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.     

壮族学生英语学习中母语的正向迁移

外语学习中母语迁移的影响是必然的。母语的迁移有两种:负向迁移和正向迁移。负向迁移往往会导致学习困难和错误,不利于目的语的学习;正向迁移在母语与目的语有相同形式时会出现,有利于目的语的学习。壮语在语言形式和结构及某些思维方式上比汉语更接近英语,在壮族学生的英语教学中,教师应通过英语和壮语的比较教学来充分利用正向迁移的影响,减少负面迁移的影响。     

The Lifting Scheme Based on the Second Generation Wavelets

0 IntroductionTfhaect w tahvaetl e,t“ twheaovreyle thsas ar mea noypt ip rmoaple rbtaiseess w fhoirch coremspurltesisnintghe,esti mating,and recoveringfunctions”[1]. The traditional wave-let defined as the dyadic translates and dilates of one particularfunction, which relies on the Fourier transform, suitable forregular sampling data. But it is helpless for the application ofli mit region,curve surface and not-even sampling. Then W.Sweldens[1]and other researchers develop some other method…     

结合白族学生母语改进英语语音教学的探索

分析了引起白族学生语音障碍的重要因素:源于母语迁移之干扰,教材编排不够合理,英语教学法缺乏"本土化".提出解决白族学生语音障碍问题的对策与措施.     

灾难到达的Geom/Geom/1离散时间排队模型

构建了负顾客作为灾难到达的离散时间排队模型,运用状态转移分析方法,得到了模型的一步转移概率矩阵,从而求得模型的系统队长的概率母函数以及等待队长的概率母函数。     

从中国式英语看母语的负迁移

本从中国式英语的实例来分析以下英语语言差异：（1）简洁与复杂；（2）抽象和具体；（3）形合与意合，母语的负迁移是中国式英语产生的原因之一，母语的负迁移所导致的错误就是语际错误，错误分析是研究第二语言习得的重要方法，从母语负迁移的心理理论基础及其表现形式方面看，母语负迁移是第二语言习得过程中致错的重要原因。     

西方对“中国──园林之母”的认识

１００年前,英国园艺学者威尔逊来到中国,在湖北和四川工作了十多年,为英美等西方国家引去了大量的观赏植物,被西方称为“打开中国西部花园的人”。长期的园林工作实践,使他认识到,中国花卉对世界园林艺术的发展作出极其巨大贡献,因而写下了《中国─—园林之母》这样一部颇有见解的著作。他的这一观点,立刻得到西方的普遍认同。而且随着时间的推移,以及我国传出花卉观赏植物的增多,威尔逊观点的依据还在不断被加强、充实。如今,原产我国的奇花异草和风景树木在世界各地的园林和风景名胜争奇斗艳,呈芳溢彩,为美化各国人民的生活作出了巨大的贡献。该文就西方在华的花卉植物引种,及以威尔逊为代表的此种认识的产生和日益为人们所认同的过程作简要的论述。     

基于改进多孔算法的时间序列预测

针对小波分析技术存在的边界问题,提出一种改进的多孔算法。使用该算法得到的系数序列,在具备时移不变性的同时,消除了右侧边界存在数据畸变的现象,使小波分析技术结合神经网络等传统预测模型的方法应用于单变量时间序列预测任务具备可行性。为进一步提高预测精度,引入了神经网络集成技术以改善网络泛化能力。实验表明,这种组合预测模型预测效果与稳定性优于传统预测模型。     

Traditional versus novel forecasting techniques: how much do we gain?

This article applies two novel techniques to forecast the value of US manufacturing shipments over the period 1956–2000: wavelets and support vector machines (SVM). Wavelets have become increasingly popular in the fields of economics and finance in recent years, whereas SVM has emerged as a more user‐friendly alternative to artificial neural networks. These two methodologies are compared with two well‐known time series techniques: multiplicative seasonal autoregressive integrated moving average (ARIMA) and unobserved components (UC). Based on forecasting accuracy and encompassing tests, and forecasting combination, we conclude that UC and ARIMA generally outperform wavelets and SVM. However, in some cases the latter provide valuable forecasting information that it is not contained in the former. Copyright © 2008 John Wiley & Sons, Ltd.     

培养中日文化差异意识,提高大学生跨文化交际能力

大学生跨文化交际能力的提高离不开文化差异意识的导入。从大学生对中日两国"贤妻良母"女性观的误解现象可以看到,培养中日文化差异意识,引导大学生从多元化的角度去看待接纳异文化,是提高大学生跨文化交际能力的关键。高校日语教师应从文化差异的角度,加强探究提高大学生的基本交际能力、移情能力、关系能力、情节能力和交际方略能力,教给大学生相应的方法和培养其良好的学问态度和习惯。