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Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets

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Chaos 2017年第6期27卷 063111-063111页

作者： Wei, Yun-Lan Yu, Zu-Guo Zou, Hai-Long Anh, Vo Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan University Xiangtan Hunan 411105 China School of Mathematical Sciences Queensland University of Technology GPO Box 2434 Brisbane Q4001 Australia

A new method-multifractal temporally weighted detrended cross-correlation analysis (MF-TWXDFA)-is proposed to investigate multifractal cross-correlations in this paper. This new method is based on multifractal temporally weighted detrended fluctuation analysis and multifractal cross-correlation analysis (MFCCA). An innovation of the method is applying geographically weighted regression to estimate local trends in the nonstationary time series. We also take into consideration the sign of the fluctuations in computing the corresponding detrended cross-covariance function. To test the performance of the MF-TWXDFA algorithm, we apply it and the MFCCA method on simulated and actual series. Numerical tests on artificially simulated series demonstrate that our method can accurately detect long-range cross-correlations for two simultaneously recorded series. To further show the utility of MF-TWXDFA, we apply it on time series from stock markets and find that power-law cross-correlation between stock returns is significantly multifractal. A new coefficient, MF-TWXDFA cross-correlation coefficient, is also defined to quantify the levels of cross-correlation between two time series. © 2017 Author(s).

关键词： CORRELATION (Statistics) STOCK price indexes REGRESSION analysis TIME series analysis COEFFICIENTS (Statistics)

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Efficient Synthesis of Isoquinolines by AgNO3-Catalyzed Sequential Imination-Annulation of 2-Alkynyl Aldehydes with Ammonium Bicarbonate

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Chinese Journal of Chemistry 2016年第9期34卷 857-860页

作者： Yunhui Zhao Mingjian Luo Yubo Li Xiong Liu Zilong Tang Keqin Deng Gang Zhao Hunan Province College Key Laboratory of QSAR/QSPR School of Chemistry and Chemical Engineering Hunan University of Science and Technology Xiangtan Hunan 411201 China Key Laboratory of Synthetic Chemistry of Natural Substances Shanghai Institute of Organic Chemistry Chinese Academy of Sciences Shanghai 200032 China Key Laboratory of Theoretical Chemistry and Molecular Simulation Ministry of Education Xiangtan Hunan 411201 China

An operationally simple approach for the tandem synthesis of isoquinolines by the reaction of o-alkynylalde- hydes with ammonium bicarbonate via Ag-catalyzed 6-endo-dig ring closure is described. The reaction conditions and the scope of the reaction are examined, and a variety of substituted isoquinolines are prepared in moderate to excellent yields.

关键词： isoquinolines annulation imination silver nitrate o-alkynyl aldehydes

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Protein folding kinetic order prediction from amino acid sequence based on horizontal visibility network

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Current Bioinformatics 2016年第2期11卷 173-185页

作者： Zhao, Zhi-Qin Yu, Zu-Guo Anh, Vo Wu, Jing-Yang Han, Guo-Sheng Hunan Key Laboratory for Computation and Simulation in Science and Engineering and Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education Xiangtan University XiangtanHunan411105 China School of Mathematical Sciences Queensland University of Technology GPO Box 2434 BrisbaneQ4001 Australia School of Science Xi’an Shiyou University 18 Second Dianzi Road Yanta District Xi’anShaanxi710065 China

Protein folding is one of the most important problems in molecular biology. The kinetic order of protein folding is one of the main aspects of the folding process. Previous methods for predicting protein folding kinetic order require to use the information on tertiary or predicted secondary structure of a protein. In this paper, based on physicochemical properties of amino acids, we propose an approach to predict the protein folding kinetic order from the primary structure of a protein using support vector machine combined with principal component analysis. The horizontal visibility network, Hilbert-Huang transform, global descriptor, and Lempel-Ziv complexity are used to extract features in our approach. To evaluate our approach, the leave-one-out cross-validation test is employed on two widely-used data sets ("IvankovData" and "ZhengData" data sets) consisting of two-state and multi-state proteins. The overall accuracies of prediction can reach 83.87% for "IvankovData" data set and 85% for "ZhengData" data set respectively. Comparisons with the existing methods show that the present approach performs better on the "IvankovData" data set. These results indicate that the present approach is effective and valuable for predicting protein folding kinetic order. Based on factor analysis, we find that the length of protein sequence, hydrophobicity and hydrophilicity of amino acids are important features in our approach. © 2016 Bentham science Publishers

关键词： Hilbert-Huang transform

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From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum

