利用社交媒体情感分析的短期股价趋势预测方法

本文旨在利用社交媒体中的情感信息来提升股价涨跌预测性能.与以往粗粒度地使用文本中的情感信息不同,将与某公司特定话题相关的细粒度情感信息引入预测模型中,并提出一个用于短期股价预测的全新特征——"话题-情感",该特征同时抽取话题和情感信息,并协同利用二者来预测股价涨跌.此外,以往的测试数据集中交易日数量非常少或者仅包含单支股票的数据,本文方法构建了包含众多股票的长时间跨度数据集,并在此数据集上验证了细粒度情感分析对股价涨跌预测的良好效用.      

虚拟环境中基于Stackelberg博弈的资源分配

针对虚拟化网络环境中的资源分配和定价问题,结合Stackelberg博弈模型,提出了一种同时满足底层网络和虚拟网络收益最大的资源分配和定价方案,分别设计了底层网络和虚拟网络基于效用和花费的收益函数,给出了在完全信息状态下底层网络和虚拟网络各自收益最大时的最优策略.在不完全信息决策模型下,验证了虚拟网络间非合作博弈的纳什均衡点存在性,为了获取虚拟网络的最优带宽策略和底层网络的最优定价策略,给出了一种分布式的迭代算法.最后通过数值仿真验证了该算法的有效性,取得了参与者的最优策略和子博弈完美纳什均衡.     

零售商公平关切对双回收渠道闭环供应链决策的影响

将零售商的公平关切行为引入到双回收渠道闭环供应链，构建了具有零售商公平关切的3种决策模型，运用博弈理论对其进行分析求解。重点分析了零售商的公平关切行为对不同模型中各渠道成员的最优决策和绩效水平的影响，并利用数值仿真对所得结论进行了验证。研究结果表明，零售商的公平关切行为对各渠道成员的最优策略有很大影响，包括产品批发和零售价格、逆向渠道回收率；同时该行为倾向可为零售商谋取更大的期望效用，但会损害制造商的期望效用，而对第三方期望效用的影响趋势不同。此外，零售商的公平关切行为对3种决策模型总期望效用的影响趋势不同。     

资源优化配置的数学模型

本文讨论了市场条件下资源配置的优化模型，在有限维和无限维两种情况下给出了最优配置的判定定理，并用效用最大理论给出了最优配置方案存在性的证明。     

基于博弈模型的网络安全最优攻防决策方法

为了有效地实施网络安全风险管理,降低安全风险损失,该文基于博弈理论,通过分析攻击者和防御者的攻防交互,设计了一种网络安全最优攻防决策方法。该方法首先根据网络的拓扑信息、节点的可达关系和脆弱性信息,生成网络的状态攻防图,计算攻防图中各原子攻击成功的概率和危害指数,从而得出所有可能攻击路径的成功概率和危害指数,进一步计算不同网络安全状态下攻防双方采取不同攻防策略的效用矩阵。根据状态攻防图,基于非合作非零和博弈模型,提出了一种最优攻防决策算法,结合脆弱点的防控措施,生成了最优攻防策略。通过一个典型的网络实例分析了该方法在网络安全风险管理中的应用。实验结果表明:该方法能够有效地生成最优的攻防决策方案。     

离散型Z-number效用的计算及其应用

针对Z-number效用的问题,提出了离散型Z-number效用的计算方法。首先,针对离散型Znumber的隶属度值的两种分布类型,基于3σ原则和线性函数分别提出了两种不同的将离散型模糊数转化成高斯模糊数和三角模糊数的方法,从而将离散型Z-number转化成连续型Z-number;然后结合连续型Znumber的效用函数,针对转化后的Z-number的4种情形,给出了离散型Z-number效用的计算方法;最后,通过一个多属性决策实例,利用提出的转化方法和计算方法将目标属性信息转化成效用值,并结合基于信息熵的多属性决策方法,给出决策目标的最优排序,从而展现两种离散模糊数的转化方法以及离散型Znumber效用计算方法的可行性和有效性。     

股票价格塑性性质的计量经济模型及实证检验

首先基于股票价格和成交量，根据股票的量价规律，分析了股价波动的塑性性质；然后使用计量经济学方法建立描述股价波动的塑性模型，包括股价塑性基本模型、基本模型的一阶自回归模型、幂指数模型及幂指数模型的一阶自回归模型，基于12支样本股对这些模型进行参数估计和检验。由4种模型均能够通过经济学检验和统计学检验可知股价波动具有塑性性质，且4种形式的股价塑性模型均是可行的。比较4种形式的股价塑性模型的检验结果得出幂指数模型描述股价塑性较为科学、合理。     

不确定模型下内部信息者最优投资-消费问题

在具有扩大信息流的环境下,研究了股价服从跳-扩散模型的内部信息者最优投资-消费问题.构建内部信息者投资-消费模型,并将模型转化为含参数的经典随机微分博弈.利用汉密尔顿函数和伊藤公式得到线性的倒向随机微分方程的解.利用最大值原理得到了不确定模型下的最优内部信息者投资-消费问题.     

带临时需求的预约系统最优能力计划与调度策略

建立带有临时到达需求的预约系统联合能力计划与调度模型，在服务时间服从指数分布且成本函数为单调增凸函数的条件下，证明目标函数是多模函数.基于多模函数的性质给出收敛于精确最优解的邻域搜索算法，同时确定最优调度人数和调度方案，使系统效用最大.通过大量数值实验分析了不同系统参数对最优效用的影响，以及临时到达需求对预约系统设计的影响.实验结果显示，最优调度策略超额预定首个时段，在大多数场景中，临时到达需求降低系统的效用.     

