Adaptive clustering hierarchy routing(ACHR) establishes a clusters-based hierarchical hybrid routing algorithm with two-hop local visibility for delay tolerant network(DTN).The major contribution of ACHR is the combin...Adaptive clustering hierarchy routing(ACHR) establishes a clusters-based hierarchical hybrid routing algorithm with two-hop local visibility for delay tolerant network(DTN).The major contribution of ACHR is the combination of single copy scheme and multi-copy scheme and the combination of hop-by-hop and multi-hop mechanism ACHR,which has the advantages in simplicity,availability and well-expansibility.The result shows that it can take advantage of the random communication opportunities and local network connectivity,and achieves 1.6 times delivery ratio and 60% overhead compared with its counterpart.展开更多
In order to characterizc large fluctuations of the financial markets and optimize financial portfolio, a new dynamic asset control strategy was proposed in this work. Firstly, a random process item with variable jump ...In order to characterizc large fluctuations of the financial markets and optimize financial portfolio, a new dynamic asset control strategy was proposed in this work. Firstly, a random process item with variable jump intensity was introduced to the existing discrete microstructure model to denote large price fluctuations. The nonparametric method of LEE was used for detecting jumps. Further, the extended Kalman filter and the maximum likelihood method were applied to discrete microstructure modeling and the estimation of two market potential variables： market excess demand and liquidity. At last, based on the estimated variables, an assets allocation strategy using evolutionary algorithm was designed to control the weight of each asset dynamically. Case studies on IBM Stock show that jumps with variable intensity are detected successfully, and the assets allocation strategy may effectively keep the total assets growth or prevent assets loss at the stochastic financial market.展开更多
基金Project(531107040202) supported by the Fundamental Research Funds for the Central Universities of China
文摘Adaptive clustering hierarchy routing(ACHR) establishes a clusters-based hierarchical hybrid routing algorithm with two-hop local visibility for delay tolerant network(DTN).The major contribution of ACHR is the combination of single copy scheme and multi-copy scheme and the combination of hop-by-hop and multi-hop mechanism ACHR,which has the advantages in simplicity,availability and well-expansibility.The result shows that it can take advantage of the random communication opportunities and local network connectivity,and achieves 1.6 times delivery ratio and 60% overhead compared with its counterpart.
基金Projects(71271215,71221061) supported by the National Natural Science Foundation of ChinaProject(2011DFA10440) supported by the International Science&Technology Cooperation Program of ChinaProject(CX2012B067) supported by Hunan Provincial Innovation Foundation for Postgraduate,China
文摘In order to characterizc large fluctuations of the financial markets and optimize financial portfolio, a new dynamic asset control strategy was proposed in this work. Firstly, a random process item with variable jump intensity was introduced to the existing discrete microstructure model to denote large price fluctuations. The nonparametric method of LEE was used for detecting jumps. Further, the extended Kalman filter and the maximum likelihood method were applied to discrete microstructure modeling and the estimation of two market potential variables： market excess demand and liquidity. At last, based on the estimated variables, an assets allocation strategy using evolutionary algorithm was designed to control the weight of each asset dynamically. Case studies on IBM Stock show that jumps with variable intensity are detected successfully, and the assets allocation strategy may effectively keep the total assets growth or prevent assets loss at the stochastic financial market.
