Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation

A novel nonlinear stochastic interacting price dynamics is proposed and investigated by the bond percolation on Sierpinski gasket fractal-like lattice, aim to make a new approach to reproduce and study the complexity dynamics of real security markets. Fractal-like lattices correspond to finite graphs with vertices and edges, which are similar to fractals, and Sierpinski gasket is a well-known example of fractals. Fractional ordinal array entropy and fractional ordinal array complexity are introduced to analyze the complexity behaviors of financial signals. To deeper comprehend the fluctuation characteristics of the stochastic price evolution, the complexity analysis of random logarithmic returns and volatility are preformed, including power-law distribution, fractional sample entropy and fractional ordinal array complexity. For further verifying the rationality and validity of the developed stochastic price evolution, the actual security market dataset are also studied with the same statistical methods for comparison. The empirical results show that this stochastic price dynamics can reconstruct complexity behaviors of the actual security markets to some extent.     

An explicit analytical expression for bed-load layer thickness based on maximum entropy principle

The present study aims to derive an analytical model on bed-load layer thickness in an open channel turbulent flow carrying sediments. Determination of the thickness of the bed-load layer is of utmost importance in the study of bed-load transport as it is required to determine the bed-load transport rate, as well as in the study of suspended load transport as it acts as reference level for the particles in suspension. Apart from the several deterministic approaches available in the literature, the work adopts probabilistic approach based on entropy theory to determine the bed-load layer thickness. The concept of entropy theory developed by Shannon is used and the method of Lagrange multipliers is employed for the maximization of entropy function to find the least biased probability distribution. To calculate the Lagrange multipliers, present in the probabilistic model of dimensionless bed-load layer thickness, two different methodologies are presented. The model of bed-load layer thickness is a function of dimensionless shear stress and also depends on three other parameters which are found to be functions of specific gravity of sediment particle and dimensionless particle diameter from a non-linear regression analysis. The proposed model is validated with wide sets of experimental data available in literature and a good agreement is achieved. Apart from comparison with data, the model is also compared with existing deterministic model and computation of relative percentage error proves the better efficiency of the present model.     

半掺杂钙钛矿Pr0.5Sr0.5CoO3中磁熵变的标度律研究

对半掺杂氧化钴Pr0.5Sr0.5CoO3在居里温度附近的磁熵变进行了研究。研究表明,磁熵变的最大值依赖于外磁场强度;半高宽也与磁场强度有关;相对制冷能力与磁场强度几乎呈线性关系。另外,在不同的温度和磁场强度下测得的磁熵变能够重新标度为一条普适的曲线。依据该唯象的普适曲线,能够较准确的计算出在不同温度和磁场强度下磁熵变的大小。     

基于二维直方图和模糊熵准则的阈值化方法

图像分割是图像分析、识别和理解的基础。图像分割主要是指将图像分成各具特性的区域并提取出感兴趣目标的技术,其研究多年来一直受到人们的高度重视;阈值化法是图像分割的一种重要方法,在图像处理与识别中广为应用;针对图像分割中细节往往被忽略导致后续处理困难的问题,基于模糊关系和最大模糊熵原理提出了一种阈值化方法,对二维直方图进行模糊分割;为了获得图像分割中的细节,提出的方法根据最大熵原则自动确定模糊区域和门限,进而获得二维模糊熵和遗传算法最优解,最后获得图像细节;通过对不同灰度水平和颜色类型图像进行实验比较,实验结果表明提出的方法优于二维非模糊方法和一维模糊熵分割法,得到该方法在图像分割中获得细节的结论。     

Permutation complexity via duality between values and orderings

We study the permutation complexity of finite-state stationary stochastic processes based on a duality between values and orderings between values. First, we establish a duality between the set of all words of a fixed length and the set of all permutations of the same length. Second, on this basis, we give an elementary alternative proof of the equality between the permutation entropy rate and the entropy rate for a finite-state stationary stochastic processes first proved in [J.M. Amigó, M.B. Kennel, L. Kocarev, The permutation entropy rate equals the metric entropy rate for ergodic information sources and ergodic dynamical systems, Physica D 210 (2005) 77-95]. Third, we show that further information on the relationship between the structure of values and the structure of orderings for finite-state stationary stochastic processes beyond the entropy rate can be obtained from the established duality. In particular, we prove that the permutation excess entropy is equal to the excess entropy, which is a measure of global correlation present in a stationary stochastic process, for finite-state stationary ergodic Markov processes.     

基于蚁群算法的二维最大熵分割算法

由于二维最大熵分割法不仅考虑了像素的灰度信息,而且还充分利用了像素的空间邻域信息,因此能够取得较好的分割效果.但是,该方法的计算量巨大,不利于红外图像的快速处理.蚁群算法于20世纪90年代初提出,是受到蚁群集体行为的启发而提出的一种基于种群的模拟进化算法,属于随机搜索算法.该算法已经成功应用于旅行商等离散问题.将蚁群算法应用于二维最大熵法,提出了基于蚁群算法的二维最大熵分割算法.与传统的穷尽搜索法相比,求解速度提高了60倍左右.仿真实验表明,该方法快速、简单、有效.     

基于PSO和模糊划分熵的水下图像分割

在水下环境中,由于存在着水体对光线的吸收以及照明不均等原因,水下图像具有信噪比低、边缘模糊等特点。如果直接使用传统的分割方法,对水下图像进行处理后的效果较差。传统的基于最大熵原理的阈值法尽管能实现某些特定的分割任务,但是其时效性较差。而粒子群算法(PSO)是一类随机全局优化技术,该算法简单易实现,可调参数少。因此将群体智能中的粒子群优化算法应用到图像分割中。新方法在重新定义模糊熵的基础上,根据最大熵原理,利用粒子群算法来搜索分割阈值。相对于传统的利用穷举法来搜索分割阈值的算法,新方法大大减少了计算时间,提高了效率。通过对水下图像处理实验证明,该算法对简单背景的图像分割是有效的,和传统分割方法相比,具有更强的自适应性和抗噪性能。     

Atom-photon entanglement in the system with competing k-photon and l-photon transitions

We have investigated the evolution of the atomic quantum entropy and the entanglement of atom-photon in the system with competing k-photon and l-photon transitions by means of fully quantum theory, and examined the effects of competing photon numbers （k and l）, the relative coupling strength between the atom and the two-mode field （A/g）, and the initial photon number of the field on the atomic quantum entropy and the entanglement of atom-photon. The results show that the multiphoton competing transitions or the large relative coupling strength can lead to the strong entanglement between atoms and photons. The maximal atom-photon entanglement can be prepared via the appropriate selection of system parameters and interaction time.