学科分类
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15 个结果
  • 简介:Thispaperinvestigatesthelead-lagrelationshipbetweenthestockindexfutures(knownasFKLI)anditsunderlyingindex,theKualaLumpurCompositeIndex(KLCI)intheemergingMalaysianmarket.Using15-secondintervaldata,cross-correlation,andthepartialadjustmentmodel,wefindabi-directionalasymmetriclead-lagrelationshipandthattheKLCI’sleadoverFKLIismuchstronger.TheevidencealsosuggeststhattheKLCIreturnsover-reacttoinformation,moresooncethintradingeffectsareconsidered.Overall,theevidencessuggestthattradersprefertoexploitstockspecificinformationintheunderlyingmarketdespitetheadvantagesoftradingtheindexfutures.

  • 标签: lead-lag RELATIONS index FUTURES EMERGING market
  • 简介:Inthecontextofglobalwarming,Chinaisfacingwithincreasingclimaterisks.Itisimperativetodevelopquantitativeindicestoreflecttheclimateriskscausedbyextremeweather/climateeventsandadverseclimaticconditionsinassociationwithdifferentindustries.Basedontheobservationsat2288meteorologicalstationsinChinaandthemeteorologicaldisastersdata,asetofindicesaredevelopedtomeasureclimaterisksduetowater-logging,drought,hightemperature,cryogenicfreezing,andtyphoon.Astatisticalmethodisthenusedtoconstructanoverallclimateriskindex(CRI)forChinafromtheseindividualindices.Thereisagoodcorrespondencebetweentheseindicesandhistoricalclimaticconditions.TheCRI,theindexofwater-loggingbyrain,andthehightemperatureindexincreaseatarateof0.28,0.37,and0.65perdecade,respectively,from1961to2016.Thecryogenicfreezingindexiscloselyrelatedtochangesintheconsumerpriceindexforfood.Thehightemperatureindexiscorrelatedwiththeconsumptionofenergyandelectricity.Thecorrelationbetweentheyearlygrowthinclaimsonhouseholdpropertyinsuranceandthesumofthewater-loggingindexandthetyphoonindexinthesameyearisashighas0.70.BoththegrowthrateofclaimsonagriculturalinsuranceandtheannualgrowthrateofhospitalinpatientsarepositivelycorrelatedwiththeCRI.Theyear-on-yeargrowthinthenumberofdomestictouristsissignificantlynegativelycorrelatedwiththeCRIinthesameyear.MoreeffortsareneededtodevelopregionalCRIs.

  • 标签: CLIMATE RISK index CONSTRUCTION ECONOMIC ACTIVITIES
  • 简介:Inthispaper,aplasmonicsrefractiveindexsensorwiththesemiring-stubsystemcoupledtoabuswaveguideispro-posed.Thestructurecanachievewavelengthbandtunableandultra-sharpFanoresonance.Thecouplingmechanismbetweenthebrightmodeanddarkmodeisinvestigatedindetail,andapparentplasmoninducedtransparency(PIT)isrealizedontheresonancewavelength.Thefullwidthathalfmaximum(FWHM)oftheresonantwavelengthismodulatedbyadjustingthecoupleddistance.Thesensitivityandfigureofmerit(FOM)oftheproposedsensor'canreachupto600nm/RIUand120onthevisibleregion,respectively,andthisperformancecanbehelpfulfordesigningthephotonicintegratedcircuitandopticalcommunication,inaddition,itcanbeappliedforbio-sensing.

  • 标签: PLASMONICS Fano RESONANCE SENSOR
  • 简介:时间间隔经常与元组被联系在时间的关系代表他们的有效时间,在的地方重叠加入为询问的各种各样的类型是关键的。许多存在重叠基于象空铅树,B+-tree和间隔树那样的树结构加入算法使用索引。自从深路径遍历是不可避免的,这些算法通常不象数据分区或飞机打扫基于算法一样让高中央处理器花费,它使他们竞争。这份报纸建议有效重叠基于作为重叠间隔称为转换索引的一个新二层的扁平的索引加入算法(即,O2i索引)。记录间隔的结束点使用一个数组并且接近经由在第一层的二功能的间隔的嵌套的结构,和第二层使用转换了跟踪所有间隔的表令人满意接近的嵌套的结构。在新索引的帮助下,join算法仅仅访问must-be-scanned表并且跳过所有其它。真实、合成的数据集上的分析和实验证明建议算法象最先进的算法一样竞争。

  • 标签: 算法 索引 有效时间 中央处理器 树结构 时间间隔
  • 简介:High-frequencystocktrendpredictionusingmachinelearnershasraisedsubstantialinterestinliterature.Nevertheless,thereisnogoldstandardtoselecttheinputsforthelearners.Thispaperinvestigatestheapproachofadaptiveinputselection(AIS)forthetrendpredictionofhigh-frequencystockindexpriceandcomparesitwiththecommonlyuseddeterministicinputsetting(DIS)approach.TheDISapproachisimplementedthroughcomputationoftechnicalindicatorvaluesondeterministicperiodparameters.TheAISapproachselectsthemostsuitableindicatorsandtheirparametersforthetime-varyingdatasetusingfeatureselectionmethods.Twostate-of-the-artmachinelearners,supportvectormachine(SVM)andartificialneuralnetwork(ANN),areadoptedaslearningmodels.AccuracyandF-measureofSVMandANNmodelswithboththeapproachesarecomputedbasedonthehigh-frequencydataofCSI300index.TheresultssuggestthattheAISapproachusingt-statistics,informationgainandROCmethodscanachievebetterpredictionperformancethantheDISapproach.Also,theinvestmentperformanceevaluationshowsthattheAISapproachwiththesamethreefeatureselectionmethodsprovidessignificantlyhigherreturnsthantheDISapproach.

