Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market

This paper explores the investors’ feedback to the price change by modelling the price-related dynamics of trading intensity. A component decomposition duration modeling approach, called the component autoregressive conditional duration (CACD) model, is proposed to capture the variation of trading intensity across time intervals between price change events. Based on the CACD model, an empirical analysis is carried out on the Chinese stock market that covers different market statuses. The empirical results suggest that the CACD model can capture the price-related dynamics of trading intensity, which supports the existence of the feedback effect and is robust across different market statuses. The authors also study how the investors react to the price change by examining the driven factors of the price-related dynamics of trading intensity. The authors find that the trading can be triggered by the fast rise in the price level and the high trading volume. Besides, investors are more sensitive to the price change direction in the sideways market than in the upward or downward markets.     

An FE-Inexact Heterogeneous ADMM for Elliptic Optimal Control Problems with <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-Control Cost

Elliptic PDE-constrained optimal control problems with L¹-control cost (L¹-EOCP) are considered. To solve L¹-EOCP, the primal-dual active set (PDAS) method, which is a special semismooth Newton (SSN) method, used to be a priority. However, in general solving Newton equations is expensive. Motivated by the success of alternating direction method of multipliers (ADMM), we consider extending the ADMM to L¹-EOCP. To discretize L¹-EOCP, the piecewise linear finite element (FE) is considered. However, different from the finite dimensional l1-norm, the discretized L¹-norm does not have a decoupled form. To overcome this difficulty, an effective approach is utilizing nodal quadrature formulas to approximately discretize the L¹-norm and L²-norm. It is proved that these approximation steps will not change the order of error estimates. To solve the discretized problem, an inexact heterogeneous ADMM (ihADMM) is proposed. Different from the classical ADMM, the ihADMM adopts two different weighted inner products to define the augmented Lagrangian function in two subproblems, respectively. Benefiting from such different weighted techniques, two subproblems of ihADMM can be efficiently implemented. Furthermore, theoretical results on the global convergence as well as the iteration complexity results o(1/k) for ihADMM are given. In order to obtain more accurate solution, a two-phase strategy is also presented, in which the primal-dual active set (PDAS) method is used as a postprocessor of the ihADMM. Numerical results not only confirm error estimates, but also show that the ihADMM and the two-phase strategy are highly efficient.     

Secure Transmission Scheme for Parallel Relay Channels Based on Polar Coding

This paper considers the use of polar codes to enable secure transmission over parallel relay channels.By exploiting the properties of polar codes over parallel channels, a polar encoding algorithm is designed based on Channel State Information(CSI) between the legitimate transmitter(Alice) and the legitimate receiver(Bob).Different from existing secure transmission schemes, the proposed scheme does not require CSI between Alice and the eavesdropper(Eve). The proposed scheme is proven to be reliable and shown to be capable of transmitting information securely under Amplify-and-Forward(AF) relay protocol, thereby providing security against passive and active attackers.     

A Generic TC-Based Method to Find the Weakness in Different Phases of Masking Schemes

Masking is one of the most commonly used Side-Channel Attack(SCA) countermeasures and is built on a security framework, such as the ISW framework, and ensures theoretical security through secret sharing.Unfortunately, the theoretical security cannot guarantee practical security, because several possible weaknesses may exist in the actual implementation. These weaknesses likely come from the masking schemes or are introduced by the implementation methods. Finding the possible weakness of the masking scheme is an interesting and important issue for real applications. In this paper, the possible weaknesses for masking schemes in FieldProgrammable Gate Array(FPGA) design are discussed. It was found that the combinational circuit is the key to the security of masking schemes. The Toggle Count(TC) method and its extension are utilized to evaluate the security of masking schemes in the design phase and the implementation phase separately. Comparing different logic-level simulators for the Xilinx FPGA platform, the behavioral and post-translate simulations are considered as the analysis method in the design phase, while the post-map and the post-route simulations are used to find the weakness during the implementation phase. Moreover, a Standard Delay Format(SDF) based improvement scheme is proposed to significantly increase the effectiveness of the TC model.     

Wiener Indices in Random Cyclooctane Chains

The Wiener index of a connected graph (molecule graph) G is the sum of the distances between all pairs of vertices of G. In this paper, simple exact formula are established for the expected value of Wiener index in random cyclooctane chain. Moreover, we obtain the average value of the Wiener indices with respect to the set of all cyclooctane chains with n octagons.     

