9 results
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2. Forecasting model of global stock index by stochastic time effective neural network
- Author
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Liao, Zhe and Wang, Jun
- Subjects
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STOCK price indexes , *WIENER processes , *MATHEMATICAL models , *STOCHASTIC analysis , *ARTIFICIAL neural networks , *TIME series analysis , *MATHEMATICAL analysis , *DATA analysis - Abstract
Abstract: In this paper, we investigate the statistical properties of the fluctuations of the Chinese Stock Index, and we study the statistical properties of HSI, DJI, IXIC and SP500 by comparison. According to the theory of artificial neural networks, a stochastic time effective function is introduced in the forecasting model of the indices in the present paper, which gives an improved neural network – the stochastic time effective neural network model. In this model, a promising data mining technique in machine learning has been proposed to uncover the predictive relationships of numerous financial and economic variables. We suppose that the investors decide their investment positions by analyzing the historical data on the stock market, and the historical data are given weights depending on their time, in detail, the nearer the time of the historical data is to the present, the stronger impact the data have on the predictive model, and we also introduce the Brownian motion in order to make the model have the effect of random movement while maintaining the original trend. In the last part of the paper, we test the forecasting performance of the model by using different volatility parameters and we show some results of the analysis for the fluctuations of the global stock indices using the model. [Copyright &y& Elsevier]
- Published
- 2010
- Full Text
- View/download PDF
3. Threshold dynamics of a stochastic SIQR epidemic model with imperfect quarantine.
- Author
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Yang, Jingen, Shi, Xiangyun, Song, Xinyu, and Zhao, Zhong
- Subjects
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BASIC reproduction number , *STOCHASTIC analysis , *CONTINUOUS time models , *MATHEMATICAL analysis , *MARKOV processes , *QUARANTINE - Abstract
In this paper, we study a stochastic SIQR epidemic model with imperfect quarantine. We perform a detailed mathematical analysis of the dynamics of the stochastic model. The basic reproduction number R 0 s turns out to be a sharp threshold, that is, if R 0 s < 1 , then the disease-free equilibrium of the stochastic model is globally stable almost surely, whereas if R 0 s > 1 , the Markov process is positive recurrence which indicates that the disease will prevail. We also adopt the data of weekly infected cases for northern China from the first week of 2014 to the 26th week of 2014, to fit the model and estimate the parameters. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
4. A Life Cycle Simulation Based Evaluation of End-of-life Management of Mechelectronic Product in China.
- Author
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Tao, Jing and Yu, Suiran
- Subjects
ELECTRIC equipment ,SIMULATION methods & models ,MATHEMATICAL analysis ,TERMINAL care ,RAW materials ,ENERGY consumption ,WASTE recycling - Abstract
Abstract: Given the growing stock of household electrical appliances, China is faced with an urgent challenge of management of household appliances massive disposal. Unfortunately, the majority of waste household appliances are now processed in small workshops mainly by manual disassembly and open incineration which are extremely polluting and health-harming in China. In response to the increasing environmental concerns over household appliance end-oflife treatment, The Regulations on the Administration of the Recovery and Disposal of Waste Electrical and Electronic Products (WEEE Regulations), was promulgated in 2009. To discuss the potential benefits from the implementation of the Regulations, a holistic understanding of the waste appliance recycling business and after-endof –life markets is indispensable. This paper presents a life cycle simulation model to evaluate the potential environmental benefits from the improved end-of-life management. The proposed model provides a mathematical description of close-loop lifecycles and yields quantitative results of energy and raw material consumption and waste generation. Then, as a case study, the environmental benefits of household refrigerator recycling and reuse system compliant to the Regulations is analyzed based on comparison of simulation results of two scenarios respectively representing implementing and not implementing of the Regulations. The proposed model is expected to facilitate policy- and decision-making on product recycling and reuse. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
- View/download PDF
5. Study on a HIV/AIDS model with application to Yunnan province, China
- Author
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Zhang, Tailei, Jia, Manhong, Luo, Hongbing, Zhou, Yicang, and Wang, Ning
- Subjects
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HIV infections , *SEX industry , *SEX workers , *MATHEMATICAL analysis , *INTRAVENOUS drug abusers , *SIMULATION methods & models - Abstract
Abstract: This paper presents an epidemic model aiming at the prevalence of HIV/AIDS in Yunnan, China. The total population in the model is restricted within high risk population. By the epidemic characteristics of HIV/AIDS in Yunnan province, the population is divided into two groups: injecting drug users (IDUs) and people engaged in commercial sex (PECS) which includes female sex workers (FSWs), and clients of female sex workers (C). For a better understanding of HIV/AIDS transmission dynamics, we do some necessary mathematical analysis. The conditions and thresholds for the existence of four equilibria are established. We compute the reproduction number for each group independently, and show that when both the reproduction numbers are less than unity, the disease-free equilibrium is globally stable. The local stabilities for other equilibria including two boundary equilibria and one positive equilibrium are figured out. When we omit the infectivity of AIDS patients, global stability of these equilibria are obtained. For the simulation, parameters are chosen to fit as much as possible prevalence data publicly available for Yunnan. Increasing strength of the control measure on high risk population is necessary to reduce the HIV/AIDS in Yunnan. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
