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121.
在线社交网络已成为信息传播的重要途径,给人们获取信息带来便利的同时,也为不良信息的扩散提供了温床。目前主流的在线社交网络都采用关键字匹配的方式屏蔽不良信息的发布,在阻止信息本身的同时,也屏蔽了与其相关的积极观点的传播。本文提出一种自适应的观点引导模型,实现对在线社交网络用户的观点引导。该模型首先分析网络用户对事件/事物的观点和情感倾向,确定其中观点消极的用户作为引导对象,然后向其推送与之关注点相近且情感相对积极的信息或用户,进行观点引导,同时引入反馈机制,根据引导对象的观点变化动态调整推送内容,以实现长期精确引导。基于该模型设计并实现了观点引导系统,包括引导信息模块、观点标注模块、推荐模块和反馈模块,实现了自动选择群体、自动识别群体情感倾向、自动选择和调整推送内容等功能。实验结果表明,该模型能够实现对在线社交网络用户的观点引导。 相似文献
122.
Brownian motion and normal distribution have been widely used
in Cox-Ingersoll-Ross interest rate framework to model the instantaneous interest rate
dynamics. However, empirical studies have also shown that the return distribution of
interest rate has a higher peak and two fatter tails than those of the normal distribution.
Meanwhile, when the rare catastrophic shocks occur or the regime shifts in the economy
and finance, the money market may have jumps. In this paper, we will consider a class
of reflected Cox-Ingersoll-Ross interest rate models with noise. Furthermore,
we shall continue to supply the Laplace transform of the stationary distribution about
this reflected diffusion process with jumps. 相似文献
123.
In this paper we construct a framework to price the inflation-linked derivatives with the stochastic inflation rate, the stochastic interest rate, and stochastic risky assets with stochastic volatility. Because of the popularity of the guaranteed minimum death benefit (GMDB) in insurance market, we mainly study two types of GMDBs: the inflation guarantee and the combination guarantee. We consider the guaranteed minimum death benefit as an European option with a random maturity date, the closed-form pricing formulas for the GMDBs are derived by Fourier-based method. Moreover, we give an elaborate sensitivity analysis to explain economical behaviors of our models. The numerical results show that the death benefit of inflation guarantee is slightly overpriced in constant volatility of stock situation. 相似文献
124.
A. Chakraborti B.K. Chakrabarti 《The European Physical Journal B - Condensed Matter and Complex Systems》2000,17(1):167-170
We consider a simple model of a closed economic system where the total money is conserved and the number of economic agents
is fixed. Analogous to statistical systems in equilibrium, money and the average money per economic agent are equivalent to
energy and temperature, respectively. We investigate the effect of the saving propensity of the agents on the stationary or
equilibrium probability distribution of money. When the agents do not save, the equilibrium money distribution becomes the
usual Gibb's distribution, characteristic of non-interacting agents. However with saving, even for individual self-interest,
the dynamics becomes cooperative and the resulting asymmetric Gaussian-like stationary distribution acquires global ordering
properties. Intriguing singularities are observed in the stationary money distribution in the market, as functions of the
marginal saving propensity of the agents.
Received 2 May 2000 相似文献
125.
T. Huillet A. Porzio M. Ben Alaya 《The European Physical Journal B - Condensed Matter and Complex Systems》2000,17(1):147-158
This work emphasizes the special role played by max-semistable and log-max-semistable distributions as relevant statistical models of various observable and “internal” variables in Physics. Some of their remarkable
properties (chiefly self-similarity) are displayed in some detail. One of their characteristic features is a log-periodic variation of the scale parameter which
appears in the stable extreme value distributions.
Received 29 November 1999 and Received in final form 24 March 2000 相似文献
126.
Self-organized model for information spread in financial markets 总被引:1,自引:0,他引:1
Zhi-Feng Huang 《The European Physical Journal B - Condensed Matter and Complex Systems》2000,16(2):379-385
A self-organized model with social percolation process is proposed to describe the propagations of information for different
trading ways across a social system and the automatic formation of various groups within market traders. Based on the market
structure of this model, some stylized observations of real market can be reproduced, including the slow decay of volatility
correlations, and the fat tail distribution of price returns which is found to cross over to an exponential-type asymptotic
decay in different dimensional systems.
Received 15 March 2000 相似文献
127.
F. Lillo R.N. Mantegna 《The European Physical Journal B - Condensed Matter and Complex Systems》2000,15(4):603-606
We select the n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We study the ensemble return distribution for each trading
day and we find that the symmetry properties of the ensemble return distribution drastically change in crash and rally days
of the market. In crash and rally days, the distribution becomes asymmetric. In particular for crashes the positive tail is
steeper than the negative one whereas the reverse is observed in rally days.
Received 25 February 2000 相似文献
128.
Clustering of volatility as a multiscale phenomenon 总被引:3,自引:0,他引:3
M. Pasquini M. Serva 《The European Physical Journal B - Condensed Matter and Complex Systems》2000,16(1):195-201
The dynamics of prices in financial markets has been studied intensively both experimentally (data analysis) and theoretically
(models). Nevertheless, a complete stochastic characterization of volatility is still lacking. What is well known is that
absolute returns have memory on a long time range, this phenomenon is known as clustering of volatility. In this paper we
show that volatility correlations are power-laws with a non-unique scaling exponent. This kind of multiscale phenomenology
has some analogies with fully developed turbulence and disordered systems and it is now pointed out for financial series.
Starting from historical returns series, we have also derived the volatility distribution, and the results are in agreement
with a log-normal shape. In our study, we consider the New York Stock Exchange (NYSE), daily composite index closes (January
1966 to June 1998) and the US Dollar/Deutsche Mark (USD-DM) noon buying rates certified by the Federal Reserve Bank of New
York (October 1989 to September 1998).
Received 1 February 2000 相似文献
129.
F. Koukiou 《The European Physical Journal B - Condensed Matter and Complex Systems》2000,13(2):203-204
Using the theory of random cluster models, we give a stability criterion for financial markets with random communications
between agents.
Received 25 September 1999 and Received in final form 2 October 1999 相似文献
130.
为社会养老保险制度转轨过程中的“老人”历史债务建立了双随机模型,得到了“老人”历史债务的前二阶段,并对息力累积函数以Wiener过程和Ornstein-Uhlenbeck过程建模得到了的具体表达式。最后做了一个实例,以浙江省某市的实际数据,估算了该市的“老人”历史债务额。 相似文献