Bayesian dynamic financial networks with time-varying predictors

We propose a targeted and robust modeling of dependence in multivariate time series via dynamic networks, with time-varying predictors included to improve interpretation and prediction. The model is applied to financial markets, estimating effects of verbal and material cooperations.     

一种负高斯曲率的双三次Bézier曲面

负高斯曲率的曲面在建筑业、造船业及航空工业中都有广泛的应用。该文提出一种负高斯曲率双三次Ｂｅｚｉｅｒ曲面的构造方法,简单直观,几何意义明显。     

The Influence of Rainflow Filtering on the Distributions of Characteristic Wave Parameters

A problem when filtering measurements of the sea-surface level is that the highest values, which are also the most interesting, might get lost. The rainflow filter is an alternative to the band-pass filters traditionally used. In this paper we investigate the properties of rainflow filtering by examining the distributions of some characteristic wave parameters. These distributions are calculated by means of the regression-approximation method which requires as input a spectral density. An approximation of the rainflow filter in the frequency domain, obtained by spectral simulation, is therefore used. The rainflow filter yields results which are closer to the distributions obtained from the original spectrum with high-frequency contents.     

Effect of a Localized Random Forcing Term on the Korteweg-De Vries Equation

In this work, we numerically investigate the influence of a white noise-type forcing on the phenomenon of forced generation of solitons by a localized moving disturbance. Our numerical method is based on finite elements and least-squares. We present numerical experiments for different values of noise amplitude and Froude number, which describe some damping effects on the emission of solitons.     

Girsanov变换下的Malliavin计算与算子关系

本文讨论了Ｇｉｒｓａｎｏｖ 变换下两个Ｇａｕｓｓ概率空间中Ｍａｌｌｉａｖｉｎ 计算及算子之间的关系     

Recovering a Family of Two-Dimensional Gaussian Variables from the Minimum Process

Suppose that {(X _t, Y _t): t>}0 is a family of two independent Gaussian random variables with means m ₁(t) and m ₂(t) and variances σ ² ₁(t) and σ ² ₂(t). If at every time t>0 the first and second moment of the minimum process X _t∧Y _t are known, are the parameters governing these four moment functions uniquely determined ? We answer this question in the negative for a large class of Gaussian families including the “Brownian” case. Except for some degenerate situation where one variance function dominates the other, in which case the recovery of the parameters is fully successful, the second moment of the minimum process does not provide any additional clues on identifying the parameters.     

A closer look at covering number bounds for Gaussian kernels

We establish some new bounds on the log-covering numbers of (anisotropic) Gaussian reproducing kernel Hilbert spaces. Unlike previous results in this direction we focus on small explicit constants and their dependency on crucial parameters such as the kernel bandwidth and the size and dimension of the underlying space.     

基于麻雀搜索算法的土壤重金属X射线荧光光谱重叠峰解析

近年来随着土壤重金属污染的加剧,和人们环境意识的逐渐提高,科研人员对快速检测土壤重金属含量方法的研究正在不断深化.目前,X射线荧光分析法(XRF)是广泛应用于土壤重金属污染检测的方法.但由于X射线荧光光谱仪的能量分辨率有限,而一些重金属元素的荧光产额较低,一些元素的相邻谱峰出现了重叠现象.针对XRF法中元素相邻谱峰的重...     

Geometrical aspects and quantum brachistochrone problem for a collection of N spin-s system with long-range Ising-type interaction

We consider a physical system of N interacting qudits consisting of N spin-s particles coupled via the long-range interaction of Ising-type. We investigate the corresponding dynamics, define the associated quantum state manifold and we give the related Fubini-Study metric. We derive the Gaussian curvature and using the Gauss-Bonnet theorem, we show that the dynamics happen on a two-parametric manifold of spherical topology. We examine the geometrical phase acquired by the system under arbitrary and cyclic evolutions. Further, we study the quantum brachistochrone problem concerning the determination of the smallest possible time to realize a time-optimal evolution. By restricting our study to a two-qubit system under the Ising interaction, a detailed analysis is performed for the Fubini-Study metric, the Gaussian curvature, the geometrical phase and the optimal time in relation with the entanglement of the two qubits.     

Upper bounds on the private capacity for bosonic Gaussian channels

Recently, there have been considerable progresses on the bounds of various quantum channel capacities for bosonic Gaussian channels. Especially, several upper bounds for the classical capacity and the quantum capacity on the bosonic Gaussian channels, via a technique known as quantum entropy power inequality, have been shed light on understanding the mysterious quantum-channel-capacity problems. However, upper bounds for the private capacity on quantum channels are still missing for the study on certain universal upper bounds. Here, we derive upper bounds on the private capacity for bosonic Gaussian channels involving a general Gaussian-noise case through the conditional quantum entropy power inequality.