1996-2016年五味子在国产保健食品中的应用与分析

目的 分析五味子21 a间在国产保健食品中作为原料的应用情况,为进一步研发五味子保健食品提供参考.方法 利用回顾性调查方法,抽取国家食品药品监督管理总局(CFDA)网站中1996—2016年已注册的保健食品信息,建立五味子保健食品专题数据库,分析五味子相关保健食品的功能分布、与之配伍的中药种类、频次、功效成分(或标志性成分)、地区分布及年代分布等.结果 1996—2016年期间含五味子的国产保健食品共有351个,涉及功能20种,配方原料数量最多6种,与五味子配伍使用的原料前5位为枸杞子、酸枣仁、人参、葛根、黄芪,功效成分涉及118种,申请地中前5位依次为北京市、广东省、陕西省、吉林省及黑龙江省.结论 含五味子保健食品的开发总量不足,档次较低,接近食品形态的剂型较少,没有形成基于五味子医药文化及民俗文化的品牌优势.     

乳腺癌术后TEC与EC序贯T辅助化疗疗效和安全性临床分析

目的探讨TEC与EC序贯T方案在乳腺癌术后的临床疗效和安全性.方法入组60例乳腺癌术后化疗患者,按术后所应用的化疗方案划分为TEC组(25例)和EC序贯T组(35例),回顾性分析TEC方案与EC序贯T方案的术后化疗疗效、安全性.结果 TEC方案与EC序贯T方案一般情况如年龄、TMN分期、病理类型、肿瘤直径、分化程度、乳腺癌受体、淋巴转移、远处转移在组间未见显著差异;但EC序贯T方案的3 a无病生存率、总生存期显著高于TEC方案;TEC方案与EC序贯T方案在血液毒性方面、胃肠道反应、疲劳、黏膜炎等方面无显著差异,EC序贯T组的神经毒性显著高于TEC组(P0.001).结论乳腺癌术后EC序贯T方案可以延长乳腺癌患者术后的远期生存期,但神经毒性反应较严重,故在应用此方案的同时,应联用营养神经治疗,并密切观察神经毒性.     

稻壳混凝土配合比设计及对工作性能的影响

以稻壳、粉煤灰、硅灰及水泥等为原料,用全计算配合比法配制稻壳混凝土,试验研究C30稻壳混凝土性能.结果表明:合理的稻壳掺量对混凝土的工作性能有一定的改善作用;适量掺入粉煤灰可以润滑集料颗粒,使混凝土具有更好的黏聚性和可塑性;硅灰和粉煤灰双掺,可以改善稻壳混凝土的黏聚性和保水性,比单掺粉煤灰效果更好.     

学龄前和学龄期儿童希氏束以上心动过速性心肌病高危因素分析

目的探讨学龄前和学龄期儿童希氏束以上的心动过速(室上性心动过速)与心动过速性心肌病的相关性及高危因素.方法选取室上性心动过速患儿179例,根据心动过速时心功能状态分为心肌病组23例,非心肌病组156例.分析患儿性别、年龄、发作类型、发作频率、持续时间、心室率与心功能损伤的关系和相关高危因素.结果 179例患儿中心动过速性心肌病23例,其中房室折返性、房室结折返性、无明确分类的心肌病分别为7例、10例、6例.房速所致心动过速性心肌病发生率为25.00%(8/32),明显高于阵发性室上性心动过速所致的心肌病发生率10.20%(15/147),差异具有统计学意义(P0.05).心肌病组患儿中房速所占比例、发作持续时间明显高于非心肌病组患儿,发作频率明显低于非心肌病组患儿,差异均具有统计学意义(P0.05).二元Logistic回归分析显示:发作持续时间是心动过速性心肌病的独立影响因素.结论学龄前和学龄期儿童室上性心动过速所致心动过速性心肌病的发生率为12.85%,其中房速所致的心肌病发生率明显高于阵发性室上性心动过速,发作持续时间是唯一高危因素.     

具有非线性发生率的离散SIQ模型的稳定性分析

研究了具有非线性发生率的离散SIQ模型的稳定性.通过非标准差分方法得到了离散的SIQ模型,利用迭代法得到了模型解的正性和有界性、基于定义的基本再生数、无病平衡点和地方病平衡点的唯一存在性;通过线性化方法和构造离散Lyapunov函数方法得到了无病平衡点的稳定性;利用数值例子说明了地方病平衡点的稳定性结果.