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.     

唐代试律诗诗题用典与唐代祥瑞尚奇文化

唐代试律诗诗题对有关祥瑞及灵异之类典故的大量选用,不但体现了唐代统治者借祥瑞文化维护自身统治的治国策略,也表明了尚奇之风在唐代的盛行。     

单快拍相干信号自适应波束形成方法

针对低快拍条件下相干信号波束形成问题,提出一种单快拍相干自适应波束形成方法。首先,构造Duvall特征消除器滤除阵列接收信号中的期望信号,再利用空间平滑方法解相关。然后,依据Hung Tuner算法对平滑后的协方差矩阵进行Gram Schmidt正交化,快速重构干扰信号子空间。最后,将静态权矢量在干扰子空间内的正交投影作为波束形成最优权矢量。该算法可有效避免协方差矩阵求逆和特征分解造成的复杂计算,且能降低由于期望信号泄露造成的子空间估计误差,在单快拍条件下性能良好。仿真分析验证了算法的优越性和理论分析的有效性。     

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.     

江苏省县域经济增长的趋同与差异分析

运用统计分析方法对江苏省2000~2011年县域经济增长的趋同与差异问题进行实证分析.结果表明,在这11年内出现了σ趋同,但不明显,且该阶段存在绝对β趋同;进一步分析发现,江苏省县域经济差距经历了先扩大后缩小的过程,特别是2007年以来,差距缩小的趋势明显.     

化工设备使用与保养技术分析

化工行业是我国工业发展的重要组成部分,是我国重要的产业类型。化工设备安全平稳运行是保证企业完成生产任务的重要因素,也是保证企业安全生产和利益最大化的基础。本文对化工设备产生故障的原因、故障出现的规律及保养维护措施等进行了探讨分析。     

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.     

Early SIV and HIV infection promotes the LILRB2/MHC-I inhibitory axis in cDCs

Classical dendritic cells (cDCs) play a pivotal role in the early events that tip the immune response toward persistence or viral control. In vitro studies indicate that HIV infection induces the dysregulation of cDCs through binding of the LILRB2 inhibitory receptor to its MHC-I ligands and the strength of this interaction was proposed to drive disease progression. However, the dynamics of the LILRB2/MHC-I inhibitory axis in cDCs during early immune responses against HIV are yet unknown. Here, we show that early HIV-1 infection induces a strong and simultaneous increase of LILRB2 and MHC-I expression on the surface of blood cDCs. We further characterized the early dynamics of LILRB2 and MHC-I expression by showing that SIVmac251 infection of macaques promotes coordinated up-regulation of LILRB2 and MHC-I on cDCs and monocytes/macrophages, from blood and lymph nodes. Orientation towards the LILRB2/MHC-I inhibitory axis starts from the first days of infection and is transiently induced in the entire cDC population in acute phase. Analysis of the factors involved indicates that HIV-1 replication, TLR7/8 triggering, and treatment by IL-10 or type I IFNs increase LILRB2 expression. Finally, enhancement of the LILRB2/MHC-I inhibitory axis is specific to HIV-1 and SIVmac251 infections, as expression of LILRB2 on cDCs decreased in naturally controlled chikungunya virus infection of macaques. Altogether, our data reveal a unique up-regulation of LILRB2 and its MHC-I ligands on cDCs in the early phase of SIV/HIV infection, which may account for immune dysregulation at a critical stage of the anti-viral response.     

EVOKE: A Value-Driven Concept Selection Method for Early System Design

The development of new technologically advanced products requires the contribution from a range of skills and disciplines, which are often difficult to find within a single company or organization. Requirements establishment practices in Systems Engineering (SE), while ensuring coordination of activities and tasks across the supply network, fall short when it comes to facilitate knowledge sharing and negotiation during early system design. Empirical observations show that when system-level requirements are not available or not mature enough, engineers dealing with the development of long lead-time sub-systems tend to target local optima, rather than opening up the design space. This phenomenon causes design teams to generate solutions that do not embody the best possible configuration for the overall system. The aim of this paper is to show how methodologies for value-driven design may address this issue, facilitating early stage design iterations and the resolution of early stage design trade-offs. The paper describes how such methodologies may help gathering and dispatching relevant knowledge about the ‘design intent’ of a system to the cross-functional engineering teams, so to facilitate a more concurrent process for requirement elicitation in SE. The paper also describes EVOKE (Early Value Oriented design exploration with KnowledgE maturity), a concept selection method that allows benchmarking design options at sub-system level on the base of value-related information communicated by the system integrators. The use of EVOKE is exemplified in an industrial case study related to the design of an aero-engine component. EVOKE’s ability to raise awareness on the value contribution of early stage design concepts in the SE process has been further verified with industrial practitioners in ad-hoc design episodes.