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MODELING AND FORECAsTING OF sTOCK MARKETs UNDER A sYsTEM ADAPTATION FRAMEWORK

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Journal of systems science & Complexity 2012年第4期25卷 641-674页

作者： Xiaolian ZHENG ben M.CHEN The Department of Electrical & Computer Engineering The National University of Singapore

This paper adopts the concept of dynamic feedback systems to model the behavior of financial markets, or more specifically, the stock market from a dynamic system point of view. Based on a feedback adaptation scheme, the authors model the movement of a stock market index within a framework that is composed of an internal dynamic model and an adaptive filter. The output-error model is adopted as the internal model whereas the adaptive filter is a time-varying state space model with instrumental variables. Its input-output behavior, and internal as well as external forces are then identified. special attention has also been paid to the recent financial crisis by examining the movement of Dow Jones Industrial Average （DJIA） as an example to illustrate the advantage of the proposed framework. supported by time-varying causality tests, five influential factors from economic and sentiment aspects are introduced as the input of this framework. Testing results show that the proposed framework has a much better prediction performance than the existing methods, especially in complicated economic situations. An application of this framework is also presented with focuses on forecasting the turning periods of the market trend. Realizing that a market trend is about to change when the external force begins to exhibit clear patterns in its frequency responses, the authors develop a set of rules to recognize this kind of clear patterns. These rules work well for stock indexes from Us, China and singapore.

关键词： Complex systems financial modeling financial systems market forecasting system economics.

Monitoring of ground deformation in Liulin district,China using InsAR approaches

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International Journal of Digital Earth 2018年第3期11卷 264-283页

作者： Zheyuan Du Linlin Ge Alex hay-Man Ng Xiaojing Li Liyuan Li Geoscience and Earth Observing system Group(GEOs) School of Civil and Environmental EngineeringUNSW AustraliaSydneyAustralia Department of surveying Engineering Guangdong University of TechnologyGuangzhouPeople’s Republic of China

Coalbed methane(CBM)exploration generally refers to a technique that extracts natural gas from coal *** development of CBM in Liulin,China,has experienced a significantly growth period during the past two *** research mainly focused on the coal geological background or CBM technique itself,while time series InsAR(Ts-InsAR)technique was conducted in this work to study the potential land deformation induced by CBM extraction from 2003 to *** total,21 ALOs-1 PALsAR images(acquired from 22 December 2006 to 2 January 2011)and 14 ENVIsAT AsAR scenes(captured between 29 October 2003 and 7 November 2007)were *** Ts-InsAR outcome revealed that the annual deformation rates were ranging from 15 to−40 mm yr−1 over the study *** the time series deformation evolutions were analysed over 8 CBM sites(No.4 coal seam)out of 20,and the subsidence rates between 1.9 and−6.5 mm yr−1 were *** addition,the average subsidence rate and standard deviation among these eight measurements were−3.0 and 2.6 mm yr−1 respectively,suggesting that these CBM extraction sites were quite stable and no obvious subsidence had been observed during this eight-year period.

关键词： Ts-InsAR subsidence measurement CBM

Green Monomer of CO_(2) and Alkyne-based Four-component Tandem Polymerization toward Regio-and stereoregular Poly(aminoacrylate)s

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Chinese Journal of Polymer science 2021年第1期39卷 51-59,I0006页

作者： Bo song An-Jun Qin ben Zhong Tang state Key Laboratory of Luminescent Materials and Devices Guangdong Provincial Key Laboratory of Luminescence from Molecular AggregatesCenter for Aggregation-Induced EmissionSouth China University of TechnologyGuangzhou 510640China Department of Chemistry Hong Kong Branch of Chinese National Engineering Research Centre for Tissue Restoration and ReconstructionInstitute for Advanced StudyDepartment of Chemical and Biological EngineeringThe Hong Kong University of Science&TechnologyHong KongChina

Green monomers, such as carbon dioxide(CO_(2)), are closely related to our daily life and highly desirable to be transferred to functional polymers with diverse structures and versatile properties because they are abundant, cheap, nontoxic, renewable, and sustainable. However, the polymerizations based on these green monomers are to be further developed. In this work, a facile CO_(2) and alkyne-based one-pot, two-step, fourcomponent tandem polymerization was successfully established. The polymerization of CO_(2), diynes, alkyl dihalides, and primary/secondary amines can proceed under mild reaction conditions and regio-and stereoregular poly(aminoacrylate)s with good solubility and thermal stability were obtained in high yields(up to 95%). Notably, distinctly different stereoregularity of resultant poly(aminoacrylate)s was realized via using primary or secondary amines. Using the former would readily generate polymers with 100% Z-isomers, whereas the latter furnished products with over 95% E-isomers. Through different monomer combination, the polymers with tunable structures and properties were ***, the tetraphenylethene units containing poly(aminoacrylate)s, showing the unique aggregation-induced emission characteristics,could function as a fluorescent probe for sensitive explosive detection. Thus, this work not only develops a facile CO_(2) and alkyne-based multicomponent tandem polymerization but also provides a valuable strategy to fine-tune the polymer structures and properties, which could be potentially applied in diverse areas.

