Index tracking is known to be a passive portfolio management strategy by replicating the performance of a real or virtual index.However,the full replication,which considers all the asserts consisted of the index,often...Index tracking is known to be a passive portfolio management strategy by replicating the performance of a real or virtual index.However,the full replication,which considers all the asserts consisted of the index,often suffers from small and illiquid positions and large transaction costs.Thus,it is preferred to purchase sparse portfolios.Besides,existing literature pointed out the phenomenon of the co-movement in assert returns,indicating that the index tracking problems possibly contain group structures together with sparsity.Based on the consideration of the grouping effects and sparsity in index tracking problems,this paper proposes a grouping sparse index tracking model with nonnegative restrictions.We derive a modified version of coordinate decent algorithm for solving the model.The asymptotic properties are also discussed in detail.To show the efficiency of the model,we apply it into the constrained index tracking problem in Shanghai stock market,i.e.tracking SSE 50 Index.By selecting about 10 stocks,the result shows that nonnegative group lasso outperforms nonnegative lasso in assert allocation.展开更多
A generalized multiple-mode prolate spherical wave functions (PSWFs) multi-carrier with index modulation approach is proposed with the purpose of improving the spectral efficiency of PSWFs multi-carrier systems. The p...A generalized multiple-mode prolate spherical wave functions (PSWFs) multi-carrier with index modulation approach is proposed with the purpose of improving the spectral efficiency of PSWFs multi-carrier systems. The proposed method,based on the optimized multi-index modulation, does not limit the number of signals in the first and second constellations and abandons the concept of limiting the number of signals in different constellations. It successfully increases the spectrum efficiency of the system while expanding the number of modulation symbol combinations and the index dimension of PSWFs signals. The proposed method outperforms the PSWFs multi-carrier index modulation method based on optimized multiple indexes in terms of spectrum efficiency, but at the expense of system computational complexity and bit error performance. For example, with n=10 subcarriers and a bit error rate of 1×10^(-5),spectral efficiency can be raised by roughly 12.4%.展开更多
To investigate the mechanical response during failure and the impact tendency characteristics of gangue-coal combined structure,uniaxial compression tests were conducted on nine groups of combined structures,each with...To investigate the mechanical response during failure and the impact tendency characteristics of gangue-coal combined structure,uniaxial compression tests were conducted on nine groups of combined structures,each with varying gangue thicknesses and positions.The response patterns of compressive strength,elastic modulus,pre-peak accumulated energy,elastic energy index,and impact energy index were systematically analyzed.Furthermore,a new index for evaluating the impact tendency of gangue-containing coal was proposed,and its effectiveness was verified.The findings are as follows:(1)As the gangue thickness increases,both the compressive strength and the pre-peak energy of the combined structure decrease,whereas the elastic modulus increases accordingly.When the gangue is located in the lower middle position,the combined structure exhibits the lowest compressive strength and elastic modulus but the highest pre peak energy.(2)As the gangue shifts toward the middle position of the combined structure,the failure mode gradually transitions from comple te“crushing”failure to an incomplete“point-type”failure.As gangue thickness further increases,the failure region evolves from overall failure to localized failure,with the degree of failure shifting from complete to incomplete.The K_(crc)value corresponding to“crushing”complete failure is higher and has a stronger impact tendency compared to“point-type”incomplete failure.(3)The proposed comprehensive impact instability evaluation index K_(crc)for the gangue-coal combined structure has shown a significant positive correlation with compressive strength(R_(c))and impact energy index(K_(E)),further verifyi ng its rationality in comprehensively assessing the impact tendency of gangue-containing coal bodies.Applying this index to the evaluation of gangue-containing coal seams provides a more accurate reflection of their impact tendency compared with the residual energy index,which has a wide range of potential applications and practical significance.展开更多
