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Use of sparse correlations for assessing financial markets

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Frontiers of Computer Science 2020年第6期14卷 189-191页

作者： Xin LI guyu hu Yuhuan ZHOU Zhisong PAN College of Command and Control Engineering Army Engineering University of PLANanjing 210007China

1 Introduction In the financial market,the partial correlation is a technical tool for studying the relationships between stocks,pairs trading,and industry classification[1,2].Many of these studies[2-4]focus on traditional statistical methods,which solve the partial correlation of stocks with a large number of observation samples and a relatively small number of *** example,Jung and Chang[2]used 10 years of daily-level data to calculate the partial correlation matrix of 300 stocks.

关键词： trading financial market

SEMI-SUPERVISED RADIO TRANSMITTER CLASSIFICATION BASED ON ELASTIC SPARSITY REGULARIZED SVM

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Journal of Electronics(China) 2012年第6期29卷 501-508页

作者： hu guyu Gong Yong Chen Yande Pan Zhisong Deng Zhantao Institute of Command Automation PLA University of Science and Technology Nanjing Army Command College Nanjing 210045

Non-collaborative radio transmitter recognition is a significant but challenging issue, since it is hard or costly to obtain labeled training data samples. In order to make effective use of the unlabeled samples which can be obtained much easier, a novel semi-supervised classification method named Elastic Sparsity Regularized Support Vector Machine (ESRSVM) is proposed for radio transmitter classification. ESRSVM first constructs an elastic-net graph over data samples to capture the robust and natural discriminating information and then incorporate the information into the manifold learning framework by an elastic sparsity regularization term. Experimental results on 10 GMSK modulated Automatic Identification System radios and 15 FM walkie-talkie radios show that ESRSVM achieves obviously better performance than KNN and SVM, which use only labeled samples for classification, and also outperforms semi-supervised classifier LapSVM based on manifold regularization.

关键词： Radio transmitter recognition Cyclic spectrum density Semi-supervised classification Elastic Sparsity Regularized Support Vector Machine (ESRSVM)

PERFORMANCE ANALYSIS OF MULTI-CARRIER ALOHA SYSTEMS

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PERFORMANCE ANALYSIS OF MULTI-CARRIER ALOHA SYSTEMS

Simulation and verification of pulsed laser beam propagation underwater using Markov chains [Invited]

1992 International Conference on Communication Technology ICCT’92

作者： hu guyu Xie Xiren Institute of Communications Engineering

＜正＞A new multiple access scheme called Multi- Carrier ALOHA（MC-ALOHA ） is presented in this *** the MC-ALOHA system there are multiple carriers and each of them can be accessed by all of the *** sending a packet,a user must select one of the carriers randomly,and then every bit of the packet will be transmitted sequentially on the same *** delay-throughput performance will be greatly improved if a single carrier ALOHA channel of nR kb/s is replaced by an MC-ALOHA channel with n carriers of R kb/*** the emergenoe of VSAT（Very Small Aperture Terminal）,the ALOHA muniple access protocol has been again higtllighted. In the ALOHA system of a VSAT network,many remote stanons trammit their information asynchronously to a cellter hub,and the hub then returns an acknowledgment（Ack）for the correct receivhag of *** Ack is often transmitted in a broadcast charmel（the hub is the only transmitter） Usually there are multiple ALOHA channels for a large number of remote stations to transmit their information to the *** is not a good idea to diVide remore stations into several groups and to restrict the stations in a certain group to access an assigned ALOHA channel. It is a good anernative that all of the ALOHA channels can be accessed by every reinore station *** is to say,every remote statioll selects one of the ALOHA channels before every *** is called here Multi-Carrier ALOHA（MC—ALOHA）In a teal VSAT network, a preamble for cartier acquisition and synchronization must be transmitted preceding every packet in an unslotted ALOHA *** the other hand,the synchronization between transmitterS is very important in a slored ALOHA *** aim of synchronization is to let two of more packets transmitted by different stations arrive at the satellite at the start of a slot. each of them will experience differem propagafion *** the data rate is 32 kb/s,the precision of synchronization should be the order of

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Chinese Optics Letters 2019年第10期17卷 11-15页

作者： Tianhua Zhou Jian Ma Tingting Lu guyu hu Tingwei Fan Xiaopeng Zhu Xiaolei Zhu Weibiao Chen Key Laboratory of Space Laser Communication and Detection Technology Shanghai Institute of Optics and Fine MechanicsChinese Academy of SciencesShanghai 201800China

One fast simulation method using Markov chains was introduced to simulate angular,energy,and temporal characteristics of pulsed laser beam propagation *** dispersion of photons with a different number of collisions was calculated based on scattering function and the state transition matrix of Markov *** distribution and energy on the receiving plane were obtained,respectively,by use of a novel successive layering model and receiving *** validity of this method was verified by comparing it with the Monte Carlo ray tracing(MCRT)*** simulation results were close to those obtained by MCRT but were less time consuming and had smoother curves.