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Journal of Statistical Mechanics: Theory and Experiment 2018年第5期2018卷

作者： Hai-Long Zou Zu-Guo Yu Vo Anh Yuan-Lin Ma Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education and Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan University Hunan 411105 People's Republic of China School of Electrical Engineering and Computer Science Queensland University of Technology GPO Box 2434 Brisbane Q4001 Australia Author to whom any correspondence should be addressed. School of Mathematical Sciences Queensland University of Technology GPO Box 2434 Brisbane Q4001 Australia

In recent years, researchers have proposed several methods to transform time series (such as those of fractional Brownian motion) into complex networks. In this paper, we construct horizontal visibility networks (HVNs) based on the -stable Lévy motion. We aim to study the relations of multifractal and Laplacian spectrum of transformed networks on the parameters and of the -stable Lévy motion. First, we employ the sandbox algorithm to compute the mass exponents and multifractal spectrum to investigate the multifractality of these HVNs. Then we perform least squares fits to find possible relations of the average fractal dimension , the average information dimension and the average correlation dimension against using several methods of model selection. We also investigate possible dependence relations of eigenvalues and energy on , calculated from the Laplacian and normalized Laplacian operators of the constructed HVNs. All of these constructions and estimates will help us to evaluate the validity and usefulness of the mappings between time series and networks, especially between time series of -stable Lévy motions and HVNs.

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Broadband unidirectional reflectionless aperiodic multilayer structure

Broadband unidirectional reflectionless aperiodic multilayer...

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Frontiers in Optics, FiO 2017

作者： You, Chenglong Matyas, Corey T. Huang, Yin Dowling, Jonathan P. Veronis, Georgios Hearne Institute for Theoretical Physics Department of Physics and Astronomy Louisiana State University Baton RougeLA70803 United States School of Electrical Engineering and Computer Science Louisiana State University Baton RougeLA70803 United States Department of Optoelectrics Information Science and Engineering School of Physics and Electronics Central South University Changsha Hunan410012 China Key Laboratory of Optoelectronic Devices and Systems Ministry of Education Shenzhen University Shenzhen Guangdong Province518060 China Center for Computation and Technology Louisiana State University Baton RougeLA70803 United States

We design non-parity-time-symmetric multilayer structures, one of which consists of alternating silicon and silica layers, while the other one includes a gain material. Our structures can achieve broadband unidirectio... 详细信息

ISBN: (纸本)9781943580330

关键词： Silica

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Analysis of Image Lag Degradation in PPD CISs Induced by Total Ionizing Dose and Displacement Radiation Damage

Analysis of Image Lag Degradation in PPD CISs Induced by Tot...

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European Conference on Radiation and its Effects on Components and Systems (RADECS)

作者： Zujun Wang Yuanyuan Xue Jing Liu Wei Chen Wuying Ma Baoping He Zhibin Yao Jiangkun Sheng State Key Laboratory of Intense Pulsed Radiation Simulation and Effect Northwest Institute of Nuclear Technology P.O. Box 69-10 Xi’an of Shaanxi Province China School of materials science and engineering Xiangtan University Hunan China

ISBN: (纸本)9781538612620;9781538612613

The experiments of the total ionizing dose (TID) and displacement radiation effects on the pinned photodiode (PPD) CMOS image sensors (CISs) are presented. The CISs are manufactured using a standard 0.18 μm CMOS technology with 4 Megapixels and 4-transistor PPD pixel architecture. The image lag degradation induced by TID damage is analyzed by exposing the 60 Co γ rays with different biased conditions. The experimental results show that the degradation of the biased CIS are more severe than that of the unbiased CIS. The image lag degradation versus the TID at the dose rates of 0.1, 1.0 and 10.0 rad(Si)/s are compared. The image lag degradation induced by displacement damage is also investigated by the proton and neutron radiation. The image lag degradation mechanisms caused by 60 Co γ ray, proton, and neutron radiation are analyzed with the TCAD simulation and the radiation particle transportation simulation using GEANT 4.

关键词： Degradation Protons Neutrons Electric potential Total ionizing dose Analytical models

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Correlating the Structure and Optical Absorption Properties of Au76（SR）44 Cluster

Correlating the Structure and Optical Absorption Properties ...

