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Investigation of non-linear granger causality between China mainland stock market and Hong Kong H-share market

Investigation of non-linear granger causality between China ...

引用

International conference on Management science and engineering (ICMSE)

作者： Yue Pan Yi-yi Dai Wang Yanan Institute for Studies in Economics Xiamen University P.R.China School of Management Xiamen University P.R.China

In this paper we investigate the linear and non-linear causality relationship between mainland China stock market and Hong Kong H-share market over January 1994-December 2007 period, which is divided into four periods marked by Asian financial crisis in 1997 and the opening of Chinapsilas B-shares to domestic investors in 2001, as well as by split-share structure reform in 2005. Nonlinear Granger causality testing proposed by Himestra and Jones (1994) has been used and a new Monte-Carlo simulation method was induced to calculate the confidence level. The results of non-linear causality tests show that there exists non-linear causality between the two markets during the sample period. However, this causality relationship varies in different periods, which can not been seen from the linear test results.

关键词： Stock markets Testing conference management Financial management engineering management Companies Asia Finance Crisis management Couplings

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simulation of springback with the draw/bend test 2

Simulation of springback with the draw/bend test

引用

2nd International conference on Intelligent Processing and Manufacturing of Materials, IPMM 1999

作者： Li, K.P. Geng, L.M. Wagoner, R.H. Dept. Materials Science and Engineering Ohio State University ColumbusOH43210 United States

ISBN: (纸本)0780354893

This paper summarizes a length analysis of springback of the drawbend test, conducted using three sheet materials, several friction coefficients, die radii, and draw-in restraining forces. In 1997, at the last IPMM early results were presented that showed large discrepancies between experiments and simulations for some conditions. The simulations have been optimized since that time and their sensitivity to a variety of numerical parameters and, more recently, to the choice of finite element and material model, have been examined. The finite element analysis (FEA) of springback is shown to be very sensitive to numerical parameters, including the number of through-thickness integration points, the angle of contact per shell element, and the tolerances for equilibrium and contact. With the help of numerical sensitivity studies, guidelines are provided for choosing these values effectively. Good agreement between experimental and simulated (3-D FEM modeling) springback has now been obtained for a range of process parameters. From this further analysis, it is concluded that the presence of 3-D bending (anticlastic curvature) effects dominate the discrepancies, with smaller errors caused by the material model. © 1999 IEEE.

关键词： Finite element method

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State vector equation based computer simulation approach of digitally controlled power conversion circuits and systems

State vector equation based computer simulation approach of ...

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Power Conversion conference

作者： S.M. Ulhaq M. Nakaoka H. Takano Department of Electrical and Electronic Engineering The Graduate School of Engineering and Science Yamaguchi University Ube Yamaguchi Japan Research and Development Department Hitachi Medical Company Limited Chiba Japan

An efficient simulation approach is presented in order to analyze digitally-controlled switching mode power converter circuits and systems with feedback and feedforward control loops. The general computer-aided simulation procedure is based on a circuit and system equation modeled by time-varying resistors which substitute active power switches and the passive diodes of the converter circuits in addition to a state equation for the inductors and the capacitors, an algebraic computation method to transform the matrices of the circuit equation into the matrices of the state equation. In this approach, the numerical integration is achieved with rather less numerical calculation steps because of the small matrice size of the state equation. The effectiveness of this approach are proved by introducing a newly-developed PWM DC-DC high-power converter operating at high-voltage transformer parasitic circuit parameters under a digital control scheme.

关键词： Equations Computer simulation Matrix converters Computational modeling Circuit simulation Switching converters Circuits and systems Matrices Analytical models Switching circuits

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Topology and traffic scenarios for ATM network simulation

Topology and traffic scenarios for ATM network simulation

引用

International conference on Information, Communications and Signal Processing

作者： A.L. Redey M.J. Morse A. Platt Communication Networks Research Group Science and Engineering Research Centre De Montfort University UK

Efficient routing of traffic in any sort of network is obviously dependent on the topology of the network and the volume, distribution and mix of traffic. The paper considers the likely topology of future ATM networks and the mix of traffic that they will carry. It proposes an arrangement which can be used, when simulating ATM network routing algorithms. The particular interest is in the routing overhead of flooded status information which is used to calculate or discover optimal routes. The experimental topology used in the study is a flat, sparsely connected mesh of 43 nodes based on a segment of the BT network to the south and east of London. Since the network exists and serves a "real" user community, it is possible to make reasoned estimates of the magnitude and mix of the offered load using population and behavioural statistics. Three different traffic scenarios are considered. These are telephone, audio-visual and data traffic and each traffic class are carried in a separate overlay (virtual path) network which supports the appropriate quality of service. simulation is used to predict the variation in the pattern and volume of traffic, and subsequently the generation of routing status update messages.

关键词： Network topology Telecommunication traffic Traffic control Routing Peer to peer computing Surges Telecommunication network topology Databases Floods Proposals

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Creating a virtual network laboratory

Creating a virtual network laboratory

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IEEE International conference on Multimedia Computing and Systems (ICMCS)

作者： Yen-Jen Lee Wei-Hsiu Ma D.H.C. Du J.A. Schnepf Department of Computer Science University of Minnesota Minneapolis MN USA University of Minnesota Minneapolis MN US Department of Computer Science College of Saint Benedict and Saint John''s University Collegeville MI USA

Networking courses are traditionally conceptual in nature, with little opportunity for students to apply what they have learned in order to strengthen their knowledge. To support these courses, the University of Minnesota established a hands-on network laboratory. Educational and operational concerns have surfaced throughout the years due to the physical laboratory constraints and difficulty of satisfying the high demand. To address these issues, and to overcome the shortcomings of current approaches, we are developing a virtual network laboratory environment to eliminate most of the constraints, though it is not necessarily replacing all of the physical settings at once. The kernel consists of a collection of online multimedia learning modules which integrate the key laboratory devices with instructional material. The modules are designed to allow students to carry out hands-on networking in a virtual environment or through remote access. This virtual laboratory is easily accessible over the Internet.

