Fuzzy Views on Black-Litterman Portfolio Selection Model

In this paper, views of investor are described in fuzzy sets, and two fuzzy Black-Litterman models are constructed with fuzzy views and fuzzy random views respectively. In the models, expected returns and uncertainty matrix of views are redefined and the views are formulated by fuzzy approaches suitably. Then the models are tested with data from Chinese financial markets. Empirical results show that the fuzzy random views model performs the best, and both the fuzzy models are better than the traditional ones, demonstrating that the fuzzy approaches can contain more information in the views and measure the uncertainty more correctly.     

新生代农民工收入消费统计分析——基于郑州市817位新生代农民工调查数据

近年来,我国农民工群体正处在代际更替的阶段,新生代农民工有其独特的消费观念、消费结构和消费行为。同时,新生代农民工也面临生产生活方式和消费方式的变化,其收入提高与消费行为转变更是实现我国经济转型的重要推动力。基于此,本文选取郑州市作为样本地区,对新生代农民工的收入状况、消费观念和消费行为进行实地调查,运用Logist模型分析其收入状况、消费观念对其消费行为选择的影响。最后,从改善新生代农民工收入状况、人力资本提升和消费观念的引导等方面提出科学、合理的建议。     

Speeding Up the GVW Algorithm via a Substituting Method

Journal of Systems Science and Complexity - The GVW algorithm is an efficient signature-based algorithm for computing Gröbner bases. In this paper, the authors consider the implementation of...     

Simultaneous anti-windup synthesis for linear systems subject to actuator saturation

A synthesis method for global stability and performance of input constrained linear systems, which uses a linear outputfeedback controller and a static anti-windup compensator is investigated. Different from the traditional two-step anti-windup design procedure, the proposed method synthesizes all controller parameters simultaneously. Sufficient conditions for global stability and minimizing the induced L2 gain are formulated and solved as a linear matrix inequalities(LMIs) optimization problem, which also provides an opportunity to search for a better performance tradeoff between the linear controller and the anti-windup compensator.The well-posedness of the close-loop system is also guaranteed.Simulation results show the effectiveness of the proposed method.     

Aristotle Said “Happiness is a State of Activity” — Predicting Mood Through Body Sensing with Smartwatches

We measure and predict states of Activation and Happiness using a body sensing application connected to smartwatches. Through the sensors of commercially available smartwatches we collect individual mood states and correlate them with body sensing data such as acceleration, heart rate, light level data, and location, through the GPS sensor built into the smartphone connected to the smartwatch. We polled users on the smartwatch for seven weeks four times per day asking for their mood state. We found that both Happiness and Activation are negatively correlated with heart beats and with the levels of light. People tend to be happier when they are moving more intensely and are feeling less activated during weekends. We also found that people with a lower Conscientiousness and Neuroticism and higher Agreeableness tend to be happy more frequently. In addition, more Activation can be predicted by lower Openness to experience and higher Agreeableness and Conscientiousness. Lastly, we find that tracking people’s geographical coordinates might play an important role in predicting Happiness and Activation. The methodology we propose is a first step towards building an automated mood tracking system, to be used for better teamwork and in combination with social network analysis studies.     

Notch Effect and Frequency Compensation of Dual-Sensor OBC Data in Shallow Water

Reverberation is significant in shallow water and produces obvious notches in OBC spec-tra. It also degrades the quality of sections and increases the difficulty of processing and interpretation. This ...