The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information such as public or private information. Therefore, the study of analyzing the reaction of stock price to the i...
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The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information such as public or private information. Therefore, the study of analyzing the reaction of stock price to the information has attracted more and more attention. Here we proposed an effective measuring method using fuzzy c-means (FCM) for describing the reaction to public information, and further analyzing and quantifying the intensity. Taking the deposit reserve rate, a kind of typical public information, as an example, the clustering results show that there are there prominent characters of reaction in Shanghai A-share market. Furthermore, the empirical results indicate that the clustering technique has a good effect in classifying the intensity of reaction of stock market to public information.
Forecasting exchange rate is one of the most important research topics in financial time series field. In this paper, the author combine fuzzy time series model with fuzzy clustering method to predict the USD/CHY exch...
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Forecasting exchange rate is one of the most important research topics in financial time series field. In this paper, the author combine fuzzy time series model with fuzzy clustering method to predict the USD/CHY exchange rate. The empirical results show that this method can obviously obtain higher forecasting precision than some traditional ones.
In machine translation(MT) practice,there is an urgent need for constructing a set of Chinese-to-English aspect transferring rules to define the transferring *** integrated feature set was used to generalize and justi...
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In machine translation(MT) practice,there is an urgent need for constructing a set of Chinese-to-English aspect transferring rules to define the transferring *** integrated feature set was used to generalize and justify the Chinese-to-English transferring rule of the 'ZHE' aspect(ZHE Rule).A ZHE classification model was built in this *** impacts of each set of temporal,lexical aspectual,and syntactic features,and their integrated impacts,on the accuracy of the ZHE Rule were *** 600 misclassified corpus sentences were manually examined.A 10-fold cross-validation was used with a decision tree *** main results are:(1) The ZHE Rule was generalized and justified to have a higher accuracy under the two metrics:the precision rate and the areas under the receiver operating characteristic curve(AUC).(2) The temporal,lexical aspectual,and syntactic feature sets have an integrated contribution to the accuracy of the ZHE *** syntactic and temporal features have an impact on ZHE aspect derivations,while the lexical aspectual features are not predictive of ZHE aspect derivation.(3) While associated with active verbs,the ZHE aspect can denote a perfective *** study suggests that the temporal and syntactic features are the predictive ZHE aspect classification features and that the ZHE Rule with an overall precision rate of 80.1% is accurate enough to be further explored in MT *** machine learning method,decision tree,can be applied to the automatic aspect transferring in MT research and aspectual interpretations in linguistic research.
Distributed wireless sensor networks have been proposed as a solution to environment sensing, target tracking, data collection and others. Energy efficiency, high estimation accuracy, and fast convergence are importan...
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ISBN:
(纸本)9781424486533
Distributed wireless sensor networks have been proposed as a solution to environment sensing, target tracking, data collection and others. Energy efficiency, high estimation accuracy, and fast convergence are important goals in distributed estimation algorithms for WSN. This paper studies the problem of robust adaptive estimation in impulsive noise environment using robust cost function like Wilcox on norm and error saturation nonlinearity. The incremental cooperative scheme conventionally used in sensor network in which each node have local computing ability and share them with their predefined neighbors, is not robust to impulsive type of noise or outliers. In this paper the robust norm is introduced in incremental cooperative distributed network to estimate the desired parameters in presence of Gaussian contaminated impulsive noise.
Emergency evacuation in public places becomes a research focus in recent decades. One major objective of evacuation is to maximize the efficiency of the whole evacuation system. The paper proposes a multiobjective eva...
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ISBN:
(纸本)9781424473014
Emergency evacuation in public places becomes a research focus in recent decades. One major objective of evacuation is to maximize the efficiency of the whole evacuation system. The paper proposes a multiobjective evacuation route assignment model to plan an optimal egress route set for the individual evacuees. The three objectives in the proposed model are to minimize the total evacuation time, minimize the total travel distance of all the evacuees and minimize the congestion during the evacuation process. These objectives need to be satisfied simultaneously while some of them conflict with each other. The travel speed on each road segment is related with the time and the number of evacuees on it during a certain time period. The congestion of a road segment is modeled as the density of evacuees passing it in time and space dimensions. The evacuation route assignment problem can be treated as a combinatorial optimization problem. A multiobjective optimization model based genetic algorithm is adopted to solve the proposed evacuation routing problem. Wuhan Sport Center in Wuhan city of China was taken as the experiment scenario to test the performance of the proposed algorithm. The results showed that it can provide some system optimal evacuation plans. Meanwhile, the multi-objective optimization model based genetic algorithm can produce a pareto optimal set rather than single optimal point, thus the model can give alternative strategies for the evacuation policy makers.
With the development of systems biology, more and more researchers focus on the study of bio-molecular networks. In recent years, researchers in different fields have accumulated a large number of biological experimen...
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With the development of systems biology, more and more researchers focus on the study of bio-molecular networks. In recent years, researchers in different fields have accumulated a large number of biological experimental data and algorithms for analysis and calculation of bio-molecular networks, but these data and methods are relatively independent, difficult to be utilized by biologists. Based on PSE-Bio, a problem solving environment for bioinformatics, this paper describes an integrated computing environment for bio-molecular networks in order to achieve molecular homology analysis, bio-molecular network building, querying, statistics and visualization.
The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information such as public or private information. Therefore, the study of analyzing the reaction of stock price to the i...
详细信息
ISBN:
(纸本)9787894631046
The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information such as public or private information. Therefore, the study of analyzing the reaction of stock price to the information has attracted more and more attention. Here we proposed an effective measuring method using fuzzy c-means (FCM) for describing the reaction to public information, and further analyzing and quantifying the intensity. Taking the deposit reserve rate, a kind of typical public information, as an example, the clustering results show that there are there prominent characters of reaction in Shanghai A-share market. Furthermore, the empirical results indicate that the clustering technique has a good effect in classifying the intensity of reaction of stock market to public information.
Detecting and characterizing the community structure of complex network is fundamental. There are many algorithms, were sorted to three types of criterion: mathematical method, mechanism of community structure and opt...
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A novel multiwall carbon nanotube(MWNT) / PC/ABS nanocomposite was prepared in this *** modifier, vinyl trimethoxy silane (VTMOS) and maleic anhydride (MA), were grafted to the MWNT surface via the free radical reacti...
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A novel multiwall carbon nanotube(MWNT) / PC/ABS nanocomposite was prepared in this *** modifier, vinyl trimethoxy silane (VTMOS) and maleic anhydride (MA), were grafted to the MWNT surface via the free radical reaction.A reactive compatibilizer, styrene maleic anhydride(SMA), was employed to produce the chemical bonding between PC/ABS and the modified *** physical properties of these carbon nanotube / PC/ABS resin nanocomposite was studied.
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