Aiming at the characteristics of multi-stage and(extremely)small samples of the identification problem of key effectiveness indexes of weapon equipment system-of-systems(WESoS),a Bayesian intelligent identification an...Aiming at the characteristics of multi-stage and(extremely)small samples of the identification problem of key effectiveness indexes of weapon equipment system-of-systems(WESoS),a Bayesian intelligent identification and inference model for system effectiveness assessment indexes based on dynamic grey incidence is proposed.The method uses multi-layer Bayesian techniques,makes full use of historical statistics and empirical information,and determines the Bayesian estima-tion of the incidence degree of indexes,which effectively solves the difficulties of small sample size of effectiveness indexes and difficulty in obtaining incidence rules between indexes.Sec-ondly,The method quantifies the incidence relationship between evaluation indexes and combat effectiveness based on Bayesian posterior grey incidence,and then identifies key system effec-tiveness evaluation indexes.Finally,the proposed method is applied to a case of screening key effectiveness indexes of a missile defensive system,and the analysis results show that the proposed method can fuse multi-moment information and extract multi-stage key indexes,and has good data extraction capability in the case of small samples.展开更多
The coal of Anyuan Mine has the characteristic of easy spontaneous combustion. Conventional method is difficult to predict it. Coal samples from this mine were tested in laboratory. The data obtained from laboratory d...The coal of Anyuan Mine has the characteristic of easy spontaneous combustion. Conventional method is difficult to predict it. Coal samples from this mine were tested in laboratory. The data obtained from laboratory determination were initialized for the value which was defined as "K". The ratio of each index gas and value of "K", and the ratio of combination index gases and value of "K", were analyzed simultaneously. The research results show that for this coal mine, if there is carbon monoxide in the gas sample, the phenomenon of oxidation and temperature rising for coal exists in this mine; if there is C_2H_4 in the gas sample, the temperature of coal perhaps exceeds 130 °C. If the coal temperature is between 35 °C and 130 °C, prediction and forecast for coal spontaneous combustion depend on the value of Φ(CO)/K mainly; if the temperature of coal is between 130 °C and 300 °C, prediction and forecast for coal spontaneous combustion depend on the value of Φ(C_2H_6)/Φ(C_2H_2) and Φ(C_2H_6)/K. The research results provide experimental basis for the prediction of coal spontaneous combustion in Anyuan coal mine, and have better guidance on safe production of this coal mine.展开更多
基金supported by the Science and Technology Research Program of Chongqing Municipal Education Commission(Grant No.KJQN202400514)the Foundation Project of Chongqing Normal University(Grand No.23XLB020)+1 种基金partly supported by Chongqing Social Science Planning Doctoral Program(Grant No.2022BS064)the Science and Technology Research Program of Chongqing Municipal Education Commission(Grant No.KJQN202301541)。
文摘Index tracking is known to be a passive portfolio management strategy by replicating the performance of a real or virtual index.However,the full replication,which considers all the asserts consisted of the index,often suffers from small and illiquid positions and large transaction costs.Thus,it is preferred to purchase sparse portfolios.Besides,existing literature pointed out the phenomenon of the co-movement in assert returns,indicating that the index tracking problems possibly contain group structures together with sparsity.Based on the consideration of the grouping effects and sparsity in index tracking problems,this paper proposes a grouping sparse index tracking model with nonnegative restrictions.We derive a modified version of coordinate decent algorithm for solving the model.The asymptotic properties are also discussed in detail.To show the efficiency of the model,we apply it into the constrained index tracking problem in Shanghai stock market,i.e.tracking SSE 50 Index.By selecting about 10 stocks,the result shows that nonnegative group lasso outperforms nonnegative lasso in assert allocation.
基金supported by the China National Postdoctoral Program for Innovative Talents(BX20200039)the Special Fund Project of“Mount Taishan Scholars”Construction Project in Shandong Province(ts20081130).
文摘A generalized multiple-mode prolate spherical wave functions (PSWFs) multi-carrier with index modulation approach is proposed with the purpose of improving the spectral efficiency of PSWFs multi-carrier systems. The proposed method,based on the optimized multi-index modulation, does not limit the number of signals in the first and second constellations and abandons the concept of limiting the number of signals in different constellations. It successfully increases the spectrum efficiency of the system while expanding the number of modulation symbol combinations and the index dimension of PSWFs signals. The proposed method outperforms the PSWFs multi-carrier index modulation method based on optimized multiple indexes in terms of spectrum efficiency, but at the expense of system computational complexity and bit error performance. For example, with n=10 subcarriers and a bit error rate of 1×10^(-5),spectral efficiency can be raised by roughly 12.4%.
