一种结合BLS签名的可拜占庭容错Raft算法

针对Raft算法中的拜占庭容错问题，提出结合BLS签名的拜占庭容错（RaftByzantine fault tolerance，RBFT）算法.首先，利用BLS签名实现阈值签名，将投票过程转化为阈值签名过程，并将该过程与Raft算法的AppendEntries消息和RequestVote消息结合，尽可能地减弱容错过程对共识效率的影响；其次，通过增量哈希引入安全状态，保证了日志的不可篡改性；接着引入客户端对Leader节点的动态监控，以避免拜占庭Leader节点消极反馈的发生，进一步保证了算法的活性；最后，由本地多节点仿真实验表明：RBFT算法有效提升了数据吞吐量和可拓展性，并降低了交易延迟.     

基于虚拟机的数据中心能耗测量

提出一种基于计算密集型与I/O密集型建立虚拟机动态能耗的数学模型方法.结合了设备运行状态参数，在模型功耗处于计算密集型时引入了虚拟机的CPU使用率与CPU频率，处于I/O密集型时引入了虚拟机的硬盘读写总字节数与内存读写总字节数计算功耗，并对功耗进行积分得出数据中心能耗.与常规方法相比该方法进一步细化了测量粒度，且在使用Wordcount运行任务与Sort运行任务进行节点能耗测试时，得出能耗的平均误差为0.062 5.实验结果在粒度细化的同时保证了常规方法的同级别测量精度.     

Short-run wavelet-based covariance regimes for applied portfolio management

Decisions on ass et allocations are often determined by covariance estimates from historical market data. In this paper, we introduce a wavelet-based portfolio algorithm, distinguishing between newly embedded news and long-run information that has already been fully absorbed by the market. Exploiting the wavelet decomposition into short- and long-run covariance regimes, we introduce an approach to focus on particular covariance components. Using generated data, we demonstrate that short-run covariance regimes comprise the relevant information for periodical portfolio management. In an empirical application to US stocks and other international markets for weekly, monthly, quarterly, and yearly holding periods (and rebalancing), we present evidence that the application of wavelet-based covariance estimates from short-run information outperforms portfolio allocations that are based on covariance estimates from historical data.     

Incorporating textual and management factors into financial distress prediction: A comparative study of machine learning methods

Financial distress prediction (FDP) has been widely considered as a promising approach to reducing financial losses. While financial information comprises the traditional factors involved in FDP, nonfinancial factors have also been examined in recent studies. In light of this, the purpose of this study is to explore the integrated factors and multiple models that can improve the predictive performance of FDP models. This study proposes an FDP framework to reveal the financial distress features of listed Chinese companies, incorporating financial, management, and textual factors, and evaluating the prediction performance of multiple models in different time spans. To develop this framework, this study employs the wrapper-based feature selection method to extract valuable features, and then constructs multiple single classifiers, ensemble classifiers, and deep learning models in order to predict financial distress. The experiment results indicate that management and textual factors can supplement traditional financial factors in FDP, especially textual ones. This study also discovers that integrated factors collected 4 years prior to the predicted benchmark year enable a more accurate prediction, and the ensemble classifiers and deep learning models developed can achieve satisfactory FDP performance. This study makes a novel contribution as it expands the predictive factors of financial distress and provides new findings that can have important implications for providing early warning signals of financial risk.     

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.     

多任务深度卷积网络的CT图像方向校正

针对医学电子计算机断层扫描(CT)图像方向校正问题,提出一种并行卷积回归(PCRN)多任务深度学习网络.通过侧旋角度正回归和翻转概率逻辑回归,求得校正参数来精准地校正图像.进一步,针对医学图像训练样本稀缺的情况,提出一种串行回归(SCRN)的深度学习架构,弥补并行卷积回归网络在小样本情况下校正精度不足的问题.实验结果表明:在样本充分,并行卷积回归网络和样本稀缺情况下,串行卷积回归网络对小角度偏转、大角度偏转和翻转的腹部CT图像校正结果都优于传统的配准方法.     

Brinbaum-Sauders分布的极值收敛速度

主要讨论了Brinbaum-Sauders分布的尾部特征,得到了最大值分布的渐进展开.     

认知网络中无线电信号智能感知方法研究

无线电信号在噪声波动情形下的检测性能有待提高.该文提出了认知用户根据无线电环境变化自动调整检测阈值的感知方法.融合中心应用坐标搜索算法为认知用户提供最优控制参数，认知用户依据最优参数设定检测阈值，并自主学习特定无线电环境下的最佳阈值.此外，该算法充分考虑了各认知用户的个体特征及其感知贡献，并提出了一种基于能量值的加权算法体现用户特征.实验结果说明该算法对噪声波动具有卓越的鲁棒性，在信噪比低于-15 dB时的检测概率远高于传统方法.     

多任务模糊聚类驱动的多任务TSK模糊系统模型

该文提出了一种多任务Takagi-Sugeno-Kang（TSK）模糊系统建模方法.首先给出了一种新的多任务模糊c均值聚类算法，能够有效提取所有任务之间的公共信息和每个任务的私有信息，进而利用所得的聚类中心构建多任务TSK模糊系统的前件参数.其次设计了一种具备多任务协同学习机制的后件参数优化方法，可以优化多任务TSK模糊系统的后件参数.最后基于优化的前后件参数，构建出具体多任务模糊聚类方法驱动的多任务TSK模糊系统模型（multi-task fuzzy c-means based multi-task TSK fuzzy system，MTFCM-MT-TSK-FS）以用于实际应用.分别在合成和真实数据集上进行实验，结果验证了该模型的有效性.     

结合上下文特征和图割算法的车载点云聚类方法

可靠、准确的点云聚类是后续高精度场景目标分析与解译的基础.该文提出了一种基于上下文特征和图割算法的车载点云聚类方法.首先用DBSCAN （density-based spatial clustering of applications with noise）对点云数据进行过分割，得到密度可达的超体素；然后引入空间和属性上下文特征来描述超体素间的关联，并用于定义超体素构建的图模型边的权值；最后基于多标记的图割优化算法得到最佳超体素聚簇.实验结果表明，该方法能够有效改善点云聚类过分割，从而提高聚类的精度.