关键词： Laboratories java Computer science Educational institutions Computer networks Space technology Consumer electronics Continuing education Maintenance engineering Bridges

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Verification of pipelined microprocessors by correspondence checking in symbolic ternary simulation

Verification of pipelined microprocessors by correspondence ...

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International conference on Application of Concurrency to System Design

作者： M.N. Velev R.E. Bryant Department of Electrical and Computer Engineering Carnegie Mellon University Pittsburgh PA USA

This paper makes the idea of memory shadowing (Bryant and Velev, 1997) applicable to symbolic ternary simulation. Memory shadowing, an extension of Burch and Dill's (1994) pipeline verification method to the bit level, is a technique for providing on-the-fly identical initial memory state to two different memory execution sequences. We also present an algorithm which compares the final states of two memories for ternary correspondence, as well as an approach for generating efficiently the initial state of memories. These techniques allow us to verify that a pipelined circuit has behavior corresponding to that of its unpipelined specification by simulating two symbolic ternary execution sequences and comparing their memory states. Experimental results show the potential of the new ideas.

关键词： Microprocessors Circuit simulation Shadow mapping Computational modeling Computer simulation Computer science Pipelines Formal verification Digital circuits Contracts

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Development of an Online Phase-Field Theory Course for Mechanical engineering Graduate Students

Development of an Online Phase-Field Theory Course for Mecha...

引用

2023 ASEE Annual conference and Exposition - The Harbor of engineering: Education for 130 Years, ASEE 2023

作者： Liu, Yucheng South Dakota State University United States

A graduate level course, Phase-Field Theory, was designed and offered to the mechanical engineering (ME) M.S. and Ph.D. students at Mississippi State University (MSU) through online instruction. The significance of the phase-field method to students in materials science and the course development process are elaborated in this paper. In particular, since this class was taught in summer semester 2020, measures were taken to enable students to understand the essence of the phase-field method and master fundamental phase-field modeling techniques in a short period time despite the challenges of COVID-19 during the course development process. Positive student feedback and decent evaluation results were proofs that the course objectives were achieved. © American Society for engineering Education, 2023.

关键词： Students

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simulation of associative neural networks

Simulation of associative neural networks

引用

International conference on Neural Information Processing

作者： Shaojuan Zhu D. Hammerstrom Center for Biologically Inspired Information Engineering Department of Electrical and Computer Engineering OGI School of Science and Engineering Oregon Health and Sciences University USA

ISBN: (纸本)9810475241

The human brain is far superior to a modern computer in its ability to do associative recall. Many theorists believe that one of the important functions of primate neocortex is "associative memory". Palm's network (Palm et al., 1997) is one of the most powerful associative memory models available. To study variations of this basic model, we have built a multiprocessor based Palm simulator that executes on our Beowulf cluster and supercomputers at NASA. We have also created a spiking version that adds temporal information to the model and is more biologically plausible. Experimental results are summarized, and the problems solved are also discussed.

关键词： Neural networks Associative memory Neurons NASA Impedance matching Biological neural networks Computer science Educational institutions Contracts Associative processing

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Application-driven synthesis of core-based systems

Application-driven synthesis of core-based systems

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IEEE International conference on Computer-Aided Design

作者： Kirovski Lee Potkonjak Mangione-Smith Computer Science Department University of California Los Angeles CA USA Electrical Engineering Department University of California Los Angeles CA USA

We developed a new hierarchical modular approach for synthesis of area-minimal core-based data-intensive systems. The optimization approach employs a novel global least-constraining most-constrained heuristic to minimize the instruction cache misses for a given application, instruction cache size and organization. Based on this performance optimization technique, we constructed a strategy to search for a minimal area processor core, and an instruction and data cache which satisfy the performance characteristics of a set of target applications. The synthesis platform integrates the existing modeling, profiling, and simulation tools with the developed system-level synthesis tools. The effectiveness of the approach is demonstrated on a variety of modern real-life multimedia and communication applications.

关键词： Cache memories

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Genetic algorithm involving coevolution mechanism to search for effective genetic information

Genetic algorithm involving coevolution mechanism to search ...

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IEEE International conference on Evolutionary Computation

作者： H. Handa N. Baba O. Katai T. Sawaragi T. Horiuchi Department of Precision Engineering Kyoto University Sakyo Kyoto Japan Department of Arts and Science Osaka Educational University Kashihara Osaka Japan

A new genetic algorithm which exploits an idea of "coevolution" is proposed. The proposed method consists of two GAs: Host GA and Parasite GA. The Host GA searches for the solutions, and these two GAs are closely related to each other. The Parasite GA plays an important role in searching for useful schemata in the Host GA. Furthermore, two methods of fitness evaluation of Parasite GA are examined: differentiating method and averaging method. The differentiating method will yield the search for schemata that are not yet discovered by the Host GA. The averaging method will yield the search for schemata that have high average of fitness. Various computer simulations confirm the effectiveness of the proposed methods.

关键词： Genetic algorithms Computer simulation Evolutionary computation Stochastic processes Cultural differences Precision engineering Art Cities and towns Search methods Biological cells

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