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31.
The bid–ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and the multifractal nature. By investigating the autocorrelation function and the Detrended Fluctuation Analysis (DFA), we find that the spread return is the lack of long-range memory, while the spread volatility is long-range time correlated. Besides, the spread volatilities of different stocks present long-range cross-correlations. Moreover, by applying the Multifractal Detrended Fluctuation Analysis (MF-DFA), the spread return is observed to possess a strong multifractality, which is similar to the dynamics of a variety of financial quantities. Different from the spread return, the spread volatility exhibits a weak multifractal nature. 相似文献
32.
In this paper, we construct an intermediate distribution linking the Gaussian and the Cauchy distribution. We provide the probability density function and the corresponding characteristic function of the intermediate distribution. Because many kinds of distributions have no moment, we introduce weighted moments. Specifically, we consider weighted moments under two types of weighted functions: the cut-off function and the exponential function. Through these two types of weighted functions, we can obtain weighted moments for almost all distributions. We consider an application of the probability density function of the intermediate distribution on the spectral line broadening in laser theory. Moreover, we utilize the intermediate distribution to the problem of the stock market return in quantitative finance. 相似文献
33.
34.
Mitchell J. Feigenbaum 《Journal of statistical physics》1987,46(5-6):925-932
The grand canonical version of the spectrum of singularities formalism is presented, relying naturally upon certain Markov transition graphs. The structure of a graph is simply determined by the close return times of the dynamical system described. Thus, an intimate connection exists between the shape of the singularity curve and a small but interesting set of dynamical properties. 相似文献
35.
This paper examines the extent to which financial returns on market indices exhibit mean and volatility asymmetries, as a response to past information from both the U.S. market and the local market itself. In particular, we wish to assess the asymmetric effect of a combination of local and U.S. market news on volatility. To the best of the authors knowledge, this joint effect has not been considered previously. We propose a double threshold non‐linear heteroscedastic model, combined with a GJR‐GARCH effect in the conditional volatility equation, to capture jointly both mean and volatility asymmetric behaviours and the interactive effect of U.S. and local market news. In an application to five major international market indices, clear evidence of threshold non‐linearity is discovered, supporting the hypothesis of an uneven mean‐reverting pattern and volatility asymmetry, both in reaction to U.S. market news and news from the local market itself. Significant, but somewhat different, interactive effects between local and U.S. news are observed in all markets. An asymmetric pattern in the exogenous relationship between the local market and the U.S. market is also found. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
36.
Sônia Cristina Poltroniere Kelly Cristina Poldi Franklina Maria Bragion Toledo Marcos Nereu Arenales 《Annals of Operations Research》2008,157(1):91-104
An important production programming problem arises in paper industries coupling multiple machine scheduling with cutting stocks.
Concerning machine scheduling: how can the production of the quantity of large rolls of paper of different types be determined.
These rolls are cut to meet demand of items. Scheduling that minimizes setups and production costs may produce rolls which
may increase waste in the cutting process. On the other hand, the best number of rolls in the point of view of minimizing
waste may lead to high setup costs. In this paper, coupled modeling and heuristic methods are proposed. Computational experiments
are presented. 相似文献
37.
Dong Han Kim Kyewon Koh Park 《Proceedings of the American Mathematical Society》2008,136(11):3941-3951
If an ergodic system has positive entropy, then the Shannon-McMillan-Breiman theorem provides a relationship between the entropy and the size of an atom of the iterated partition. The system also has Ornstein-Weiss' first return time property, which offers a method of computing the entropy via an orbit. We consider irrational rotations which are the simplest model of zero entropy. We prove that almost every irrational rotation has the analogous properties if properly normalized. However there are some irrational rotations that exhibit different behavior.
38.
云天铨 《应用数学和力学(英文版)》2001,(1)
1 MeaningandMethodsofStudyingofFinancialDerivativesFinancialderivativesarethosefinancialproductswhicharederivedfrombasicasserts (orunderlyinginstrucments) (e .g .stock ,bond ,currency ,interestrate,etc.)oftraditionalmarkets(e.g .stockmarket,bond’smarket,currency… 相似文献
39.
基于改进的AR(1)-EGARCH(1,1)-M模型,从收益率和波动性两个方面考察各类宏观信息宣告对股票市场价格行为的影响.结果表明,居民消费价格指数和商品零售价格指数对股票市场的收益有负向影响;国内生产总值、社会消费品零售总额、公开市场操作利率变动率和企业景气指数对股票市场的收益有正向影响;公开市场操作公告会导致股票市场条件收益率显著增加;其余各类宏观信息因素对股票市场收益的波动性并不存在显著影响. 相似文献
40.
Computational study of a column generation algorithm for bin packing and cutting stock problems 总被引:4,自引:0,他引:4
François Vanderbeck 《Mathematical Programming》1999,86(3):565-594
This paper reports on our attempt to design an efficient exact algorithm based on column generation for the cutting stock
problem. The main focus of the research is to study the extend to which standard branch-and-bound enhancement features such
as variable fixing, the tightening of the formulation with cutting planes, early branching, and rounding heuristics can be
usefully incorporated in a branch-and-price algorithm. We review and compare lower bounds for the cutting stock problem. We
propose a pseudo-polynomial heuristic. We discuss the implementation of the important features of the integer programming
column generation algorithm and, in particular, the implementation of the branching scheme. Our computational results demonstrate
the efficiency of the resulting algorithm for various classes of bin packing and cutting stock problems.
Received October 18, 1996 / Revised version received May 14, 1998?Published online July 19, 1999 相似文献