摘要:
The risk-return trade-off refers to the compensation required by investors for bearing risks, which can be viewed as the risk preference of investors in a market. The current study investigates the dynamic interdependence of risk-return trade-offs between China's stock market and the crude oil market from the perspective of risk preference of investors, which is designed to explore the transmission process of investors' risk preference in both markets. Specifically, this study applies the time-varying parameter GARCH-M model, namely TVP-GARCH-M model, to characterize the time-dependent risk-return trade-offs (investors' risk preferences) in the crude oil and China's stock markets, then examines their relationship through Granger causality tests. Results show that a variation in risk preferences of the oil market investors can dramatically cause a variation in risk preferences of the Chinese stock market investors, while the risk preference of investors in the Chinese stock market does not lead to that in the crude oil market, which is in accordance with expectations. The dynamic effect of investors' risk appetite in the crude oil market is further examined by the TVP-VAR model. The findings of this work suggest that there generally exists a positive impact of investors' risk preference in the oil market and that the effect is time-varying to a greater degree during the short and medium term. Moreover, responses of the Chinese stock market investors' risk preference were more significant during the 2008 financial crisis. Additionally, the empirical results remain robust when applying alternative crude oil prices and China's stock prices.
作者机构:
[Wang, Ping] Xiamen Inst Technol, Data Sci & Intelligent Engn Sch, Xiamen 361021, Fujian, Peoples R China.;[Wang, F; Peng, Xin-Yu; Wang, Fang] Changsha Univ Sci & Technol, Sch Math & Stat, Changsha, Peoples R China.
通讯机构:
[Wang, F ] C;Changsha Univ Sci & Technol, Sch Math & Stat, Changsha, Peoples R China.
关键词:
W transform;integral transform;differential equation;integral equation
摘要:
The main purpose of this paper is to introduce a new integral transform named the W transform. We have been obtained some important results about the W trans -form. At the same time, the relation between the W transform and other transforms has been established. In order to prove the efficiency of this transform, we have solved the differential equations and integral equations.
摘要:
This article examines the effect of the Engle-Granger (E-G) price spillover network characteristics on firm's stock liquidity with a longitudinal dataset of FTSE 350 from 2006 to 2021. We find that the subprime crisis, European debt sovereign crisis, British Brexit and COVID-19 caused dramatic network structure change. We also find that firms with higher centrality are likely to suffer from more or greater price shocks leading to lower stock liquidity. Finally, the robust of our results has also been identified, and a general framework for network characteristics and stock liquidity has been established to some extent.
期刊:
Journal of Differential Equations,2023年355:369-385 ISSN:0022-0396
通讯作者:
Jianhong Wu
作者机构:
[Huang, Chuangxia] Changsha Univ Sci & Technol, Sch Math & Stat, Hunan Prov Key Lab Math Modeling & Anal Engn, Changsha 410114, Hunan, Peoples R China.;[Wu, Jianhong] York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada.
通讯机构:
[Jianhong Wu] D;Department of Mathematics and Statistics, York University, Toronto, M3J 1P3, ON, Canada
关键词:
Tick population model;Persistence;Exponential stability;Developmental delay;Diapause-induced delay
摘要:
We argue that self-regulation in tick population dynamics in the natural world is not associated with the egg-production saturation, that was normally assumed in existing literature and modeled using the Ricker reproduction function. We argue that the nonlinearity and self-regulatory inhibition appear in the synergistic effect of tick cooperation and the crowding within groups, and an appropriate nonlinearity can be the sub -linear Gamma-Ricker function. We also noticed that the diapaused development leads to multiple time lags in a structured tick population dynamics model, leading to a scalar delay differential equation with two time lags appearing in the sub-linear Gamma-Ricker nonlinearity. This model has always one and only one positive equilibrium. Here we develop sharp conditions for this model to exhibit persistence and global convergence behaviors. (c) 2023 Elsevier Inc. All rights reserved.
