沪深股市周收益率分布的实证研究

本文采用随机等权重有放回抽样方法 ,以周收益率为指标 ,以沪深 A股为样本股 ,对组合收益率时间序列的分布特征进行实征研究 .研究结果表明 :组合收益率序列并不呈现出正态分布的情形 ,并且随着组合数的增加 ,组合收率序列的尖峰厚尾特征并没有显著改善 ,由此得出用方差来刻画组合收益率风险特征并不合适 .文章最后用 GARCH模型对组合收益率时间序列进行了模拟 .     

基于分形市场假说的金融时间序列的分形特征的解析

证券收益率序列中普遍存在分形特征,但其形成原因却鲜为人知.本文根据分形市场假说构建了博弈模型,对证券收益率序列中分形特征的形成原因进行了解.结果表明,分形市场假说是证券收益率序列具有分形特征的充分条件.     

DNA序列的特征数值及相似性分析

利用2维图表示DNA序列,计算与该图对应的距离矩阵,求出距离矩阵的不变量—距离矩阵主对角线以外的次对角线之和的平均值,进而得到了DNA序列的一种特征数值,利用这种新的特征数值,对DNA序列进行相似性比较,得到了与现有的资料符合很好的结果.     

不等长周期时间序列的周期划分方法

针对时间序列周期不等长的情况,提出了一种基于周期划分的时间序列周期分析方法.首先将时间序列变换到频域中获取序列的周期特征,其次根据周期特征计算移动平均的项数来对时间序列做移动平均处理,然后计算移动平均处理后序列中的极值点,最后对极值点按条件进行剔除后得到周期划分点.以划分点为界划分得到时间序列的多个周期段,经过分析采用周期段的中位数线来表示时间序列的周期性变化特征.这种周期划分方法更适用于存在随机波动的长序列,实验表明该方法能较好地对序列做出划分,得到的周期段中位数线的变化特点也与原时间序列基本相符.     

关于序列覆盖紧映射

本文利用了ｃｓ网、序列邻域网、序列开网和弱基的概念,讨论了空间中点正则覆盖,一致覆盖和点有限覆盖的点星网之间的关系．建立了度量空间在几类序列覆盖（紧）映射下象空间的特征,特别地证明了度量空间的序列覆盖（或１序列覆盖）紧映象等价于具有点正则ｃｓ网的空问,回答了Ｔａｎａｋａ等提出的一个问题．     

环导出序列的单一性及还原算法

在文献 ［１］中,从 Ｚ２ｎ上的某些线性递归序列到它的最高位坐标序列的映射的单一性已被证明;本文利用序列的迹表示将此结论推广到任意特征的 Ｇａｌｏｉｓ环上,并且给出一个算法,在已知特征多项式和最高位坐标序列的条件下,还原出本来的环上序列．     

周期多尺度分析的特征及它的一个应用

在这篇文章里，我们研究了周期多尺度分析的性质，给出了尺度函数序列的一个特征．这个特征能够使我们从一个尺度函数序列得到另一个尺度函数序列．最后，我们给出了主要结果的一个应用．     

度量空间的序列覆盖cs-π映象

给出了度量空间的1-序列覆盖、cs-π映象,2-序列覆盖、cs-π映象和子序列覆盖、cs-π映象的内在刻画.同时得到了度量空间的商cs-π映象的内在特征.     

基于k字位置序列的蛋白质序列分析方法及其应用

基于蛋白质序列的κ-字位置序列,利用标准化的κ-字区间平均距离和改进的标准化的κ-字区间平均距离的方法作为蛋白质序列的数字特征,并给出了比较蛋白质序列相似性的方法.最后,运用这两种方法分析了9个物种的ND5蛋白质序列和8个物种的ND6蛋白质序列的相似性,并利用交叉验证得出基于改进的标准化的κ-字区间平均距离的方法的准确度比基于标准化的κ-字区间平均距离的方法的准确度高.     

Fengenbaum映射的搓揉序列与特征集

设f为Feigenbaum映射,亦即函数方程fp(λx)=λf(x)满足一定条件的单峰解．f的搓揉序列为0-1无限序列,f的特征集是临界点轨迹的闭包．本文研究f的性质进而证明．f的搓揉序列是某代换在符号空间中的不动点,f在特征集上的限制是某代换子移位的一个因子．     

Catalan-like number sequences and Hausdorff moment sequences

Many well-known Catalan-like sequences turn out to be Stieltjes moment sequences (Liang et al. (2016)). However, a Stieltjes moment sequence is in general not determinate; Liang et al. suggested a further analysis about whether these moment sequences are determinate and how to obtain the associated measures. In this paper we find necessary conditions for a Catalan-like sequence to be a Hausdorff moment sequence. As a consequence, we will see that many well-known counting coefficients, including the Catalan numbers, the Motzkin numbers, the central binomial coefficients, the central Delannoy numbers, are Hausdorff moment sequences. We can also identify the smallest interval including the support of the unique representing measure. Since Hausdorff moment sequences are determinate and a representing measure for above mentioned sequences are already known, we could almost complete the analysis raised by Liang et al. In addition, subsequences of Catalan-like number sequences are also considered; we will see a necessary and sufficient condition for subsequences of Stieltjes Catalan-like number sequences to be Stieltjes Catalan-like number sequences. We will also study a representing measure for a linear combination of consecutive terms in Catalan-like number sequences.     

