A Neuro‐wavelet Model for the Short‐Term Forecasting of High‐Frequency Time Series of Stock Returns

We propose a wavelet neural network (neuro‐wavelet) model for the short‐term forecast of stock returns from high‐frequency financial data. The proposed hybrid model combines the capability of wavelets and neural networks to capture non‐stationary nonlinear attributes embedded in financial time series. A comparison study was performed on the predictive power of two econometric models and four recurrent neural network topologies. Several statistical measures were applied to the predictions and standard errors to evaluate the performance of all models. A Jordan net that used as input the coefficients resulting from a non‐decimated wavelet‐based multi‐resolution decomposition of an exogenous signal showed a consistent superior forecasting performance. Reasonable forecasting accuracy for the one‐, three‐ and five step‐ahead horizons was achieved by the proposed model. The procedure used to build the neuro‐wavelet model is reusable and can be applied to any high‐frequency financial series to specify the model characteristics associated with that particular series. Copyright © 2013 John Wiley & Sons, Ltd.     

基于MATLAB的Cholesky分解法解线性方程组

本文首先介绍什么是Cholesky分解及分解注意的事项,然后对Cholesky分解算法进行描述,重点介绍如何用Cholesky分解法及改进的平方根法解线性方程组Ax=b,对两种算法进行了比较,针对实例分别用MATLAB程序实现,最后进行总结并对此课题未来研究作出展望。     

纳米Ag（Ⅰ，Ⅲ）O粉体化学沉淀法制备条件的正交试验及其光学热分解性能研究

本文首先利用正交试验确定了液相沉淀法合成纳米AgO粉体的最佳制备条件。接着研究了最佳条件下制备的纳米AgO粉体的性能。UV—vis DRS分析结果表明，反射率随着AgO含量的增加而降低，高纯度AgO在400nm-1100nm波长范围内具有较强的吸收能力。TG—DTG分析结果表明，在N2气氛下，AgO热分解为Ag2O。的温度范围为100℃—200℃，Ag2O热分解为Ag的温度范围为400℃-450℃。     

热传导方程的一类区域分解差分算法

把求解区域分成若干个子域,在不同子域中采用不同的计算步长,对方程的紧差分格式在特殊情形下采用区域分解法,并给出相应的先验误差估计式。     

二次型在超曲面上条件极值的矩阵解法

利用矩阵理论得到了二次型在一般的二次超曲面上取得条件极值的充分条件，并结合实例用Matlab编程实现了求解过程．     

Nonsingularity of the combinations of two orthogonal projectors

The invertibility of combinations of two orthogonal projectors is researched by using the CS-decomposition of matrices and properties of orthogonal projectors. The Moore-Penrose inverse of the combinations is presented under some special conditions.     

一类线性混合模型中方差分量的估计

将线性混合模型中随机效应的协方差阵推广为正定阵,运用方差分析估计的方法给出了方差分量的估计。通过QR分解给出了简化计算的方法,利用随机变量二次型的协方差对方差分量的估计做了进一步的改进,同时还给出了方差分量的一个非负估计。     

混合正交双向小波包的研究

混合正交双向小波包基是一种包含多个正交双向小波函数的小波包基.本文将正交双向小波包推广到混合正交双向小波包,研究了混合正交双向小波包的性质及其分解算法.