小波变换在金融数据分析中的应用

市场上的数据,从本质上讲都是一种时间序列。它和小波分析中的信号具有相同的特性。因此,完全可以将这些经济时间序列看成信号,应用小波变换进行分析和预测。     

Additive Maps Preserving Nilpotent Operators or Spectral Radius

Let X be a （real or complex） Banach space with dimension greater than 2 and let B0（X） be the subspace of B（X） spanned by all nilpotent operators on X. We get a complete classification of surjective additive maps Ф on B0（X） which preserve nilpotent operators in both directions. In particular, if X is infinite-dimensional, we prove that Ф has the form either Ф（T） = cATA^-1 or Ф（T） = cAT＇A^-1, where A is an invertible bounded linear or conjugate linear operator, c is a scalar, T＇ denotes the adjoint of T. As an application of these results, we show that every additive surjective map on B（X） preserving spectral radius has a similar form to the above with ｜c｜ = 1.     

The Classification and Realization of Complete Lie Algebras with Commutative Nilpotent Radicals

in this paper, the classification and realization of complete Lie algebras withcommutative nilpotent radicals are given. From this, some results on the radicals of thesecomplete Lie algebras are obtained.     

Semigroups of matrices of intermediate growth

Finitely generated linear semigroups over a field K that have intermediate growth are considered. New classes of such semigroups are found and a conjecture on the equivalence of the subexponential growth of a finitely generated linear semigroup S and the nonexistence of free noncommutative subsemigroups in S, or equivalently the existence of a nontrivial identity satisfied in S, is stated. This ‘growth alternative’ conjecture is proved for linear semigroups of degree 2, 3 or 4. Certain results supporting the general conjecture are obtained. As the main tool, a new combinatorial property of groups is introduced and studied.     

Index theory for quasi-crystals I. Computation of the gap-label group

In this paper, we give a complete solution to the gap labelling conjecture for quasi-crystals. The method adopted relies on the index theory for laminations, and the main tools are the Connes-Skandalis longitudinal K-theory index morphism together with the measured index formula.     

An algebraic index theorem for orbifolds

Using the concept of a twisted trace density on a cyclic groupoid, a trace is constructed on a formal deformation quantization of a symplectic orbifold. An algebraic index theorem for orbifolds follows as a consequence of a local Riemann-Roch theorem for such densities. In the case of a reduced orbifold, this proves a conjecture by Fedosov, Schulze, and Tarkhanov. Finally, it is shown how the Kawasaki index theorem for elliptic operators on orbifolds follows from this algebraic index theorem.     

Boundary behavior in Hilbert spaces of vector-valued analytic functions

In this paper we study the boundary behavior of functions in Hilbert spaces of vector-valued analytic functions on the unit disc D. More specifically, we give operator-theoretic conditions on Mz, where Mz denotes the operator of multiplication by the identity function on D, that imply that all functions in the space have non-tangential limits a.e., at least on some subset of the boundary. The main part of the article concerns the extension of a theorem by Aleman, Richter and Sundberg in [A. Aleman, S. Richter, C. Sundberg, Analytic contractions and non-tangential limits, Trans. Amer. Math. Soc. 359 (2007)] to the case of vector-valued functions.     

Coupling leads to chaos

The main goal of this paper is to prove analytically the existence of strange attractors in a family of vector fields consisting of two Brusselators linearly coupled by diffusion. We will show that such a family contains a generic unfolding of a 4-dimensional nilpotent singularity of codimension 4. On the other hand, we will prove that in any generic unfolding Xμ of an n-dimensional nilpotent singularity of codimension n there are bifurcation curves of (n−1)-dimensional nilpotent singularities of codimension n−1 which are in turn generically unfolded by Xμ. Arguments conclude recalling that any generic unfolding of the 3-dimensional nilpotent singularity of codimension 3 exhibits strange attractors.     

波罗的海运价指数与样本航线期租的协整关系研究

波罗的海运价指数BD I是综合反应干散货航运市场运价总水平的指标,在众多的运价指数中占有公认的主导地位。本文以BD I运价指数为研究对象,通过协整研究,证明了BD I运价指数与BC I4条样本航线期租价格之间稳定的联动关系,并且给出了它们的误差修正模型。     

Differential Pulse Polarographic Determination of Nitrate in AUT Solution

A differential pulse polarographic method for the determination of nitrate ion has been developed. With 0.5 M CaCl₂ as supporting electrolyte, NO^?₃ is reduced to give a peak with E_1/2=–1.836 Volt vs. the Ag/AgCl electrode. The differential pulse polarographic peak height is proportional to the nitrate concentration from 20 to 60 ppm. The detection limit for nitrate is 2 ppm in pure aqueous solution. In the determination of 40 ppm nitrate a relative precision (relative standard deviation) of less than 2% was achieved. Nitrite interferes seriously and should be absent if accurate results are required. The method has been applied to the determination of nitrate in Ammonium Uranyl Tricarbonate (AUT) Solution, results obtained by this method are compared to those obtained by ion chromatography. The agreement between the two sets of results suggests that the DPP method can be used with a fair degree of confidence.