Identities on Bell polynomials and Sheffer sequences

In this paper, we study exponential partial Bell polynomials and Sheffer sequences. Two new characterizations of Sheffer sequences are presented, which indicate the relations between Sheffer sequences and Riordan arrays. Several general identities involving Bell polynomials and Sheffer sequences are established, which reduce to some elegant identities for associated sequences and cross sequences.     

Signed Langford sequences

We answer a question of Brown and Jordon (2021) [4] by proving the existence of signed Langford sequences of every possible order for each defect. Our proof is constructive, and the constructions are shown to have other interesting properties and connections to several conjectures concerning permutations and partial sums of sequences of elements from cyclic groups.     

Specker sequences revisited

Specker sequences are constructive, increasing, bounded sequences of rationals that do not converge to any constructive real. A sequence is said to be a strong Specker sequence if it is Specker and eventually bounded away from every constructive real. Within Bishop's constructive mathematics we investigate non‐decreasing, bounded sequences of rationals that eventually avoid sets that are unions of (countable) sequences of intervals with rational endpoints. This yields surprisingly straightforward proofs of certain basic results fromconstructive mathematics. Within Russian constructivism, we show how to use this general method to generate Specker sequences. Furthermore, we show that any nonvoid subset of the constructive reals that has no isolated points contains a strictly increasing sequence that is eventually bounded away from every constructive real. If every neighborhood of every point in the subset contains a rational number different from that point, the subset contains a strong Specker sequence. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

NA列与两两NQD列的L^p收敛性

设{Xn,n≥1）是NA列或两两NQD列,{ank;1≤k≤n,n∈N）是实数阵列．利用矩不等式和截尾方法,研究了∑k=1^n ankXk的L^p收敛性,所获结论推广和改进了前人的相应结果．     

Recursive sequences in first-year calculus

This article provides ready-to-use supplementary material on recursive sequences for a second-semester calculus class. It equips first-year calculus students with a basic methodical procedure based on which they can conduct a rigorous convergence or divergence analysis of many simple recursive sequences on their own without the need to invoke inductive arguments as is typically required in calculus textbooks. The sequences that are accessible to this kind of analysis are predominantly (eventually) monotonic, but also certain recursive sequences that alternate around their limit point as they converge can be considered.     

The convex hull of degree sequences of signed graphs

As shown in [D. Hoffman, H. Jordon, Signed graph factors and degree sequences, J. Graph Theory 52 (2006) 27-36], the degree sequences of signed graphs can be characterized by a system of linear inequalities. The set of all n-tuples satisfying this system of linear inequalities is a polytope P_n. In this paper, we show that P_n is the convex hull of the set of degree sequences of signed graphs of order n. We also determine many properties of P_n, including a characterization of its vertices. The convex hull of imbalance sequences of digraphs is also investigated using the characterization given in [D. Mubayi, T.G. Will, D.B. West, Realizing degree imbalances of directed graphs, Discrete Math. 239 (2001) 147-153].     

On F-almost split sequences

Let A be an Artinian algebra and F an additive subbifunctor of Ext,（-, -） having enough projectives and injectives. We prove that the dualizing subvarieties of mod A closed under F-extensions have F-almost split sequences. Let T be an F-cotilting module in mod A and S a cotilting module over F = End（T）. Then Horn（-, T） induces a duality between F-almost split sequences in ⊥FT and almost sl31it sequences in ⊥S, where addrS = Hom∧（f（F）, T）. Let A be an F-Gorenstein algebra, T a strong F-cotilting module and 0→A→B→C→0 and F-almost split sequence in ⊥FT.If the injective dimension of S as a Г-module is equal to d, then C≌（ΩCM^-dΩ^dDTrA^＊）^＊,where（-）^＊=Hom（g,T）.In addition, if the F-injective dimension of A is equal to d, then A≌ΩMF^-dDΩFop^-d TrC≌ΩCMF^-d ≌F^d DTrC.     

Sum and direct sum of frame sequences

Casazza, Han and Larson characterized various properties of the direct sum of two frame sequences. We add characterizations of other properties and study the relationship between the direct sum and the sum of frame sequences. In particular, we find a necessary and sufficient condition for the sum of two strongly disjoint (orthogonal) frame sequences (in the same Hilbert space) to be a frame sequence, and thereby show that the sum of two strongly disjoint frame sequences may not be a frame sequence. We also show that the closedness of the sum of the synthesis operators of two frame sequences and that of the sum of the frame operators of the same frame sequences are not related. Other observations are also included.     

Normal sequences over finite abelian groups

In this note, we obtain the structure of short normal sequences over a finite abelian p-group or a finite abelian group of rank two, thus answering positively a conjecture of Gao and Zhuang for various groups. The results obtained here improve all known results on this conjecture.