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1.
The trend prediction of the stock is a main challenge. Accidental factors often lead to short-term sharp fluctuations in stock markets, deviating from the original normal trend. The short-term fluctuation of stock price has high noise, which is not conducive to the prediction of stock trends. Therefore, we used discrete wavelet transform (DWT)-based denoising to denoise stock data. Denoising the stock data assisted us to eliminate the influences of short-term random events on the continuous trend of the stock. The denoised data showed more stable trend characteristics and smoothness. Extreme learning machine (ELM) is one of the effective training algorithms for fully connected single-hidden-layer feedforward neural networks (SLFNs), which possesses the advantages of fast convergence, unique results, and it does not converge to a local minimum. Therefore, this paper proposed a combination of ELM- and DWT-based denoising to predict the trend of stocks. The proposed method was used to predict the trend of 400 stocks in China. The prediction results of the proposed method are a good proof of the efficacy of DWT-based denoising for stock trends, and showed an excellent performance compared to 12 machine learning algorithms (e.g., recurrent neural network (RNN) and long short-term memory (LSTM)).  相似文献   
2.
The importance of variable selection and regularization procedures in multiple regression analysis cannot be overemphasized. These procedures are adversely affected by predictor space data aberrations as well as outliers in the response space. To counter the latter, robust statistical procedures such as quantile regression which generalizes the well-known least absolute deviation procedure to all quantile levels have been proposed in the literature. Quantile regression is robust to response variable outliers but very susceptible to outliers in the predictor space (high leverage points) which may alter the eigen-structure of the predictor matrix. High leverage points that alter the eigen-structure of the predictor matrix by creating or hiding collinearity are referred to as collinearity influential points. In this paper, we suggest generalizing the penalized weighted least absolute deviation to all quantile levels, i.e., to penalized weighted quantile regression using the RIDGE, LASSO, and elastic net penalties as a remedy against collinearity influential points and high leverage points in general. To maintain robustness, we make use of very robust weights based on the computationally intensive high breakdown minimum covariance determinant. Simulations and applications to well-known data sets from the literature show an improvement in variable selection and regularization due to the robust weighting formulation.  相似文献   
3.
In the presence of closely located inclusions of the extreme material property, the physical fields, such as the electric field and the stress tensor, may be concentrated and arbitrarily large in the narrow region between two inclusions. Recently there has been significant progress on the quantitative characterization of the field concentration in the contexts of electrostatics(Laplace equation), linear elasticity(Lamé system), and viscous flow(Stokes system). This paper is to review such progress in a coherent way.  相似文献   
4.
高端芯片制造所需要的极紫外光刻技术位于我国当前面临35项"卡脖子"关键核心技术之首.高转换效率的极紫外光源是极紫外光刻系统的重要组成部分.本文通过采用双激光脉冲打靶技术实现较强的6.7 nm极紫外光输出.首先,理论计算Gd18+—Gd27+离子最外层4d壳层的4p-4d和4d-4f能级之间跃迁、以及Gd14+—Gd17+离子最外层4f壳层的4d-4f能级之间跃迁对波长为6.7 nm附近极紫外光的贡献.其后开展实验研究,结果表明,随着双脉冲之间延时的逐渐增加,波长为6.7 nm附近的极紫外光辐射强度呈现先减弱、后增加、之后再减弱的变化趋势,在双脉冲延时为100 ns处产生的极紫外光辐射最强.并且,在延时为100 ns处产生的光谱效率最高,相比于单脉冲激光产生的光谱效率提升了33%.此外,发现双激光脉冲打靶技术可以有效地减弱等离子体的自吸收效应,获得的6.7 nm附近极紫外光谱宽度均小于单激光脉冲打靶的情形,且在脉冲延时为30 ns时刻所产生的光谱宽度最窄,约为单独主脉冲产生极紫外光谱宽度的1/3.同时...  相似文献   
5.