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第九届计算纳米科学与新能源材料国际研讨会

作者： Zhongyun Ma P.Wang G.Zhou J.Tang H.Li Y.Pei Department of Chemistry Key Laboratory of Environmentally Friendly Chemistry and Applications of Ministry of EducationXiangtan University Hunan Key Laboratory for Computation and Simulation in Science and Engineering Institute for Computational and Applied MathematicsXiangtan University School of Materials Science and Engineering Central South University

The atomic structure of recently synthesized thiolate-protected Au cluster is theoretically predicted via a simple structural rule summarized from the crystal structures of thiolate-protected Au（SR）, Au（SR） and Au（SR） clusters. We find that the Au（SR）（N = 7） and recently reported Au（SR）（N = 4）, Au（SR）（N = 3）, Au（SR）（N = 2） and Au（SR）（N = 1） belong to a family of homologous Au（SR） cluster whose Au-cores follow one-dimensional polytetrahedral growth pathway. The Au（SR） cluster is predicted to contain an anisotropic face-centered cubic（FCC） Au-core, which can be viewed as combination of two helical tetrahedra-Au4 chains and is remarkably different from the well-known spherical Au-core in ligand protected gold clusters in the size region of 1-2 nm. The intense near infrared（NIR） absorption of Au（SR） is attributed to the synergistic effect of anisotropic Au-core structure and ligand protections. A plausible cluster-to-cluster transformation mechanism is further suggested.

关键词： thiolated-protected gold nanocluster Au76SR44 face-centered cubic near infrared adsorption

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Convergence Analysis of Legendre-Collocation Methods for Nonlinear Volterra Type Integro Equations

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Advances in Applied Mathematics and Mechanics 2015年第1期7卷 74-88页

作者： Yin Yang Yanping Chen Yunqing Huang Wei Yang Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan UniversityXiangtan 411105China School ofMathematical Sciences South China Normal UniversityGuangzhou 510631China

A Legendre-collocation method is proposed to solve the nonlinear Volterra integral equations of the second *** provide a rigorous error analysis for the proposed method,which indicate that the numerical errors in L2-norm and L¥-norm will decay exponentially provided that the kernel function is sufficiently *** results are presented,which confirm the theoretical prediction of the exponential rate of convergence.

关键词： Spectral method nonlinear Volterra integral equations

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A system-of-systems architecture-driven modeling method for combat system effectiveness simulation 2

A system-of-systems architecture-driven modeling method for ...

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2nd Annual IEEE International Symposium on Systems engineering, ISSE 2016

作者： Li, Xiaobo Wang, Weiping Shu, Zhe Zhu, Ning He, Hua Liao, Tianjun College of Information Systems and Management National University of Defense Technology Changsha Hunan410073 China Department of Mathematics and Computer Science University of Antwerp Antwerp2020 Belgium State Key Laboratory of Complex System Simulation Beijing Institute of Systems Engineering Beijing China

ISBN: (纸本)9781509007936

Under the background of system-of-systems (SoS) counterwork, it is more apparent that the simulation modeling of the equipment should be domain-specific, formal, automatic and composable. Current equipment effectiveness simulation modeling approaches are mainly based on the methods and techniques from the modeling and simulation (M&S) community and software engineering community, and they are not capable to satisfy these four requirements systematically. Thus the systems engineering architecture model and domain knowledge should be used to support effectiveness simulation modeling more effectively. In this research, we propose an architecture-driven modeling method which conforms to the principle of architecture-driven development, uses ontology techniques to build equipment SoS architecture model and sub-domain ontology. This method performs architecture driven simulation modeling to realize the transformation from architecture models to simulation model frameworks;employs ontological metamodeling to design domain-specific modeling languages (DSML) based on the comprehensive usage of architecture models, sub-domain ontologies and M&S formalisms;integrates domain-specific simulation models from various domains using the model framework, and supports the composable development of simulation applications. © 2016 IEEE.

关键词： System of systems

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Total Reflection and Cloaking by Triangular Defects Embedded in Zero Index Metamaterials

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Advances in Applied Mathematics and Mechanics 2015年第2期7卷 135-144页

作者： Yunqing Huang Jichun Li Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan UniversityChina Department of Mathematical Sciences University of Nevada Las VegasLas VegasNevada 89154-4020USA

In this work,we investigate wave propagation through a zero index meta-material(ZIM)waveguide embedded with triangular dielectric *** provide a theoretical guidance on how to achieve total reﬂection and total transmission(i.e.,cloaking)by adjusting the defect sizes and/or permittivities of the *** work provides a systematical way in manipulating wave propagation through ZIM in addi-tion to the widely studied dielectric defects with cylindrical and rectangular geome-tries.

关键词： Metamaterials invisibility cloaks Maxwell’s equatons

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