关键词： Carbon dioxide Multicomponent tandem polymerization Aggregation-induced emission Green monomer

Plant specialized metabolites modulate root microbiomes

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science China(Life sciences) 2019年第8期62卷 1111-1113页

作者： Pengchao Wang ben Niu state Key Laboratory of Tree Genetics and Breeding(Northeast Forestry University) Harbin150040China College of Life science Northeast Forestry UniversityHarbin150040China

Plants are surrounded by myriad microbes during their growth,death,and importantly,evolution(Zhang et al.,2018).It is well known that the interaction between plantassociated microbes and their hosts greatly impacts host development and health(Verbon and Liberman,2016;Berendsen et al.,2012).One of the strategies employed by plants to defend themselves against pathogens and adapt to adverse conditions is to selectively recruit specific host-associated microbial communities possessing beneficial *** far,numerous attempts have been made to elucidate the ways by which plants regulate host-associated *** immune signaling(Lebeis et al.,2015)and phosphate starvation responses(Castrillo et al.,2017)have been identified to be involved in this process.

关键词： Plant specialized metabolites root microbiomes importantly,evolution

Retinal ganglion cell neuroprotection by growth factors and exosomes:lessons from mesenchymal stem cells

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Neural Regeneration Research 2018年第2期13卷 228-229页

作者： ben Mead stanislav Tomarev section of retinal ganglion cell biology laboratory of retinal cell and molecular biologynational eye institutenational institutes of healthBethesdaMDUSA

Retinal ganglions cells （RGCs） are responsible for propagating electrochemical information from the eye to the brain along their axons which make up the optic nerve. The loss of RGCs is characteristic in several conditions such as glaucoma and trau- matic optic neuropathy and leads to visual loss and blindness. While no therapy exists to directly treat RGCs, the use of bone marrow-derived mesenchymal stem cells （BMsCs） has shown promise in eliciting significant RGC neuroprotection.

关键词： BMsCs Retinal ganglion cell neuroprotection by growth factors and exosomes lessons from mesenchymal stem cells PDGFR

The Heat Equation for the Dirichlet Fractional Laplacian with Negative Potentials:Existence and Blow-up of Nonnegative solutions

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Acta Mathematica sinica,English series 2017年第7期33卷 981-995页

作者： Ali ben AMOR Tarek KENZIZI Department of Mathematics Faculty of Sciences of GabèsUniversity GabèsGabès 6072Tunisia Department of Mathematics Faculty of Sciences of TunisUniversity Tunis EIManarTunis 1001Tunisia

We establish conditions ensuring either existence or blow-up of nonnegative solutions for the heat equation generated by the Dirichlet fractional Laplacian perturbed by negative potentials on bounded sets. The elabora... 详细信息

关键词： Fractional Laplacian heat equation Dirichlet form blow-up

DFIG sliding mode control fed by back-to-back converter with DC-link voltage control for variable wind turbine PWM speed

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Frontiers in Energy 2014年第3期8卷 345-354页

作者： Youcef BEKAKRA Djilani ben ATTOUs Department of Electrical Engineering University of Biskra Biskra 07000 Algeria Department of Electrical Engineering University of El Oued El Oued 39000 Algeria

This paper proposes an indirect power control of doubly fed induction generator （DFIG） with the rotor connected to the electric grid through a back-to-back pulse width modulation （PWM） converter for variable speed wind power generation. Appropriate state space model of the DFIG is deduced. An original control strategy based on a variable structure control theory, also called sliding mode control, is applied to achieve the control of the active and reactive power exchanged between the stator of the DFIG and the grid. A proportional-integral-（P1） controller is used to keep the DC-link voltage constant for a back-to-back PWM converter. simulations are conducted for validation of the digital controller operation using Matlab/simulink software.

关键词： doubly fed induction generator (DFIG) windturbine back-to-back pulse width modulation (PWM) DC-link voltage sliding mode control

sCALAR CURVATURE TYPE PROBLEM ON THE THREE DIMENsIONAL BOUNDED DOMAIN

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Acta Mathematica scientia 2017年第1期37卷 139-173页

作者： Mohamed ben AYED Habib FOURTI Faculte des sciences Universite de SfaxRoute SoukraSfaxTunisie Institut Preparatoire Aux Etudes d'Ingenieurs Universite de SfaxSfaxTunisie

In this paper we prove an existence result for the nonlinear elliptic problem：-△u = Ku5,u 〉 0 in Ω,u = 0 on Ω,where Ω is a smooth bounded domain of R3 and K is a positive function in Ω.Our method relies on stud... 详细信息

关键词： scalar-curvature critical point limiting sobolev exponent variational prob-lems with lack of compactness blow up analysis

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The Journal of China Universities of Posts and Telecommunications 2007年第3期14卷 16-21页

作者： YANG Fan LI Dao-ben school of Information Engineering Beijing University of Posts andTelecommunications Beijing 100876 China

A more accurate correlated multiple input and multiple output （MIMO） channel model for IEEE 802.16n is presented. On one hand, this MIMO channel model can obtain more precise antenna correlation, which is a key character for MIMO channel and important for the research of IEEE 802.16n and MIMO technologies. On the other hand, it maintains a low complexity of simulation.

关键词： MIMO channel model power delay profile antenna correlation