Adaptive Control of the Structural Balance for a Class of Complex Dynamical Networks

In social networks, the structural balance is a state of a group of individuals(nodes) with established mutual relationships(connection relationships) between them. It is easy to see that a social network can be described by a complex dynamical network model composed of the nodes subsystem(NS) and the connection relationships subsystem(CS), where the two subsystems are usually coupled with each other. It implies that the dynamic changes of nodes' states may cause the structural balance in CS. However, few papers have discussed the relationship between the structural balance and the specific dynamic changes of the nodes' states. This paper proposes a model of complex dynamical networks, and mainly focuses on the dynamic changes of states in NS which can lead to the structural balance in CS. It is proved that if each state in NS is doing a specific dynamic motion via the controller with the parameter adaptive law, then the CS can track a given structural balance matrix via the effective coupling and the structural balance can be achieved. Such a result can be regarded as an explanation of the relationship between the structural balance and the specific dynamic changes of the nodes' states. Finally, the simulations verify the effectiveness of the proposed method.     

Robust H_2/H_∞ Fuzzy Filtering for Nonlinear Stochastic Systems with Infinite Markov Jump

Robust fuzzy filterings for a class of nonlinear stochastic systems with infinite Markov jump are explored based on T-S fuzzy model approach in this paper. First of all, the exponentially mean square stable filter with a prescribed H∞ performance is designed via linear matrix inequalities(LMIs). Secondly, H2/H∞ fuzzy filtering is solved in terms of LMIs by minimizing the estimation error energy under the worst case fuzzy disturbance. The corresponding fuzzy filter parameters can be received by convex optimization algorithms. And lastly, two illustrative examples are performed to manifest the validity of the proposed methods.     

Distributed Second-Order Continuous-Time Optimization via Adaptive Algorithm with Nonuniform Gradient Gains

Journal of Systems Science and Complexity - This paper addresses the distributed adaptive optimization problem over second-order multi-agent networks (MANs) with nonuniform gradient gains. A...     

An Extension of Gröbner Basis Theory to Indexed Polynomials Without Eliminations

Journal of Systems Science and Complexity - In computer algebra, it remains to be challenging to establish general computational theories for determining the equivalence of indexed polynomials. In...     

Model averaging estimation for conditional volatility models with an application to stock market volatility forecast

This paper is concerned with model averaging estimation for conditional volatility models. Given a set of candidate models with different functional forms, we propose a model averaging estimator and forecast for conditional volatility, and construct the corresponding weight-choosing criterion. Under some regulatory conditions, we show that the weight selected by the criterion asymptotically minimizes the true Kullback–Leibler divergence, which is the distributional approximation error, as well as the Itakura–Saito distance, which is the distance between the true and estimated or forecast conditional volatility. Monte Carlo experiments support our newly proposed method. As for the empirical applications of our method, we investigate a total of nine major stock market indices and make a 1-day-ahead volatility forecast for each data set. Empirical results show that the model averaging forecast achieves the highest accuracy in terms of all types of loss functions in most cases, which captures the movement of the unknown true conditional volatility.     

Forecasting stock volatility in the presence of extreme shocks: Short-term and long-term effects

This paper introduces a novel generalized autoregressive conditional heteroskedasticity–mixed data sampling–extreme shocks (GARCH-MIDAS-ES) model for stock volatility to examine whether the importance of extreme shocks changes in different time ranges. Based on different combinations of the short- and long-term effects caused by extreme events, we extend the standard GARCH-MIDAS model to characterize the different responses of the stock market for short- and long-term horizons, separately or in combination. The unique timespan of nearly 100 years of the Dow Jones Industrial Average (DJIA) daily returns allows us to understand the stock market volatility under extreme shocks from a historical perspective. The in-sample empirical results clearly show that the DJIA stock volatility is best fitted to the GARCH-MIDAS-SLES model by including the short- and long-term impacts of extreme shocks for all forecasting horizons. The out-of-sample results and robustness tests emphasize the significance of decomposing the effect of extreme shocks into short- and long-term effects to improve the accuracy of the DJIA volatility forecasts.     

带跳的随机波动模型的参数估计

讨论了带跳的随机波动模型中的参数估计问题,假设跳过程服从双指数跳,波动项服从Heston模型.首先借助Lee-Myland方法识别跳跃部分,运用极大似然估计方法对跳跃部分的参数进行估计.然后将扩散部分离散化之后用极大似然估计方法对扩散项的参数进行估计.最后,利用上证综合指数2015-2018年的历史数据进行实证分析,实验结果表明使用该方法能有效估计带跳的随机波动率模型的参数.     

钯纳米催化剂的合成及其在温和条件下对芳香族肟、酮和醛的催化还原

以对苯二胺为配体合成非均相钯纳米粒子催化剂(Pd-NPs),该钯催化剂的合成步骤简单,常温、常压下,氢气作为氢源,以水作为溶剂即可还原各种芳香族肟、酮和醛生成相应胺和醇,多数产物都有优秀的产率,部分高达99%,此外,该催化剂具有良好的可持续利用工业应用前景.