Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis

The Granger causality test is essential for detecting lead–lag relationships between time series. Traditionally, one uses a linear version of the test, essentially based on a linear time series regression, itself being based on autocorrelations and cross-correlations of the series. In the present paper, we employ a local Gaussian approach in an empirical investigation of lead–lag and causality relations. The study is carried out for monthly recorded financial indices for ten countries in Europe, North America, Asia and Australia. The local Gaussian approach makes it possible to examine lead–lag relations locally and separately in the tails and in the center of the return distributions of the series. It is shown that this results in a new and much more detailed picture of these relationships. Typically, the dependence is much stronger in the tails than in the center of the return distributions. It is shown that the ensuing nonlinear Granger causality tests may detect causality where traditional linear tests fail.     

基于显示连通贝叶斯网络的机场塔台地震易损性分析

将基于性能的多维易损性分析方法,结合显示连通贝叶斯网络,应用于机场塔台的多维易损性分析。考虑地震激励的不确定性,通过非线性时程分析获得结构响应数据;将塔台结构分为三个层次,每个层次按包含的层数分为相应的子层次。根据功能特性确定子层次的评价指标和极限状态,建立服从多元对数正态分布的概率地震需求模型;考虑各种极限状态之间的相关性,建立极限状态方程,确定失效域,通过蒙特卡洛法求得构件的超越概率;建立塔台结构的显示连通贝叶斯网络模型,利用层次分析法获得中间节点的条件概率表,利用MATLAB进行贝叶斯网络的推理计算,实现从单一层次的易损性到整体易损性的推理。     

甲壳素基新材料研究进展

甲壳素/壳聚糖良好的生物相容性、生物可降解性及独特的生理活性使其成为非常有应用价值的天然高分子材料,当前已成为新材料领域的研究热点.甲壳素/壳聚糖具有良好的可加工性能,可固定贵金属、半导体纳米材料等活性催化物质,同时其本身也具有催化作用,是一类绿色环境友好的高分子催化材料.良好的生物相容性和生物可降解性使甲壳素/壳聚糖...     

A screw dislocation near a non-elliptical piezoelectric inhomogeneity with internal uniform electroelastic field

Conformal mapping and analytic continuation are employed to prove the existence of an internal uniform electroelastic field inside a non-elliptical piezoelectric inhomogeneity interacting with a screw dislocation. We focus specifically on the case when the piezoelectric matrix surrounding the inhomogeneity is subjected to uniform remote anti-plane mechanical and in-plane electrical loading and a constraint is imposed between the remote loading and the screw dislocation. The constraint can be expressed in a relatively simple decoupled form by utilizing orthogonality relationships between two corresponding eigenvectors. The internal uniform electroelastic field is found to be independent of the presence of the screw dislocation; moreover, it can be expressed in decoupled form.     

模糊数学在企业创新能力评定中的应用

建立了企业创新的系统结构图,并利用模糊综合评价法建立了一个对企业创新能力进行评定的三级模糊综合评判的数学模型,采用层次分析法更加合理的确定了权重的分配,通过实例说明了该模型的使用方法,得到了更有效的结果.     

A Maximal Correlation Framework for Fair Machine Learning

As machine learning algorithms grow in popularity and diversify to many industries, ethical and legal concerns regarding their fairness have become increasingly relevant. We explore the problem of algorithmic fairness, taking an information–theoretic view. The maximal correlation framework is introduced for expressing fairness constraints and is shown to be capable of being used to derive regularizers that enforce independence and separation-based fairness criteria, which admit optimization algorithms for both discrete and continuous variables that are more computationally efficient than existing algorithms. We show that these algorithms provide smooth performance–fairness tradeoff curves and perform competitively with state-of-the-art methods on both discrete datasets (COMPAS, Adult) and continuous datasets (Communities and Crimes).     

Mechanics of stretchable electronics on balloon catheter under extreme deformation

Stretchable electronics has been applied to balloon catheters for high-efficacy ablation, with tactile sensing integrated on the surface, to establish full and conformal contact with the endocardial surface for elimination of the heart sink caused by blood flow around their surfaces. The balloon of the catheter folds into uniform ‘clover’ patterns driven by the pressure mismatch inside (∼vacuum) and outside of the balloon (pressure ∼1 atm). The balloon catheter, on which microelectrodes and interconnects are printed, undergoes extreme mechanical deformation during its inflation and deflation. An analytic solution is obtained for balloon catheter inflation and deflation, which gives analytically the distribution of curvatures and the maximum strain in the microelectrodes and interconnects. The analytic solution is validated by the finite element analysis. It also accounts for the effect of inflated radius, and is very useful to the optimal design of balloon catheter.     

Closely packed dense frequency selective surface

In order to realize wideband filtering properties of frequency selective surface （FSS）, FSS of closely packed elements is presented. The Y loop elements are chosen as the graphics elements. Based on the spectral domain method, the frequency response is analyzed for different incident angles and polarizations. The result of the numerical analysis shows that the dense FSS has wide passband with better independence of angle and polarization.     

Independence of Likelihood Ratio Criteria for Homogeneity of Several Populations

Let _i be an i-tb population with a probability density function f(· | _i ) with one dimensional unknown parameter _i = 1, 2, ... , k. Let n _i sample be drawn from each _i . The likelihood ratio criteria _j|(j–1) for testing hypothesis that the first j parameters are equal against alternative hypothesis that the first (j – 1) parameters are equal and the j-th parameter is different with the previous ones are defined, j = 2, 3, ... , k. The paper shows the asymptotic independence of _j|(j–1)'s up to the order 1/n under a hypothesis of equality of k parameters, where n is a number of total samples.     

Transcendence of Certain Trigonometric Series

In this paper the transcendence of values of certain trigonometric series with algebraic coefficients and its derivatives at algebraic points is proved under a general condition dependent only on the coefficients. The proof of the theorem is based on a criterion for linear independence over a number field. Received November 9, 1999, Accepted February 5, 2001