Asymmetric responses of international stock markets to trading volume

The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market.     

The VC dimension of k‐uniform random hypergraphs

A set of vertices is shattered in a hypergraph if any of its subsets is obtained as the intersection of an edge with the set. The VC dimension is the size of the largest shattered subset. Under the binomial model of k‐uniform random hypergraphs, the threshold function for the VC dimension to be larger than a given integer is obtained. The same is done for the testing dimension, which is the largest integer d such that all sets of cardinality d are shattered. © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2007     

基于离差最大化原理的灰色综合评判方法及其应用

在灰色综合隶属度评价方法基础上,按照离差最大化原理,提出了一种品种区域试验的新的确定权重的方法.应用这种方法,对2002-2003年度国家黄淮南片小麦冬水组区域试验进行了分析.结果表明,这种分析方法克服了通常专家调查法和层次分析法主观随意性强的缺点,因而其分析结果更加客观、可靠.大面积生产实践也表明该方法具有一定可行性和有效性.     

Micromagnetic analysis of transition noise for high-density perpendicular recording

In this paper, specific issues related to high-density perpendicular magnetic recording processes, such as transition noise properties and cross-track correlation lengths, were investigated with the help of micromagnetic analysis. The effects of media parameters were taken into consideration, including intergranular exchange coupling, and exchange distribution, irregular grain shapes, magnetization saturation distribution, and anisotropy distribution. The micromagnetic simulation results showed that the effect of anisotropy distribution on transition noise is more significant than magnetization saturation distribution, and it is crucial to reduce this effect to achieve a high signal-to-noise ratio. Additionally, a new method to further estimate the partial erasure threshold was proposed to approximate the partial erasure effects, and the relation between the microtrack jitter and total track jitter was investigated.     

居民收入和消费预测的灰理论方法

阐述灰色模型GM(1,1)建立及检验的基本理论和方法.并依据2000年—2005年浙江农村居民人均纯收入和人均生活消费数据,利用GM(1,1)模型建模方法,对“十一五”期间浙江农民的纯收入和生活消费进行了预测.     

选择最小方差阈值的判别式方法

本文阐述了选择最小方差阈值的各次累积矩判别式方法,证明了零次矩判别式最小方差阈值选择法在理论上可使统计累积矩的次数降到最低,在实用上可进一步减少运算量。     

介绍一种二元阈值方法在股票指数上的应用

二元极值的阈值方法的一个发展是用来考虑两个变量的联合分布。这个方法是建立在二元极值的点过程表示法的基础上。本文用参数 (Logistic模型 )和非参数模型对 1992 1999年的上海、深圳日收盘指数对数收益进行分析并给出分析结果。     

一类含有非线性传染率的传染病模型的全局稳定性

讨论了一类带有非线性传染率的SIRS型传染病模型,得到了无病平衡点和地方病平衡点存在的阈值条件,借助构造Dulac函数和Liapunov函数,找到了两类平衡点全局渐近稳定的充要条件.     

污染环境中两种群的生存阈值

本文利用积分均值法研究了伪酱油果蝇和锯形果蝇在污染环境中的数学模型。给出了两种群的生存闽值。     

岩石扩容现象与超声横波特征参数相互关系研究评述

介绍了岩石扩容现象与超声皮特征参数相互关系相关专业领域研究的现状及其应用，在用横波速度最大值（Vsmax）来分析岩石微裂纹初始扩展时的应力值（应力门槛值）新方法的基础上，建议利用主动的人工横波震源，应力门槛值、Vsmax后的横波速度值与岩石裂纹加速发展的同步减小特性，更深入地进入地震破裂丛集及前兆特征的研究，有可能建立地震和地质灾害性预报的新方法，并提出利用利用传统方法研究岩石扩容机理，应力门槛值，泊松比等的同时，进行岩石扩容现象，声发射和超声波横波等特性参相互关系研究的新思路。