An Exploratory Study on the Complexity and Machine Learning Predictability of Stock Market Data

This paper shows if and how the predictability and complexity of stock market data changed over the last half-century and what influence the M1 money supply has. We use three different machine learning algorithms, i.e., a stochastic gradient descent linear regression, a lasso regression, and an XGBoost tree regression, to test the predictability of two stock market indices, the Dow Jones Industrial Average and the NASDAQ (National Association of Securities Dealers Automated Quotations) Composite. In addition, all data under study are discussed in the context of a variety of measures of signal complexity. The results of this complexity analysis are then linked with the machine learning results to discover trends and correlations between predictability and complexity. Our results show a decrease in predictability and an increase in complexity for more recent years. We find a correlation between approximate entropy, sample entropy, and the predictability of the employed machine learning algorithms on the data under study. This link between the predictability of machine learning algorithms and the mentioned entropy measures has not been shown before. It should be considered when analyzing and predicting complex time series data, e.g., stock market data, to e.g., identify regions of increased predictability.     

基于概率密度演化的输电塔-线体系抗风可靠性分析

以三线两塔直线段输电塔-线体系为工程对象,应用有限元数值模拟,建立了基于概率密度演化的输电塔-线体系抗风可靠性分析方法。首先,应用谱表示-降维方法模拟结构脉动风场,生成风荷载的代表性样本集合。然后,结合概率密度演化理论,分析了输电塔-线体系考虑气弹效应的随机动力反应。最后,应用等价极值思想构建了风荷载作用下输电塔-线体系失效准则,进而对输电塔-线体系的抗风可靠性进行精细化分析。本文结合谱表示-降维方法与概率密度演化理论,实现了仅用较少数量的代表性样本来精细地分析结构的抗风可靠性,为工程实践提供参考。     

六维近凯勒流形的Kodaira维数

本文主要研究了六维近凯勒流形的典范丛和Kodaira维数.证明了六维严格近凯勒流形的典范丛是拟全纯平凡的,从而其Kodaira维数为0.特别地,证明了三维复射影空间CP3具有Kodaira维数不为-∞的近复结构.对于齐性的六维严格近凯勒流形,具体构造了它们典范丛的整体生成元.证明了齐性近凯勒流形F3和CP3的Hodge...     

146号初等元胞自动机的演化语言的复杂性

Symbolic dynamics of cellular automata is introduced by coarse-graining the temporal evolution orbits. Evolution languages are defined. By using the theory of formal languages and automata, the complexity of evolution languages of the elementary cellular automaton of rule 146 is studied and it is proved that its width 1-evolution language is regular, but for every n ≥ 2 its width n-evolution language is not context-free but context-sensitive. Also, the same results hold for the equivalent （under conjugation） elementary cellular automaton of rule 182.     

形式三角矩阵环上的有限表示模

形式三角矩阵环,又称广义三角矩阵环,这类环及其上的模在环模理论中扮演着重要的角色.本文对形式三角矩阵环上的有限表示模进行了一些探讨.     

中国聚变工程实验堆水冷包层钢构件流道成形控制研究

针对CFETR水冷包层流道钢构件热等静压制备时易变形压塌问题,利用单轴扩散焊设备开展了焊接工艺参数优化试验。在此基础上,重新设计了流道焊接界面位置和尺寸,用两步热等静压扩散焊法制备出了流道变形可控的平板型第一壁钢构件模块。优化试验表明,低活化钢试样的固相扩散焊温度需高于950℃,焊后经过760℃/60min回火热处理试样力学性能可以得到有效回复。     

单颗金刚石切削无氧铜的声发射关联维特征*

声发射技术可以实现无氧铜切削加工特征的监测与评价。采用声发射技术监测单颗金刚石磨粒旋转切削无氧铜,利用G-P算法重构出声发射时域信号相空间,采用自相关函数法计算出相空间时间延迟参数,通过相空间双对数曲线的计算,得到不同切削工况下的关联维数。研究结果表明,进给速度和切削速度对声发射信号影响较不显著,切深与声发射信号振幅呈正效应关系;声发射信号双对数曲线呈现阶段性增加趋势,并逐渐收敛于饱和状态,关联维数随着嵌入维数的增加先快速下降后趋于平稳;金刚石切削无氧铜的声发射信号具有混沌运动变化特性,在较小嵌入维数时,关联维数与切深和切削速度呈现线性负效应关系,与进给速度呈现线性正效应关系。该研究为无氧铜的切削加工提供理论参考。     

Nonlinear Measures to Evaluate Upright Postural Stability: A Systematic Review

Conventional biomechanical analyses of human movement have been generally derived from linear mathematics. While these methods can be useful in many situations, they fail to describe the behavior of the human body systems that are predominately nonlinear. For this reason, nonlinear analyses have become more prevalent in recent literature. These analytical techniques are typically investigated using concepts related to variability, stability, complexity, and adaptability. This review aims to investigate the application of nonlinear metrics to assess postural stability. A systematic review was conducted of papers published from 2009 to 2019. Databases searched were PubMed, Google Scholar, Science-Direct and EBSCO. The main inclusion consisted of: Sample entropy, fractal dimension, Lyapunov exponent used as nonlinear measures, and assessment of the variability of the center of pressure during standing using force plate. Following screening, 43 articles out of the initial 1100 were reviewed including 33 articles on sample entropy, 10 articles on fractal dimension, and 4 papers on the Lyapunov exponent. This systematic study shows the reductions in postural regularity related to aging and the disease or injures in the adaptive capabilities of the movement system and how the predictability changes with different task constraints.     

AN ATOMIC FORCE MICROSCOPY STUDY ON THE AGGREGATION OF ISOTACTIC POLY（METHYL METHACRYLATE）

Aggregation process of isotactic poly(methyl methacrylate) (i-PMMA) has been studied extensively for many years, and considerable progress has been made in both experimental and theoretical studies. They are, however, seldom sustained by real-space observations of the underlying morphology. In this paper, the aggregation process of i-PMMA in concentrated acetone solutions and the fractal structure of the resulting three-dimensional clusters were characterized on the basis of real-space AFM observations of their two-dimensional projection. It was found that spherical multiple-chain particles formed upon collapse and aggregation of the involving chains as a whole during quenching the solution to room temperature. By keeping the solution at room temperature, the initially formed particles stick together upon contact to form larger particles through reassembling very slowly. The succeeding collision of the enlarged spherical particles leads to the formation of small clusters. These newly formed small clusters grow when they meet with other clusters or single Brownian particles. This leads to the formation of large clusters with fractal dimension of 1.95$±0.05, which suggest a reaction-limited cluster aggregation of i-PMMA in a concentrated acetone solution. This is in accordance with the conclusion obtained by light scattering measurements.     

PP/PS共混体系相结构形成与演变

以连续共混过程中间歇出料法研究了聚丙烯(PP)/聚苯乙烯(PS)体系共混过程中的扫描电镜图样演化过程,利用小角激光散射(SALS)证明了PP/苯乙烯-乙烯-丙烯嵌段共聚物(SEP)/PS体系的部分相容性,同时说明SALS研究聚合物熔体动态过程的有效性.针对扫描电镜图样,用重心粒径dg这一结构参数研究了PP/PS体系共混过程,利用分布函数求取了分散相PP分形维数,对共混过程中相分散进行了研究.