基金Project(52274130)supported by the National Natural Science Foundation of ChinaProject(ZR2024ZD22)supported by the Major Basic Research Project of the Shandong Provincial Natural Science Foundation,China+1 种基金Project(2023375)supported by the Guizhou University Research and Innovation Team,ChinaProject(LH[2024]-026)supported by the Guizhou Science and Technology Plan Project,China。
文摘To investigate the mechanical response during failure and the impact tendency characteristics of gangue-coal combined structure,uniaxial compression tests were conducted on nine groups of combined structures,each with varying gangue thicknesses and positions.The response patterns of compressive strength,elastic modulus,pre-peak accumulated energy,elastic energy index,and impact energy index were systematically analyzed.Furthermore,a new index for evaluating the impact tendency of gangue-containing coal was proposed,and its effectiveness was verified.The findings are as follows:(1)As the gangue thickness increases,both the compressive strength and the pre-peak energy of the combined structure decrease,whereas the elastic modulus increases accordingly.When the gangue is located in the lower middle position,the combined structure exhibits the lowest compressive strength and elastic modulus but the highest pre peak energy.(2)As the gangue shifts toward the middle position of the combined structure,the failure mode gradually transitions from comple te“crushing”failure to an incomplete“point-type”failure.As gangue thickness further increases,the failure region evolves from overall failure to localized failure,with the degree of failure shifting from complete to incomplete.The K_(crc)value corresponding to“crushing”complete failure is higher and has a stronger impact tendency compared to“point-type”incomplete failure.(3)The proposed comprehensive impact instability evaluation index K_(crc)for the gangue-coal combined structure has shown a significant positive correlation with compressive strength(R_(c))and impact energy index(K_(E)),further verifyi ng its rationality in comprehensively assessing the impact tendency of gangue-containing coal bodies.Applying this index to the evaluation of gangue-containing coal seams provides a more accurate reflection of their impact tendency compared with the residual energy index,which has a wide range of potential applications and practical significance.
基金supported by the National Natural Science Foundation of China(72271124,72071111).
文摘Aiming at the characteristics of multi-stage and(extremely)small samples of the identification problem of key effectiveness indexes of weapon equipment system-of-systems(WESoS),a Bayesian intelligent identification and inference model for system effectiveness assessment indexes based on dynamic grey incidence is proposed.The method uses multi-layer Bayesian techniques,makes full use of historical statistics and empirical information,and determines the Bayesian estima-tion of the incidence degree of indexes,which effectively solves the difficulties of small sample size of effectiveness indexes and difficulty in obtaining incidence rules between indexes.Sec-ondly,The method quantifies the incidence relationship between evaluation indexes and combat effectiveness based on Bayesian posterior grey incidence,and then identifies key system effec-tiveness evaluation indexes.Finally,the proposed method is applied to a case of screening key effectiveness indexes of a missile defensive system,and the analysis results show that the proposed method can fuse multi-moment information and extract multi-stage key indexes,and has good data extraction capability in the case of small samples.
基金Projects(51274099,51474106)supported by the National Natural Science Foundation of China
文摘The coal of Anyuan Mine has the characteristic of easy spontaneous combustion. Conventional method is difficult to predict it. Coal samples from this mine were tested in laboratory. The data obtained from laboratory determination were initialized for the value which was defined as "K". The ratio of each index gas and value of "K", and the ratio of combination index gases and value of "K", were analyzed simultaneously. The research results show that for this coal mine, if there is carbon monoxide in the gas sample, the phenomenon of oxidation and temperature rising for coal exists in this mine; if there is C_2H_4 in the gas sample, the temperature of coal perhaps exceeds 130 °C. If the coal temperature is between 35 °C and 130 °C, prediction and forecast for coal spontaneous combustion depend on the value of Φ(CO)/K mainly; if the temperature of coal is between 130 °C and 300 °C, prediction and forecast for coal spontaneous combustion depend on the value of Φ(C_2H_6)/Φ(C_2H_2) and Φ(C_2H_6)/K. The research results provide experimental basis for the prediction of coal spontaneous combustion in Anyuan coal mine, and have better guidance on safe production of this coal mine.