期刊:
Mathematics and Computers in Simulation,2023年 ISSN:0378-4754
通讯作者:
Le Li
作者机构:
School of Mathematics and Statistics, Changsha University of Science and Technology, Changsha, 410114, Hunan, China;Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering, Changsha, 410114, Hunan, China;[Wenke Wang; Le Li] School of Meteorology and Oceanography, National University of Defense Technology, Changsha, 410114, Hunan, China;[Xinhui Yan; Chuangxia Huang] School of Mathematics and Statistics, Changsha University of Science and Technology, Changsha, 410114, Hunan, China<&wdkj&>Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering, Changsha, 410114, Hunan, China
通讯机构:
[Le Li] S;School of Meteorology and Oceanography, National University of Defense Technology, Changsha, 410114, Hunan, China
摘要:
The autonomous underwater vehicle (AUV), due to its flexibility, safety, and other characteristics, has been widely used in various marine applications such as underwater mapping, marine ecological monitoring and marine scientific. When navigating in complex and ever-changing ocean currents, one of the key challenges in AUV control is how to effectively avoid unknown obstacles such as sunken ships and reefs, and plan the route to reach the target point. In this paper, based on partially measured ocean current velocities, the Navier–Stokes equations (N–S equations) are used to characterize the ocean current velocities within a small-scale region. Furthermore, the improved artificial potential field method is used for path planning after integrating the velocity information. Simulation and experiments indicate that the proposed algorithm is better suited to complex marine environments.
摘要:
By introducing two parameters in the splittings of the matrices A and B, this paper presents a parameterized accelerated iteration (PAI) method for solving the matrix equation
$$AXB=C$$
. The convergence property of the PAI method and the choices of the parameters are thoroughly investigated. Additionally, based on some special splittings of the matrices A and B, several variants of the PAI method are established. Furthermore, for some certain cases, the optimal parameters can be determined, and it is demonstrated that the PAI method is more efficient than the gradient-based iteration (GBI) method (Ding et al. Appl. Math. Comput. 197, 41–50 2008). Finally, by comparing it with several existing iteration methods, the effectiveness of the PAI method is verified through four numerical examples.
作者机构:
[Xiao, Sheng; Liu, Xiang-dong] Jinan Univ, Sch econ, Guangzhou 510632, Peoples R China.;[Li, Ying-qiu] Changsha Univ Sci & Technol, Sch Math & Stat, Changsha 410004, Peoples R China.;[Li, Ying-qiu] Changsha Univ Sci & Technol, Hunan Prov Key Lab Math Modeling & Anal Engn, Changsha 410004, Peoples R China.
通讯机构:
[Ying-qiu Li] S;School of Mathematics and Statistics, Changsha University of Science and Technology, Changsha, China<&wdkj&>Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering, Changsha University of Science and Technology, Changsha, China
摘要:
Let (Zn) be a supercritical bisexual branching process in a random environment ξ. We study the almost sure (a.s.) convergence rate of the submartingale
$$\overline{W}_{n}=Z_{n}/I_{n}$$
to its limit
$$\overline{W}$$
, where (In) is an usually used norming sequence. We prove that under a moment condition of order p ∈ (1, 2),
$$\overline{W}-\overline{W}_{n}=o(e^{-na})$$
a.s. for some a > 0 that we find explicitly; assuming the logarithmic moment condition holds, we have
$$\overline{W}-\overline{W}_{n}=o(n^{-\alpha})$$
a.s.. In order to obtain these results, we provide the Lp — convergence of (
$$\overline{W}_{n}$$
); similar conclusions hold for a bisexual branching process in a varying environment.
摘要:
Assume that (C, E, s) is an extriangulated category satisfying Condition (WIC). Let (Q, (R) over tilde) and ((Q) over tilde, R) be two hereditary cotorsion pairs with (R) over tilde subset of R, (Q) over tilde subset of Q and (Q) over tilde boolean AND R = Q boolean AND (R) over tilde. Then there exists a unique thick class W for which (Q, W, R) is a Hovey triple. This result generalizes the work by Gillespie in an exact case. Moreover, it highlights new phenomena when applied to triangulated categories.
摘要:
Let
$${\cal C}$$
be a Krull–Schmidt n-exangulated category and
$${\cal A}$$
be an n-extension closed subcategory of
$${\cal C}$$
. Then
$${\cal A}$$
inherits the n-exangulated structure from the given n-exangulated category in a natural way. This construction gives n-exangulated categories which are neither n-exact categories in the sense of Jasso nor (n + 2)-angulated categories in the sense of Geiss–Keller–Oppermann in general. Furthermore, we also give a sufficient condition on when an n-exangulated category
$${\cal A}$$
is an n-exact category. These results generalize work by Klapproth and Zhou.
