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.     

Mixed-type reverse-order laws of (AB) and (AB)

In this paper, by using the extremal ranks of generalized Schur complements, we study the mixed-type reverse-order laws for (AB)^(1,2,3) and (AB)^(1,2,4), and the sufficient and necessary conditions are established for these two reverse-order laws. Finally, two numerical examples are given to illustrate our results.     

The Kalman condition for the boundary controllability of coupled parabolic systems. Bounds on biorthogonal families to complex matrix exponentials

This paper is devoted to prove the controllability to trajectories of a system of n one-dimensional parabolic equations when the control is exerted on a part of the boundary by means of m controls. We give a general Kalman condition (necessary and sufficient) and also present a construction and sharp estimates of a biorthogonal family in L²(0,T;C) to {tje−Λkt}.     

The Rank of a Direct Power of a Small-Cancellation Group

We construct an example of a finitely generated group G such that rank((G )ⁿ)=2 for all n1. For each n, we construct a finitely presented group G _n such that rank((G _n )ⁿ)=2. We conjecture that if G is a word-hyperbolic group then rank(G ⁿ ) as $ n. For each m we give an example of a residually finite group K _m such that K _m has exactly two relators, but K _m has no proper subgroups of index $ m. We construct a finitely generated group D such that there is an epimorphism DD×D.     

Low Rank Approximation of a Hankel Matrix by Structured Total Least Norm

The structure preserving rank reduction problem arises in many important applications. The singular value decomposition (SVD), while giving the closest low rank approximation to a given matrix in matrix L ₂ norm and Frobenius norm, may not be appropriate for these applications since it does not preserve the given structure. We present a new method for structure preserving low rank approximation of a matrix, which is based on Structured Total Least Norm (STLN). The STLN is an efficient method for obtaining an approximate solution to an overdetermined linear system AX B, preserving the given linear structure in the perturbation [E F] such that (A + E)X = B + F. The approximate solution can be obtained to minimize the perturbation [E F] in the L _p norm, where p = 1, 2, or . An algorithm is described for Hankel structure preserving low rank approximation using STLN with L _p norm. Computational results are presented, which show performances of the STLN based method for L ₁ and L ₂ norms for reduced rank approximation for Hankel matrices.     

Asymmetric decompositions of abelian groups

A subsetA of an Abelian groupG is said to be asymmetric ifg+S⊄A for any elementg∈G and any infinite symmetric subsetS⊂G (S=−S). The minimal cardinality of a decomposition of the groupG into asymmetric sets is denoted by ν(G). for any Abelian groupG, the cardinal number ν(G is expressed via the following cardinal invariants: the free rank, the 2-rank, and the cardinality of the group. In particular, . Translated fromMatematicheskie Zametki, Vol. 66, No. 1, pp. 10–19, July, 1999.     

Fuzzy半群中的极小Fuzzy理想

本文先给出Ｆｕｚｙ半群中极小Ｆｕｚｙ理想的一些代数性质,进而利用极小Ｆｕｚｙ理想刻划Ｆｕｚｚｙ单半群的一些代数性质     

Some remarks on the real rank of non-unital C*-algebras

For a non-unital C-algebra , let be the C-algebra obtained from by adjoining an identity. In this paper we show that

where is a locally compact Hausdorff space with .

     

The Cayley transform and uniformly bounded representations

Let G be a simple Lie group of real rank one, with Iwasawa decomposition and Bruhat big cell . Then the space may be (almost) identified with N and with K/M, and these identifications induce the (generalised) Cayley transform . We show that is a conformal map of Carnot-Caratheodory manifolds, and that composition with the Cayley transform, combined with multiplication by appropriate powers of the Jacobian, induces isomorphisms of Sobolev spaces and . We use this to construct uniformly bounded and slowly growing representations of G.