Measuring rank correlation coefficients between financial time series: A GARCH-copula based sequence alignment algorithm

This paper presents a novel four-stage algorithm for the measurement of the rank correlation coefficients between pairwise financial time series. In first stage returns of financial time series are fitted as skewed-t distributions by the generalized autoregressive conditional heteroscedasticity model. In the second stage, the joint probability density function (PDF) of the fitted skewed-t distributions is computed using the symmetrized Joe–Clayton copula. The joint PDF is then utilized as the scoring scheme for pairwise sequence alignment in the third stage. After solving the optimal sequence alignment problem using the dynamic programming method, we obtain the aligned pairs of the series. Finally, we compute the rank correlation coefficients of the aligned pairs in the fourth stage. To the best of our knowledge, the proposed algorithm is the first to use a sequence alignment technique to pair numerical financial time series directly, without initially transforming numerical values into symbols. Using practical financial data, the experiments illustrate the method and demonstrate the advantages of the proposed algorithm.     

The consensus string problem for a metric is NP-complete

Given a set S of strings, a consensus string of S based on consensus error is a string w that minimizes the sum of the distances between w and all the strings in S. In this paper, we show that the problem of finding a consensus string based on consensus error is NP-complete when the penalty matrix is a metric.     

Modal liquid crystal lenses

Abstract

When considering the possibility of commercially viable applications for discotic liquid crystals it is worth noting that in the case of calamitic liquid crystals some 80 to 90 years elapsed between their discovery in 1888 and their first application in displays. Since discotic mesophases were only discovered in 1977 [ll, it is not surprising that the first applications are yet to be realized.     

Universal Alignment Probabilities and Subset Selection for Ordinal Optimization

We examine in this paper the subset selection procedure in the context of ordinal optimization introduced in Ref. 1. Major concepts including goal softening, selection subset, alignment probability, and ordered performance curve are formally introduced. A two-parameter model is devised to calculate alignment probabilities for a wide range of cases using two different selection rules: blind pick and horse race. Our major result includes the suggestion of quantifiable subset selection sizes which are universally applicable to many simulation and modeling problems, as demonstrated by the examples in this paper.     

非稳腔中调腔孔对光束质量的影响

在中、远红外波段的激光器中，组成谐振腔的反射镜基底材料多数是对可见光不透明的，采用在腔镜上开一小孔输入调腔光方法是最简便的。本文用Ｆｏｘ－Ｌｉ迭代法计算了无开孔及有开孔时正支非稳共焦腔空腔的模式，结果表明当调腔光开孔直径小于３ｍｍ时，对光束质量基本没有影响。     

Spin States of Iron(III) in Highly Saddled Dodecaphenylporphyrin Complexes

The alignment correlation term in the β-decay angular distribution from purely nuclear spin aligned ²⁰Na has been measured for the first time. The final objective is to test the G parity symmetry, one of the fundamental symmetry in the weak nucleon current. For artificial creation of the alignment, the knowledge of the hyperfine interaction of ²⁰Na implanted in a single-crystal ZnO was utilized. *Research Abroad, Japan Society for the Promotion of Science     

A population global optimization algorithm to solve the image alignment problem in electron crystallography

Knowledge of the structure of biological specimens is critical to understanding their function. Electron crystallography is an electron microscopy (EM) approach that derives the 3D structure of specimens at high-resolution, even at atomic detail. Prior to the tomographic reconstruction, the images taken from the microscope have to be properly aligned. Traditional alignment methods in electron crystallography are based on a phase residual function to be minimized by inefficient exhaustive search procedures. This work addresses this minimization problem from an evolutionary perspective. Universal Evolutionary Global Optimizer (UEGO), an evolutionary multimodal optimization algorithm, has been applied and evaluated for the task of image alignment in this field. UEGO has turned out to be a promising technique alternative to the standard methodology. The alignments found out by UEGO show high levels of accuracy, while reducing the number of function evaluations by a significant factor with respect to the standard method.     

惯导系统动基座传递对准技术综述

以国外有关献为依据，介绍了传递对准技术研究的历史，分析和归纳了传递对准匹配方法、对准精度提高方法、结构挠曲运动补偿方法，介绍了机动运动、算法、模型、仿真和实验等方面的研究进展情况以及传递对准技术研究中所遇到的困难，并提出克服这一困难的基本途径，探讨了研究的发展方向。     

应用于近距空空导弹惯导系统的传递对准技术

对应用于近距空空导弹捷联惯导系统的“长时”传递对准问题进行了讨论,分析了机载火控系统中建立“长时”惯性坐标系的原理和方法,并进行了长时传递对准卡尔曼滤波器的设计,在此基础上完成了初步的数学仿真.     

船用武器捷联姿态基准系统快速传递对准方法研究

研究了一种改进的快速传递对准算法在船用姿态基准系统中的应用。这种改进利用了舰船主惯导系统角速率和速度信息，与子系统的捷联姿态基准系统的相应信息相匹配，通过卡尔曼滤波器提取从系统的误差估计量。针对船用的三种武器做了各种仿真，结果表明在40秒时间内对三个失准角的估计都能达到较高的精度。研究还表明，在传递对准滤波器中引入固定区域平滑算法对姿态误差估计的精度将有明显的提高。