A New Method for Testing Leverage Effect

Leverage effect often arises in many fields,such as financial risk management, portfolio and option pricing. However,it still remains to be studied that whether there is leverage effect or not in real data. Based on local polynomial regression estimation and Kolmogorov-Smirnov nonparametric test, this paper introduces a new nonparametric test statistic for the leverage effect, and some asymptotic properties are also presented. Simulation studies show that the proposed method performs well. Finally, empirical studies on SP500 index and Microsoft data imply that leverage effect exists in the real data, which is consistent with the idea in finance.     

Asymptotic Results for Semigroups of Order-Preserving Partial Transformations

Let 𝒫  _n be the semigroup of all decreasing and order-preserving partial transformations of an n-element chain, and let E(𝒫  _n ) be its set of idempotents. Among other results, asymptotic formulae for |𝒫  _n | and |E(𝒫  _n )|/|𝒫  _n | are obtained. Similar results for 𝒫  _n the (larger) semigroup of all order-preserving partial transformations of an n-element chain are also obtained.     

ChebStaBlkCG: A block variant of ChebFilterCG

The behavior of ChebFilterCG (an algorithm that combines the Chebyshev filter and Conjugate Gradient) applied to systems with unfavorable eigenvalue distribution is examined. To improve the convergence, a hybrid approach combining a stabilized version of the block conjugated gradient with Chebyshev polynomials as preconditioners (ChebStaBlkCG) is proposed. The performance of ChebStaBlkCG is illustrated and validated on a set of linear systems. It is shown how ChebStaBlkCG can be used to accelerate the block Cimmino method and to solve linear systems with multiple right‐hand sides.     

On a mild generalization of the Schönemann - Eisenstein - Dumas irreducibility criterion

We state a mild generalization of the classical Schönemann and Eisenstein- Dumas irreducibility criterion in ?[x] and provide an elementary proof. In the end of the paper, we also provide a concrete example of a polynomial which is irreducible by the main result of the paper but whose irreducibility does not follow from existing criteria.     

Verlinde模性范畴上的Casimir数及其应用

本文计算了秩为n+1的一类特殊的Verlinde模性范畴L的Casimir数,计算结果表明该Casimir数为2n+4.作为应用,由Higman定理知域K上的Grothendieck代数Gr(L)_Z K是半单代数当且仅当2n+4在域K中不为零.这也给出了第二类型n+1次Dickson多项式E_(n+1)(X)在K[X]中无重因式的一个等价刻画.如果2n+4在域K中为零,借助于Dickson多项式的有关因式分解定理,本文完全给出了Grothendieck代数Gr(L)_Z K的Jacobson根.     

Approximate inversion method for time‐fractional subdiffusion equations

The finite‐difference method applied to the time‐fractional subdiffusion equation usually leads to a large‐scale linear system with a block lower triangular Toeplitz coefficient matrix. The approximate inversion method is employed to solve this system. A sufficient condition is proved to guarantee the high accuracy of the approximate inversion method for solving the block lower triangular Toeplitz systems, which are easy to verify in practice and have a wide range of applications. The applications of this sufficient condition to several existing finite‐difference schemes are investigated. Numerical experiments are presented to verify the validity of theoretical results.     

A note for preconditioning nonsymmetric matrices

In this paper, we consider preconditioners for generalized saddle point systems with a nonsymmetric coefficient matrix. A constraint preconditioner for this systems is constructed, and some spectral properties of the preconditioned matrix are given. Our results extend the corresponding ones in [3] and [4].     

Julia集和等势线上的Chebyshev多项式

用P表示一个度为d的首一多项式,J_P表示它的Julia集.本文得到Julia集J_P和其等势线Γ_P(R)上的d~n-阶Chebyshev多项式,并举例说明二者并不总是相等.     

关于多项式函数的计数

Polynomial functions （in particular, permutation polynomials） play an important role in the design of modern cryptosystem. In this note the problem of counting the number of polynomial functions over finite commutative rings is discussed. Let A be a general finite commutative local ring. Under a certain condition, the counting formula of the number of polynomial functions over A is obtained. Before this paper, some results over special finite commutative rings were obtained by many authors.