量约定为现实性、价值性和符号性。4种理论虽然观察角度和内容各不相同,但都包含着相当的真理,我们想知道是否存在着一种理论既能够整合上述不同体系,还能够解释中国人独特的行为方式和心理状态呢?

  • 标签: 尖顶突变模型 心理结构 动力学方程 复杂性
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  • 简介:Inthiseraofadata-drivensociety,usefuldata(BigData)isoftenunintentionallyignoredduetolackofconvenienttoolsandexpensivesoftware.Forexample,weblogfilescanbeusedtoidentifyexplicitinformationofbrowsingpatternswhenusersaccesswebsites.Somehiddeninformation,however,cannotbedirectlyderivedfromthelogfiles.Wemayneedexternalresourcestodiscovermoreknowledgefrombrowsingpatterns.Thepurposeofthisstudyistoinvestigatetheapplicationofwebusageminingbasedonweblogfiles.Theoutcomeofthisstudysetsfurtherdirectionsofthisinvestigationonwhatandhowimplicitinformationembeddedinlogfilescanbeefficientlyandeffectivelyextracted.Furtherworkinvolvescombiningtheuseofsocialmediadatatoimprovebusinessdecisionquality.

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  • 简介:WU-RITT'SMETHODFORNONLINEARCONTROLSYSTEMS¥LIShurong(InstituteofSystemsScience,AcademiaSinica,Beijing100080,China)Abstract:Thi...

  • 标签: Differential ALGEBRA Wu-Ritt’s zero-decomposition THEOREM PROJECTION
  • 简介:理论及其应用在近20年里得到了突飞猛进的发展,但使用中的缺陷也日趋引起人们更多关注。尤其其算法中的繁杂的计算过程、盒子分割的无目的性和不能体现分几何的特性使得在应用中的几何形状问题、分辨率问题和填充率问题日趋明显。为此,本研究有针对性地提出了实分、虚分和分辨率及填充率计算方法,并结合上述概念改进了盒维数计算公式,通过对比与分析发现该法不但计算结果精确还体现了形状、机遇和维数三要素。

  • 标签: 分形 盒维数 实分形 虚分形 分辨率 填充率
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  • 简介:TheanalysisandevaluationofanactualportsystemcontainingRdifferentship’skindsandNsubsystemseachofwhichconsistsofM.(i=1,2,…,N)portsarederived.TheexternalarrivalsofshipstothesystemcomefromRdifferentPoissonsourcesandtheinterarrivalstothequeueofeachportofasubsystemaredeterminedaccordingtoconditionprobabilities.EachporthasmultipleberthswhoseservicetimesaredistributedaccordingtoErlangprobabilitydistributionfunctions.EachportofasubsystemhasRinfinitecapacitybuffersforstoringshipsinterarrived.Thismethodprovidesagoodapproximationprocedureforobtainingsystemperfor-mancemeasuressuchaswaitingtimesofships,averagequeuelengths,etc.Optimumportcapacitycanthusbeevaluatedbyusingthisanalysis.Asimulationisalsopresentedtotestthisapproximateanalysis,andagoodagreementisobserved.Thismodelshallbeusedintheplanningofseveralactualportsystems.Throughtheapplicationofthismodel,itispossibletoanalyzeandevaluateperformancesofthesystems.

  • 标签: PORT system QUEUEING NETWORK simulation and