Sequential optimizing strategy in multi-dimensional bounded forecasting games

We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001) [10]. By studying the asymptotic behavior of its capital process, we prove a generalization of the strong law of large numbers, where the convergence rate of the sample mean vector depends on the growth rate of the quadratic variation process. The growth rate of the quadratic variation process may be slower than the number of rounds or may even be zero. We also introduce an information criterion for selecting efficient betting items. These results are then applied to multiple asset trading strategies in discrete-time and continuous-time games. In the case of a continuous-time game we present a measure of the jaggedness of a vector-valued continuous process. Our results are examined by several numerical examples.     

The minmax regret gradual covering location problem on a network with incomplete information of demand weights

The gradual covering location problem seeks to establish facilities on a network so as to maximize the total demand covered, allowing partial coverage. We focus on the gradual covering location problem when the demand weights associated with nodes of the network are random variables whose probability distributions are unknown. Using only information on the range of these random variables, this study is aimed at finding the “minmax regret” location that minimizes the worst-case coverage loss. We show that under some conditions, the problem is equivalent to known location problems (e.g. the minmax regret median problem). Polynomial time algorithms are developed for the problem on a general network with linear coverage decay functions.     

有关拓扑学与覆盖粗糙集的一些结论

引入了拓扑覆盖的概念,并结合最小描述元对有限论域上的拓扑覆盖加于研究,得出了拓扑覆盖的最简覆盖和基与最小描述元之间的关系.介绍了在基于有限论域U上的覆盖,构造U上的一个拓扑的方法.并且在最小描述元的基础上将划分下的粗糙隶属函数推广至一般覆盖下的粗糙隶属函数,而后介绍了其相关运用.     

Universal series induced by approximate identities and some relevant applications

We prove the existence of series ∑a_nψ_n, whose coefficients (a_n) are in ∩_p>1?^p and whose terms (ψ_n) are translates by rational vectors in R^d of a family of approximations to the identity, having the property that the partial sums are dense in various spaces of functions such as Wiener’s algebra W(C₀,?¹), C_b(R^d), C₀(R^d), L^p(R^d), for every p∈[1,∞), and the space of measurable functions. Applying this theory to particular situations, we establish approximations by such series to solutions of the heat and Laplace equations as well as to probability density functions.     

Generalized covering designs and clique coverings

Inspired by the “generalized t‐designs” defined by Cameron [P. J. Cameron, Discrete Math 309 (2009), 4835–4842], we define a new class of combinatorial designs which simultaneously provide a generalization of both covering designs and covering arrays. We then obtain a number of bounds on the minimum sizes of these designs, and describe some methods of constructing them, which in some cases we prove are optimal. Many of our results are obtained from an interpretation of these designs in terms of clique coverings of graphs. © 2011 Wiley Periodicals, Inc. J Combin Designs 19:378‐406, 2011     

覆盖近似空间的连续与同胚映射

利用一般映射研究了覆盖近似空间的一些性质,并证明了一些结论.接着定义了覆盖空间的粗糙连续映射及粗糙同胚映射.最后在覆盖粗糙连续映射和覆盖粗糙同胚映射的条件下,研究了两个覆盖近似空间的有关性质,进而在某种程度上为覆盖近似空间的分类提供了理论依据.     

Circulant Double Coverings of a Circulant Graph of Valency Four

Several isomorphism classes of graph coverings of a graph G have been enumerated by many authors (see [3], [8]–[15]). A covering of G is called circulant if its covering graph is circulant. Recently, the authors [4] enumerated the isomorphism classes of circulant double coverings of a certain kind, called typical, and showed that no double covering of a circulant graph of valency 3 is circulant. In this paper, the isomorphism classes of connected circulant double coverings of a circulant graph of valency 4 are enumerated. As a consequence, it is shown that no double covering of a non-circulant graph G of valency 4 can be circulant if G is vertex-transitive or G has a prime power of vertices. The first author is supported by NSF of China (No. 60473019) and by NKBRPC (2004CB318000), and the second author is supported by Com²MaC-KOSEF (R11-1999-054) in Korea.     

Stylized facts in internal rates of return on stock index and its derivative transactions

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in normalized log returns, the probability distributions for such single asset encounters incorporate the time factor by means of the internal rate of return, defined as the continuous compound interest. Resulting stylized facts are shown in the probability distributions derived from the daily series of TOPIX, S & P 500 and FTSE 100 index close values. The application of the above analysis to minute-tick data of NIKKEI 225 and its futures market, respectively, reveals an interesting difference in the behavior of the two probability distributions, in case a threshold on the minimal duration of the long position is imposed. It is therefore suggested that the probability distributions of the internal rates of return could be used for causality mining between the underlying and derivative stock markets. The highly specific discrete spectrum, which results from noise trader strategies as opposed to the smooth distributions observed for fundamentalist strategies in single encounter transactions may be useful in deducing the type of investment strategy from trading revenues of small portfolio investors.     

On the state of strength‐three covering arrays

A covering array of size N, strength t, degree k, and order υ is a k × N array on υ symbols in which every t × N subarray contains every possible t × 1 column at least once. We present explicit constructions, constructive upper bounds on the size of various covering arrays, and compare our results with those of a commercial product. Applications of covering arrays include software testing, drug screening, and data compression. © 2002 Wiley Periodicals, Inc. J Combin Designs 10: 217–238, 2002; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/jcd.10002