Xiaofan Zhang 《中国物理 B》2022,31(11):114209-114209
We theoretically investigate the yield enhancement of elliptical high harmonics in the interaction of molecules with bicircular laser pulses by solving the time-dependent Schrödinger equation. It is shown that by adjusting the relative intensity ratio of the two bicircular field components in specific ranges the yield of the molecular high harmonics for the plateau and cutoff regions can be respectively enhanced. To analyze this enhancement phenomenon, we calculate the weights of the electron classical trajectories. Additionally, we also study the ellipticity distribution of harmonics for different intensity ratios. We find that these enhanced harmonics are elliptically polarized, which we mainly attribute to the recombination dipole moment of the major weighted trajectories. These enhanced elliptical extreme ultraviolet and soft x-ray radiations may serve as essential tools for exploring the ultrafast dynamics in magnetic materials and chiral media.  相似文献   
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7.
鉴于传统神经网络和支持向量机机理复杂、计算量大的缺陷,很难实时跟踪磷酸铁锂电池组复杂快速的内部反应,影响电池荷电状态的估算精度,提出应用一种简单、有效的极限学习机对一额定容量为100Ah、额定电压为72V的纯电动汽车磷酸铁锂电池组建模,并分别与BP神经网络、RBF神经网络、支持向量机进行对比。随后,以学习时间和泛化性能为优化目标,应用粒子群方法寻找最佳隐层节点个数。结果表明,基于极限学习机的磷酸铁锂电池组模型的学习时间、泛化性能优于BP神经网络、RBF神经网络、支持向量机;隐层节点优化后,模型的学习时间和泛化性能达到最优。  相似文献   
8.
李素芳  张虎  吴芳 《运筹与管理》2019,28(10):89-99
针对传统面板协整检验在建模过程中易受异常值影响以及其原假设设置的主观选择问题,本文利用动态公共因子刻画面板数据潜在的截面相关结构,提出基于动态因子的截面相关结构的贝叶斯分位面板协整检验,结合各个主要分位数水平下参数的条件后验分布,设计结合卡尔曼滤波的Gibbs抽样算法,进行贝叶斯分位面板协整检验;并进行Monte Carlo仿真实验验证贝叶斯分位面板协整检验的可行性与有效性。同时,采用中国各省金融发展和经济增长的面板数据进行实证研究,结果发现在各主要分位数水平下中国金融发展和经济增长之间具有协整关系。研究结果表明:贝叶斯分位面板协整检验方法避免了传统面板数据协整方法由于原假设设置不同而发生误判的问题,克服了异常值的影响,能够提供全面准确的模型参数估计和协整检验结果。  相似文献   
9.
《中国物理 B》2021,30(9):95207-095207
Extreme ultraviolet(EUV) source produced by laser-induced discharge plasma(LDP) is a potential technical means in inspection and metrology. A pulsed Nd:YAG laser is focused on a tin plate to produce an initial plasma thereby triggering a discharge between high-voltage electrodes in a vacuum system. The process of micro-pinch formation during the current rising is recorded by a time-resolved intensified charge couple device camera. The evolution of electron temperature and density of LDP are obtained by optical emission spectrometry. An extreme ultraviolet spectrometer is built up to investigate the EUV spectrum of Sn LDP at 13.5 nm. The laser and discharge parameters such as laser energy, voltage, gap distance,and anode shape can influence the EUV emission.  相似文献   
10.
王昱  赵爽  翟辛遥 《运筹与管理》2021,30(11):211-217
我国作为出口大国,出口产品数量极大却普遍质量偏低。同时,大量出口企业不断突破主业企图通过金融投资获利。为探究出口企业金融化与产品质量之间的影响模式,本文使用2000~2009年海关数据库、国泰安数据库以及我国工业企业数据库进行匹配所得的大量微观数据,运用非参数分位数面板实证分析发现:(1)出口企业金融化对产品质量呈现出非线性影响,且在中高分位点处存在最优金融化水平(分别为0.4857与0.4361),使产品质量达到最大化;(2)出口企业金融化对产品质量呈现出异质影响,在高分位点处,过度金融化更多表现为倒U形挤出特征,而在中低分位点处更多表现为蓄水池效应;(3)非国有企业、高技术企业的出口产品质量对企业金融化程度的变化更为敏感。  相似文献   
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