The effect of a market factor on information flow between stocks using the minimal spanning tree

We empirically investigated the effects of market factors on the information flow created from N(N−1)/2 linkage relationships among stocks. We also examined the possibility of employing the minimal spanning tree (MST) method, which is capable of reducing the number of links to N−1. We determined that market factors carry important information value regarding information flow among stocks. Moreover, the information flow among stocks showed time-varying properties according to the changes in market status. In particular, we noted that the information flow increased dramatically during periods of market crises. Finally, we confirmed, via the MST method, that the information flow among stocks could be assessed effectively with the reduced linkage relationships among all links among stocks from the perspective of the overall market.     

The use of balanced homodyne and squeezed states for detecting weak optical signals in a Michelson interferometer

The possibility of using squeezed states and balanced homodyne detection of optical signals in a Michelson interferometer is discussed. The present analysis describes photon statistics measurements effects related to quadrature balanced homodyne detection showing the advantage of using this scheme for detecting weak optical signals.     

决策树分类模型在工程项目评标风险预警中的应用

本文将数据挖掘中的决策树分类方法运用到工程项目评标数据分析,从200多个天津市工程项目招投标打分数据中,随机抽取15个招投标项目中的67个承包商的评标专家打分数据进行分析,得到中标承包商技术和商务评分分界点,进而得到工程项目潜在风险的预警阈值,然后借助因子分析辨识出风险来源并进行预警。     

Eigenvalue estimates for Schrödinger operators on metric trees

We consider Schrödinger operators on radial metric trees and prove Lieb–Thirring and Cwikel–Lieb–Rozenblum inequalities for their negative eigenvalues. The validity of these inequalities depends on the volume growth of the tree. We show that the bounds are valid in the endpoint case and reflect the correct order in the weak or strong coupling limit.     

A phase transition for the heights of a fragmentation tree

We provide information about the asymptotic regimes for a homogeneous fragmentation of a finite set. We establish a phase transition for the asymptotic behavior of the shattering times, defined as the first instants when all the blocks of the partition process have cardinality less than a fixed integer. Our results may be applied to the study of certain random split trees. © 2010 Wiley Periodicals, Inc. Random Struct. Alg., 39, 247‐274, 2011     

An improved partial SPIHT with classified weighted rate-distortion optimization for interferential multispectral image compression

Based on the property analysis of interferential multispectral images, a novel compression algorithm of partial set partitioning in hierarchical trees (SPIHT) with classified weighted rate-distortion optimization is presented.After wavelet decomposition, partial SPIHT is applied to each zero tree independently by adaptively selecting one of three coding modes according to the probability of the significant coefficients in each bitplane.Meanwhile the interferential multispectral image is partitioned into two kinds of regions in terms of luminous intensity, and the rate-distortion slopes of zero trees are then lifted with classified weights according to their distortion contribution to the constructed spectrum.Finally a global ratedistortion optimization truncation is performed.Compared with the conventional methods, the proposed algorithm not only improves the performance in spatial domain but also reduces the distortion in spectral domain.     

A Polynomial Time Approximation Scheme for the Grade of Service Steiner Minimum Tree Problem

In this paper, we present the design of a Polynomial Time Approximation Scheme (PTAS) for the Grade of Service Steiner Minimum Tree (GOSST) problem, which is known to be NP-Complete. Previous research has focused on geometric analyses and different approximation algorithms have been designed. We propose a PTAS that provides a polynomial time, near-optimal solution with performance ratio 1+. The GOSST problem has some important applications. In network design, a fundamental issue for the physical construction of a network structure is the interconnection of many communication sites with the best choice of the connecting lines and the best allocation of the transmission capacities over these lines. Good solutions should provide paths with enough communication capacities between any two sites, with the least network construction costs. Also, the GOSST problem has applications in transportation, for road constructions and some potential uses in CAD in terms of interconnecting the elements on a plane to provide enough flux between any two elements.     

A Basis for the Top Homology of a Generalized Partition Lattice

For a fixed positive integer k, consider the collection of all affine hyperplanes in n-space given by xi – xj = m, where i, j [n], i j, and m {0, 1,..., k}. Let Ln,k be the set of all nonempty affine subspaces (including the empty space) which can be obtained by intersecting some subset of these affine hyperplanes. Now give Ln,k a lattice structure by ordering its elements by reverse inclusion. The symmetric group Gn acts naturally on Ln,k by permuting the coordinates of the space, and this action extends to an action on the top homology of Ln,k. It is easy to show by computing the character of this action that the top homology is isomorphic as an Gn-module to a direct sum of copies of the regular representation, CGn. In this paper, we construct an explicit basis for the top homology of Ln,k, where the basis elements are indexed by all labelled, rooted, (k + 1)-ary trees on n-vertices in which the root has no 0-child. This construction gives an explicit Gn-equivariant isomorphism between the top homology of Ln,k and a direct sum of copies of CGn.     

The boson gas on a Cayley tree

We analyze the free boson gas on a Cayley tree using two alternative methods. The spectrum of the lattice Laplacian on a finite tree is obtained using a direct iterative method for solving the associated characteristic equation and also using a random walk representation for the corresponding fermion lattice gas. The existence of the thermodynamic limit for the pressure of the boson lattice gas is proven and it is shown that the model exhibits boson condensation into the ground state. The random walk representation is also used to derive an expression for the Bethe approximation to the infinite-volume spectrum. This spectrum turns out to be continuous instead of a dense point spectrum, but there is still boson condensation in this approximation.