Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach

Yang and Qiu proposed and reframed an expected utility–entropy (EU-E) based decision model. Later on, a similar numerical representation for a risky choice was axiomatically developed by Luce et al. under the condition of segregation. Recently, we established a fund rating approach based on the EU-E decision model and Morningstar ratings. In this paper, we apply the approach to US mutual funds and construct portfolios using the best rating funds. Furthermore, we evaluate the performance of the fund ratings based on the EU-E decision model against Morningstar ratings by examining the performance of the three models in portfolio selection. The conclusions show that portfolios constructed using the ratings based on the EU-E models with moderate tradeoff coefficients perform better than those constructed using Morningstar. The conclusion is robust to different rebalancing intervals.     

Intelligent Fault Identification for Rolling Bearings Fusing Average Refined Composite Multiscale Dispersion Entropy-Assisted Feature Extraction and SVM with Multi-Strategy Enhanced Swarm Optimization

Rolling bearings act as key parts in many items of mechanical equipment and any abnormality will affect the normal operation of the entire apparatus. To diagnose the faults of rolling bearings effectively, a novel fault identification method is proposed by merging variational mode decomposition (VMD), average refined composite multiscale dispersion entropy (ARCMDE) and support vector machine (SVM) optimized by multistrategy enhanced swarm optimization in this paper. Firstly, the vibration signals are decomposed into different series of intrinsic mode functions (IMFs) based on VMD with the center frequency observation method. Subsequently, the proposed ARCMDE, fusing the superiorities of DE and average refined composite multiscale procedure, is employed to enhance the ability of the multiscale fault-feature extraction from the IMFs. Afterwards, grey wolf optimization (GWO), enhanced by multistrategy including levy flight, cosine factor and polynomial mutation strategies (LCPGWO), is proposed to optimize the penalty factor C and kernel parameter g of SVM. Then, the optimized SVM model is trained to identify the fault type of samples based on features extracted by ARCMDE. Finally, the application experiment and contrastive analysis verify the effectiveness of the proposed VMD-ARCMDE-LCPGWO-SVM method.     

Assessing Earthquake Forecast Performance Based on b Value in Yunnan Province,China

Many studies have shown that b values tend to decrease prior to large earthquakes. To evaluate the forecast information in b value variations, we conduct a systematic assessment in Yunnan Province, China, where the seismicity is intense and moderate–large earthquakes occur frequently. The catalog in the past two decades is divided into four time periods (January 2000–December 2004, January 2005–December 2009, January 2010–December 2014, and January 2015–December 2019). The spatial b values are calculated for each 5-year span and then are used to forecast moderate-large earthquakes (M ≥ 5.0) in the subsequent period. As the fault systems in Yunnan Province are complex, to avoid possible biases in b value computation caused by different faulting regimes when using the grid search, the hierarchical space–time point-process models (HIST-PPM) proposed by Ogata are utilized to estimate spatial b values in this study. The forecast performance is tested by Molchan error diagram (MED) and the efficiency is quantified by probability gain (PG) and probability difference (PD). It is found that moderate–large earthquakes are more likely to occur in low b regions. The MED analysis shows that there is considerable precursory information in spatial b values and the forecast efficiency increases with magnitude in the Yunnan Province. These results suggest that the b value might be useful in middle- and long-term earthquake forecasts in the study area.     

电气线路互联系统线缆抗高空核电磁脉冲耦合效应

高空核电磁脉冲（HEMP）对电子设备的耦合途径主要有两方面：一方面是通过装备（产品）上的天线耦合通道进入到电子系统内的“前门耦合”方式;另一方面则是“后门耦合”,即通过装备（产品）上的壳体、电源线、电缆、机箱的缝隙、孔洞等途径进行耦合。主要研究电气线路互联系统(EWIS)线缆抗高空核电磁脉冲耦合效应,通过研究HEMP干扰的特征、能量分布,搭建HEMP数学模型,采用控制变量法,改变EWIS线缆类型、离地高度等要素,通过在CST上建立仿真模型以及开展试验,分析HEMP对电子设备造成的影响程度,得到HEMP耦合效应的一般性结论与规律。     

Chiral phase transition and equation of state in chiral imbalance

The chiral phase transition and equation of state are studied within a novel self-consistent mean-field approximation of the two-flavor Nambu-Jona-Lasinio model. In this newly developed model, modifications to the chemical μ and chiral chemical \begin{document}$\mu_5$\end{document} potentials are naturally included by introducing vector and axial-vector channels from Fierz-transformed Lagrangian to the standard Lagrangian. In the proper-time scheme, the chiral phase transition is a crossover in the \begin{document}$T-\mu$\end{document} plane. However, when \begin{document}$\mu_5$\end{document} is incorporated, our study demonstrates that a first order phase transition may emerge. Furthermore, the chiral imbalance will soften the equation of state of quark matter. The mass-radius relationship and tidal deformability of quark stars are calculated. The maximum mass and radius decrease as \begin{document}$\mu_5$\end{document} increases. Our study also indicates that the vector and axial-vector channels exhibit an opposite influence on the equation of state.     

信息化课堂教学设计--以“刚体定轴转动的角动量及角动量守恒定律”为例

遵循“学生主体、教师主导”的教育教学理念,借助信息化教学工具,合理有效地设计好每一个教学环节.采用演示、体验、探究、问题导向和分组讨论等教学手段和方法,让学生在课堂中自主发现问题、分析问题并解决问题,实现“学生做中学、教师做中教”,大大提升教学效果.     

EcoLens: visual analysis of ecological regions in urban contexts using traffic data

Journal of Visualization - The increasing availability of spatiotemporal data provides unprecedented opportunities for understanding the structure of an urban area in terms of people’s...     

基于宽边耦合螺旋结构的低频小型化极化不敏感超材料吸波体

设计、仿真并实验验证了基于宽边耦合螺旋结构的低频小型化超材料吸波体. 实验测试结果表明, 该超材料吸波体在1.39 GHz吸收率达到最大为98%, 其单元尺寸和总厚度均为6.8 mm, 约为1/32工作波长, 实现小型化窄带吸波. 由于吸波体中螺旋结构是旋转对称排列的, 因而其对垂直入射电磁波的极化方向是不敏感的. 此外, 该超材料吸波体对斜入射横电和横磁极化电磁波在60°时, 仍具有强吸收. 关键词： 超材料 吸波体 小型化     

基于扩频码的单载波迭代频域均衡水声通信

单载波时域均衡在长时延扩展水声信道中计算量大,并对接收机参数的选择较为敏感,可靠性低,而正交频分复用信号峰均功率比高、对频率偏移敏感. 针对这些问题,提出基于扩频码的单载波块传输高速率水声通信方法和基于T/4分数间隔迭代频域均衡的接收机算法. 该接收机利用已知扩频码进行信道估计以及对由多普勒偏移引起的旋转相位进行估计,并通过一种低复杂度迭代频域均衡算法改善系统性能. 开展了湖上实验研究,结果表明在浅水1.8 km距离且复杂多径干扰条件下,利用BPSK/QPSK调制可实现10^-2–10^-4的误码率并达到1500–3000 bit/s的有效数据率. 关键词： 水声通信 单载波 频域均衡 迭代处理