The effect of a market factor on information flow between stocks using the minimal spanning tree

We empirically investigated the effects of market factors on the information flow created from N(N−1)/2 linkage relationships among stocks. We also examined the possibility of employing the minimal spanning tree (MST) method, which is capable of reducing the number of links to N−1. We determined that market factors carry important information value regarding information flow among stocks. Moreover, the information flow among stocks showed time-varying properties according to the changes in market status. In particular, we noted that the information flow increased dramatically during periods of market crises. Finally, we confirmed, via the MST method, that the information flow among stocks could be assessed effectively with the reduced linkage relationships among all links among stocks from the perspective of the overall market.     

一种求解Riccati代数方程的新方法——矩阵符号函数法

本文提出一种用矩阵符号函数求解Riccati代数方程的新方法,导出了一个改进迭代格式,文中提出的计算矩阵符号函数的三阶收敛迭代格式,可进一步提高收敛速度。     

Banach空间中微分方程的单调迭代技巧与上、下解方法

本文研究了 Banach 空间 E 中一阶微分方程的初值问题,建立了两条定理,即文中的定理2.1与定理3.1。定理2.1给出了一个比较结果。定理3.1讨论了如何用单调技巧构造单调一致收敛到方程的最小与最大解序列。参考文献[1]中的结果是本定理的一个特例.     

线性变换的极限性质

本文讨论了单峰线性变换的迭代规律，将文献[1]中在实数域上提出的有关定理扩展到了复数域，并对这类变换的主值做了一些刻划。     

完备格上Fuzzy关系方程的解是极小元的一个充要条件

在完备格L上给出方程∨j∈J(aj∧xj) =b的解集非空时 ,解集中的解是极小元的一个充要条件及解集中的解有极小元的一个充分条件 .讨论了与格论有关的一些性质 ,并给出了一个开问题 .     

Fuzzy半群中的极小Fuzzy理想

本文先给出Ｆｕｚｙ半群中极小Ｆｕｚｙ理想的一些代数性质,进而利用极小Ｆｕｚｙ理想刻划Ｆｕｚｚｙ单半群的一些代数性质     

Infimum Properties Differ in the Weak Truth-table Degrees and the Turing Degrees

Abstract We prove that there are non-recursive r.e. sets A and C with A < _T C such that for every set . Both authors are supported by “863” and the National Science Foundation of China     

Chern-Osserman inequality for minimal surfaces in H

We obtain Chern-Osserman's inequality of a complete properly immersed minimal surface in hyperbolic -space, provided the -norm of the second fundamental form of the surface is finite.

     

Syndetically proximal pairs

For continuous self-maps of compact metric spaces, we study the syndetically proximal relation, and in particular we identify certain sufficient conditions for the syndetically proximal cell of each point to be small. We show that any interval map f with positive topological entropy has a syndetically scrambled Cantor set, and an uncountable syndetically scrambled set invariant under some power of f. In the process of proving this, we improve a classical result about interval maps and establish that if f is an interval map with positive topological entropy and m?2, then there is n∈N such that the one-sided full shift on m symbols is topologically conjugate to a subsystem of fn² (the classical result gives only semi-conjugacy).     

A maintenance model with failures and inspection following Markovian arrival processes and two repair modes

We consider a deteriorating system submitted to external and internal failures, whose deterioration level is known by means of inspections. There are two types of repairs: minimal and perfect, depending on the deterioration level, each one following a different phase-type distribution. The failures and the inspections follow different Markovian arrival processes (MAP). Under these assumptions, the system is governed by a generalized Markov process, whose state space and generator are constructed. This general model includes the phase-type renewal process as a special case. The distribution of the number of minimal and perfect repairs between two inspections are determined. A numerical application optimizing costs is performed, and different particular cases of the model are compared.