- View/download PDF
6. Multi-criteria analysis of combined cooling, heating and power systems in different climate zones in China
- Author
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Jiang-Jiang, Wang, Chun-Fa, Zhang, and You-Yin, Jing
- Subjects
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MULTIPLE criteria decision making , *CLIMATOLOGY , *HEATING equipment , *COOLING systems , *REFRIGERATION & refrigerating machinery , *ENGINEERING design , *MATHEMATICAL analysis , *AERODYNAMICS of buildings , *AIR conditioning - Abstract
Abstract: The design and operation of combined cooling, heating and power (CCHP) systems are greatly dependent upon the seasonal atmospheric conditions, which determine thermal and power demands of buildings. This paper presents a mathematical analysis of CCHP system in comparison to separate system. The corresponding primary energy consumption in thermal demand management (TDM) and electrical demand management (EDM) operation modes are deduced. Three relative criteria, primary energy saving (PES), CO2 emission reduction (CO2ER), and annual total cost saving (ATCS) are employed to evaluate the respective performances of CCHP systems for a hypothetical building in five different climate zones from the technical, environmental and economic aspects. The results indicate that CCHP system in TDM mode in the cold area, where the building requires more heating during the year, achieves more benefit over separate system while CCHP system in EDM mode suits the building having stable thermal demand in mild climate zone. [Copyright &y& Elsevier]
- Published
- 2010
- Full Text
- View/download PDF
7. Stochastic air freight hub location and flight routes planning
- Author
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Yang, Ta-Hui
- Subjects
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AIR freight , *MATHEMATICAL models , *AIR travel , *ECONOMIC seasonal variations , *STOCHASTIC programming , *MATHEMATICAL analysis - Abstract
Abstract: This paper introduced a stochastic programming model to address the air freight hub location and flight routes planning under seasonal demand variations. Most existing approaches to airline network design problems are restricted to a deterministic environment. However, the demand in the air freight market usually varies seasonally. The model is separated into two decision stages. The first stage, which is the decision not affected by randomness, determines the number and the location of hubs. The second stage, which is the decision affected by randomness, determines the flight routes to transport flows from origins to destinations based upon the hub location and realized uncertain scenario. Finally, the real data based on the air freight market in Taiwan and China is used to test the proposed model. [Copyright &y& Elsevier]
- Published
- 2009
- Full Text
- View/download PDF
8. On filter theory of residuated lattices
- Author
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Zhu, Yiquan and Xu, Yang
- Subjects
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COMPUTER networks , *ALGEBRA , *COMPUTER engineering , *LATTICE theory , *COMPUTER systems , *ABSTRACT algebra , *MATHEMATICAL analysis - Abstract
Abstract: The aim of this paper is to develop the filter theory of general residuated lattices. First, we extend some particular types of filters and fuzzy filters in BL-algebras and MTL-algebras naturally to general residuated lattices, and further enumerate some relative results obtained in BL-algebras or MTL-algebras, which still hold in general residuated lattices. Next, we introduce the concepts of regular filters and fuzzy regular filters to general residuated lattices, which are two new types of filters and fuzzy filters, and derive some of their characterizations. Finally, we discuss the relations between (fuzzy) regular filters and several other special (fuzzy) filters, and also characterize some special classes of residuated lattices by filters or fuzzy filters. [Copyright &y& Elsevier]
- Published
- 2010
- Full Text
- View/download PDF
9. A Fuzzy Asymmetric GARCH model applied to stock markets
- Author
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Hung, Jui-Chung
- Subjects
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MATHEMATICAL models , *ANALYSIS of variance , *STOCK exchanges , *FUZZY sets , *INFORMATION asymmetry , *TIME series analysis , *MATHEMATICAL analysis - Abstract
Abstract: In this paper, we derive a new class of flexible threshold asymmetric Generalized Autoregression Conditional Heteroskedasticity (GARCH) models. We use this tool for analysis and modeling of the properties that are apparent in many financial time series. In general, the transmission of volatility in the stock market is time-varying, nonlinear, and asymmetric with respect to both positive and negative results. Given this fact, we adopt the method of fuzzy logic systems to modify the threshold values for an asymmetric GARCH model. Our simulations use stock market data from the Taiwan weighted index (Taiwan), the Nikkei 225 index (Japan), and the Hang Seng index (Hong Kong) to illustrate the performance of our proposed method. From the simulation results, we have determined that the forecasting of volatility performance is significantly improved if the leverage effect of clustering is considered along with the use of expert knowledge enabled by the GARCH model. [Copyright &y& Elsevier]
- Published
- 2009
- Full Text
- View/download PDF
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