非对称信息下供应链中商业信用激励契约研究

利用委托代理分析框架研究供应链中制造商向零售商提供商业信用的激励作用.通过比较信息对称和非对称信息两种条件下信用激励契约的设计,分析了供应链中制造商与零售商之间的利益博弈,确定了使委托人期望效用最大的契约参数.指出零售商在非对称信息条件下付出的最优努力水平小于信息对称条件下的最优努力水平,随着零售商风险厌恶程度的增大,商业信用的激励作用会减弱.最后,给出了一个算例.     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

Characterization of Ordovician carbonate reservoirs, southeastern Saskatchewan, Canada

The discovery of the prolific Ordovician Red River reservoirs in 1995 in southeastern Saskatchewan was the catalyst for extensive exploration activity which resulted in the discovery of more than 15 new Red River pools. The best yields of Red River production to date have been from dolomite reservoirs. Understanding the processes of dolomitization is, therefore, crucial for the prediction of the connectivity, spatial distribution and heterogeneity of dolomite reservoirs.The Red River reservoirs in the Midale area consist of 3～4 thin dolomitized zones, with a total thickness of about 20 m, which occur at the top of the Yeoman Formation. Two types of replacement dolomite were recognized in the Red River reservoir: dolomitized burrow infills and dolomitized host matrix. The spatial distribution of dolomite suggests that burrowing organisms played an important role in facilitating the fluid flow in the backfilled sediments. This resulted in penecontemporaneous dolomitization of burrow infills by normal seawater. The dolomite in the host matrix is interpreted as having occurred at shallow burial by evaporitic seawater during precipitation of Lake Almar anhydrite that immediately overlies the Yeoman Formation. However, the low δ18O values of dolomited burrow infills (-5.9‰～ -7.8‰, PDB) and matrix dolomites (-6.6‰～ -8.1‰, avg. -7.4‰ PDB) compared to the estimated values for the late Ordovician marine dolomite could be attributed to modification and alteration of dolomite at higher temperatures during deeper burial, which could also be responsible for its 87Sr/86Sr ratios (0.7084～0.7088) that are higher than suggested for the late Ordovician seawaters (0.7078～0.7080). The trace amounts of saddle dolomite cement in the Red River carbonates are probably related to "cannibalization" of earlier replacement dolomite during the chemical compaction.     

Features of Women's language

Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women＇s language from these perspectives： pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women＇s language, more attention should be paid to language use in social context. What＇s more, the linguistic phenomena in a speaking community can be understood more thoroughly.     

A computer generator for randomly layered structures

AcomputergeneratorforrandomlylayeredstructuresYUJia shun1,2,HEZhen hua2(1.TheInstituteofGeologicalandNuclearSciences,NewZealand;2.StateKeyLaboratoryofOilandGasReservoirGeologyandExploitation,ChengduUniversityofTechnology,China)Abstract:Analgorithmisintrod…     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

An Index mechanism for multi-scale view in spatial databases

There are numerous geometric objects stored in the spatial databases. An importance function in a spatial database is that users can browse the geometric objects as a map efficiently. Thus the spatial database should display the geometric objects users concern about swiftly onto the display window. This process includes two operations:retrieve data from database and then draw them onto screen. Accordingly, to improve the efficiency, we should try to reduce time of both retrieving object and displaying them. The former can be achieved with the aid of spatial index such as R-tree, the latter require to simplify the objects. Simplification means that objects are shown with sufficient but not with unnecessary detail which depend on the scale of browse. So the major problem is how to retrieve data at different detail level efficiently. This paper introduces the implementation of a multi-scale index in the spatial database SISP (Spatial Information Shared Platform) which is generalized from R-tree. The difference between the generalization and the R-tree lies on two facets: One is that every node and geometric object in the generalization is assigned with a importance value which denote the importance of them, and every vertex in the objects are assigned with a importance value,too. The importance value can be use to decide which data should be retrieve from disk in a query. The other difference is that geometric objects in the generalization are divided into one or more sub-blocks, and vertexes are total ordered by their importance value. With the help of the generalized R-tree, one can easily retrieve data at different detail levels.Some experiments are performed on real-life data to evaluate the performance of solutions that separately use normal spatial index and multi-scale spatial index. The results show that the solution using multi-scale index in SISP is satisfying.     

海南岛地体及其毗邻陆缘晚中生代—新生代古地磁研究和构造演化

本文叙述了对海南岛及其毗邻大陆边缘白垩纪到第四纪地层岩石进行古地磁研究的全部工作过程。通过分析岩石中剩余磁矢量的磁偏角及磁倾角的变化,提出海南岛白垩纪以来经历的构造演化模式如下:早期伴随顺时针旋转而向南迁移,后期伴随逆时针转动并向北运移。联系该地区及邻区的地质、地球物理资料,对海南岛上述的构造地体运动提出以下认识:北部湾内早期有一拉张作用,主要是该作用使湾内地壳显著伸长减薄,形成北部湾盆地。从而导致了海南岛的早期构造运动,而海南岛后期的构造运动则主要是受南海海底扩张的影响。海南地体运动规律的阐明对于了解北部湾油气盆地的形成演化有重要的理论和实际意义。     

《Chinese Science Bulletin》SUBJECT INDEX TO VOLUME 59(2014)

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Achieving Unusual States of Matter Under High Pressure

The elongation method,originally proposed by Imamura was further developed for many years in our group.As a method towards O(N)with high efficiency and high accuracy for any dimensional systems.This treatment designed for one-dimensional(ID)polymers is now available for three-dimensional(3D)systems,but geometry optimization is now possible only for 1D-systems.As an approach toward post-Hartree-Fock,it was also extended to