摘要:
会聚区是深海水声传播重要的物理现象,对其准确建模和计算是深海远程水声探测与通信的基础.但深海会聚区缺乏明确的数学描述,特别是对于地球曲率所导致的系统误差,目前主要采用近似计算与曲率修正相结合的方法,尚无精确会聚区数学模型.本文基于水声射线黎曼几何建模基础理论研究,在弯曲球体流形上开展深海会聚区建模,在分析总结会聚区物理特征的基础上,给出深海会聚区黎曼几何描述,得到深海会聚区位置、距离的分析形式和基于黎曼几何概念的计算方法,为深海会聚区——这一重要的深海声学现象探索赋予黎曼几何学意义.以Munk声速剖面为例,对比分析深海会聚区在曲率修正和采用黎曼几何方法在球体流形上建模两种情形的时空分布,验证了本文提出的深海会聚区黎曼几何模型的有效性,结果显示近海面处的会聚区宽度随声传播呈现先变大后变小的规律,最大约20 km,最小约4 km.
作者机构:
[Sun, Cheng] Hunan Normal Univ, Sch Math & Stat, Changsha 410081, Peoples R China.;[Wu, Xingjin; Zhang, Jin; Wen, Pei; Zhang, Shiwen] Hunan Normal Univ, Coll Informat Sci & Engn, Changsha 410081, Peoples R China.;[Zhang, Jin] Changsha Univ Sci & Technol, Sch Comp & Commun Engn, Changsha 410114, Peoples R China.;[Gong, Hongfang] Changsha Univ Sci & Technol, Sch Math & Stat, Changsha 410114, Peoples R China.
通讯机构:
[Jin Zhang] C;College of Information Science and Engineering, Hunan Normal University, Changsha 410081, China<&wdkj&>School of Computer and Communication Engineering, Changsha University of Science and Technology, Changsha 410114, China<&wdkj&>Author to whom correspondence should be addressed.
关键词:
face detection;adaptive fusion;Classroom-Face
摘要:
Face detection in the classroom environment is the basis for student face recognition, sensorless attendance, and concentration analysis. Due to equipment, lighting, and the uncontrollability of students in an unconstrained environment, images include many moving faces, occluded faces, and extremely small faces in a classroom environment. Since the image sent to the detector will be resized to a smaller size, the face information extracted by the detector is very limited. This seriously affects the accuracy of face detection. Therefore, this paper proposes an adaptive fusion-based YOLOv5 method for face detection in classroom environments. First, a very small face detection layer in YOLOv5 is added to enhance the YOLOv5 baseline, and an adaptive fusion backbone network based on multi-scale features is proposed, which has the ability to feature fusion and rich feature information. Second, the adaptive spatial feature fusion strategy is applied to the network, considering the face location information and semantic information. Finally, a face dataset Classroom-Face in the classroom environment is creatively proposed, and it is verified with our method. The experimental results show that, compared with YOLOv5 or other traditional algorithms, our algorithm portrays better performance in WIDER-FACE Dataset and Classroom-Face dataset.
摘要:
In this article, we introduce the notion of a pre-(n + 2)-angulated category as a higher dimensional analogue of a pre-triangulated category defined by Beligiannis-Reiten. We first show that the idempotent completion of a pre-(n + 2)-angulated category admits a unique pre-(n + 2)-angulated structure. Let (if,E,s) be an n-exangulated category and X be a strongly functorially finite subcategory of if. We then show that the quotient category if/X is a pre-(n + 2)-angulated category. These results allow to construct several examples of pre-(n + 2)-angulated categories. Moreover, we also give a necessary and sufficient condition for the quotient if/X to be an (n + 2)-angulated category.(c) 2023 Elsevier Inc. All rights reserved.
摘要:
The parabolic systems for migration of groundwater contaminants are studied through the semi-analytic method (SAM). For systems, a modification of the classic trigonometric basis function (TBF) is proposed that successfully obtains the solution on the available boundary data and improves accuracy. The method is based on a theory that removes instability and keeps the same accuracy. However, especially when using SAM schemes with acceptable stability properties, one is still faced with the considerable task of linearizing the systems, consequently, the linearization of the systems which approximate the nonlinear term with the first order derivative is introduced. The final approximation is given by the summation of the primary approximation, radial basis functions (RBFs), and the related TBFs which are determined by the homogeneous boundary conditions. Then the approximation is substituted back to the governing equations where the unknown coefficients can be determined. The efficiency of the algorithm is highlighted by numerical simulations relating to a model on test cases with analytical solutions and without an analytical solution.