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  • 简介:这份报纸论述一个全面区域扩大预言索引方法为地震的短逼近的预言使用GNSS。从云南省基于连续GNSS观察数据,排水量域用处理软件和地球物理的域效果的精确数据在数据周期滑倒修理以后被检测模型修正。云南区域被划分成56个格子房间让排水量地插值获得一块更一致的排水量地和一紧张地变化时间系列。每个格子房间扩大时间系列的地震前反应被评估并且综合了提取一个短逼近的地震异例鉴定索引。结果证明这个索引为大小M5的地震显示了出现时间和hypocenter。十四地震精确地被预言,并且有五份假报告。这个索引能因此被用于地震的短逼近的预言。

  • 标签: GNSS 短逼近的地震预言 紧张 异例索引 西南的中国
  • 简介:Weexperimentallydemonstrateforthefirsttime,tothebestofourknowledge,anall-fiberpassivelymode-lockedlaseroperationbasedonthenonlinearmultimodeinterferenceofstep-indexmultimodefiber.Suchastructurecouplesthelightinandoutofthemultimodefiberviasingle-modefibers,anditsphysicalmechanismsforsaturableabsorptionhavebeenanalyzedtheoreticallybasedonthethird-ordernonlinearKerreffectofmultimodefiber.Usingthenonlinearmultimodeinterferencestructurewith48.8mmlengthstep-indexmultimodefiber,themodulationdepthhasbeenmeasuredtobe~5%.Thepassivelymode-lockedlaseroutputpulseshaveacentralwavelengthof1596.66nm,bandwidthof2.18nm,pulsewidthof~625fs,andfundamentalrepetitionrateof8.726MHz.Furthermore,theinfluenceoftotalcavitydispersionontheopticalspectrum,pulsewidth,andoutputpowerisinvestigatedsystematicallybyaddingdifferentlengthsofsingle-modefiberanddispersioncompensationfiberinthelasercavity.

  • 标签: ALL-FIBER MODE-LOCKED step-index MULTIMODE fiber
  • 简介:Background:LeafAreaIndex(LAI)isanimportantparameterusedinmonitoringandmodelingofforestecosystems.Theaimofthisstudywastoevaluateperformanceoftheartificialneuralnetwork(ANN)modelstopredicttheLAIbycomparingtheregressionanalysismodelsastheclassicalmethodinthesepureandeven-agedCrimeanpineforeststands.Methods:OnehundredeighttemporarysampleplotswerecollectedfromCrimeanpineforeststandstoestimatestandparameters.EachsampleplotwasimagedwithhemisphericalphotographstodetecttheLAI.ThepartialcorrelationanalysiswasusedtoassesstherelationshipsbetweenthestandLAIvaluesandstandparameters,andthemultivariatelinearregressionanalysiswasusedtopredicttheLAIfromstandparameters.DifferentartificialneuralnetworkmodelscomprisingdifferentnumberofneuronandtransferfunctionsweretrainedandusedtopredicttheLAIofforeststands.Results:ThecorrelationcoefficientsbetweenLAIandstandparameters(standnumberoftrees,basalarea,thequadraticmeandiameter,standdensityandstandage)weresignificantatthelevelof0.01.Thestandage,numberoftrees,siteindex,andbasalareawereindependentparametersinthemostsuccessfulregressionmodelpredictedLAIvaluesusingstandparameters(/?;adj=0.5431).AscorrespondingmethodtopredicttheinteractionsbetweenthestandLAIvaluesandstandparameters,theneuralnetworkarchitecturebasedontheRBF4-19-1withGaussianactivationfunctioninhiddenlayerandtheidentityactivationfunctioninoutputlayerperformedbetterinpredictingLAI(SSE(12.1040),MSE(0.1223),RM5E(0.3497),AIC(0.1040),BIC(-777310)andR2(0.6392))comparedtotheotherstudiedtechniques.Conclusion:TheANNoutperformedthemultivariateregressiontechniquesinpredictingLAIfromstandparameters.TheANNmodels,developedinthisstudy,mayaidinmakingforestmanagementplanninginstudyforeststands.

  • 标签: LEAF area index MULTIVARIATE linear regression
  • 简介:采用Nature公布的2014、2015、2016年生命科学学科的自然指数作为数据来源,分别整理统计42所高校的论文计数指标、分数计数指标;在此基础上对比分析了这3年中国高校生命科学学科的科研产出情况,并对如何促进科研人员发表高质量论文,提高机构科研贡献提出了建议.

  • 标签: 自然指数 生命科学 科研产出