关键词： method. chains underwater

ISWBD-A Normal Procedure for Construction of Satellite Communication Network Evaluation Index System 25th

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ISWBD-A Normal Procedure for Construction of Satellite Commu...

第25届中国控制与决策会议

作者： Yuan Weiwei hu guyu Yue Shuzhen Liu Richu Sun Xigang Wang Xiandong Institute of Command Information System PLA University of S&T 61651 Army

ISBN: (纸本)9781467355339

The construction of index system for satellite communication network（SCN） evaluation is unstructured problem which is typically solved by creativity procedures. According to the development of satellite communication industry in China, a new creativity procedure named ISWBD （Integrated Stages With Brainstorming and Delphi） is designed based on Brainstorming and the Delphi procedure. Key techniques in ISWBD such as expert selection, question design, consensus measurement and iteration control are designed in detail. By ISWBD, an index system for SCN evaluation is built, which is objective, formal and feasible.

关键词： Satellite Communication Network Evaluation Index System Creativity Procedure

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平行流形空间光线投射高度场可视化算法

计算机辅助设计与图形学学报 2013年第3期25卷 356-362页

作者：罗健欣胡谷雨倪桂强解放军理工大学全军军用网络技术重点实验室

为了解决球形域上高度场可视化的难题,设计了一个快速的光线投射球形高度场可视化渲染系统.其主要贡献包括:光线在曲线表面行进的正确数学模型;在球形表面进行光线投射的一组精确的解析解;在多个流形空间平行迭代的光线投射算法——平... 详细信息

为了解决球形域上高度场可视化的难题,设计了一个快速的光线投射球形高度场可视化渲染系统.其主要贡献包括:光线在曲线表面行进的正确数学模型;在球形表面进行光线投射的一组精确的解析解;在多个流形空间平行迭代的光线投射算法——平行流形空间光线投射算法;一种使用缓存于GPU上的同一网格来渲染所有四叉树节点的技巧.实验结果表明,该系统不仅高效而且可以获得很高的图像质量.

关键词：高度场光线投射混合渲染四叉树

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二维触发元胞自动机加密算法的软件实现

计算机应用与软件 2008年第7期25卷 31-32,39页

作者：肖佳胡谷雨解放军理工大学指挥自动化学院江苏南京210007

一维触发元胞自动机加密系统的缺点是密钥空间小[1],二维触发元胞自动机在几乎不增加计算量及复杂度的同时,极大地扩张了密钥空间。简述二维触发元胞自动机的基本理论,应用其触发规则建立动态密码系统,完成加密解密,并根据程序的最终测... 详细信息

一维触发元胞自动机加密系统的缺点是密钥空间小[1],二维触发元胞自动机在几乎不增加计算量及复杂度的同时,极大地扩张了密钥空间。简述二维触发元胞自动机的基本理论,应用其触发规则建立动态密码系统,完成加密解密,并根据程序的最终测试数据,进行性能分析。

关键词：一维触发元胞自动机密钥空间二维触发元胞自动机触发规则

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网格环境下的网络通信集成优化问题研究

电信科学 2006年第1期22卷 14-18页

作者：雷鸣胡谷雨解放军理工大学指挥自动化学院南京210007

本文基于当前网格技术研究背景,分析了网格对于网络通信提出的新的要求,阐述了典型网格系统在通信环节的优缺点,概括了国际相关研究团体和个人在改善网格的通信性能方面所做的工作,最后分别从网格的连通性、链路利用率和带宽资源管理等... 详细信息

本文基于当前网格技术研究背景,分析了网格对于网络通信提出的新的要求,阐述了典型网格系统在通信环节的优缺点,概括了国际相关研究团体和个人在改善网格的通信性能方面所做的工作,最后分别从网格的连通性、链路利用率和带宽资源管理等方面提出改进的策略。

关键词：互连性能网络连通性链路利用率资源管理优化

网络功能虚拟化下服务功能链的资源管理研究综述

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计算机研究与发展 2021年第1期58卷 137-152页

作者：祖家琛胡谷雨严佳洁李实吉陆军工程大学指挥控制工程学院南京210007

伴随着云计算,软件定义网络和网络功能虚拟化等网络新技术的出现,未来网络运维向着虚拟化、智能化的方向不断迈进.网络功能虚拟化提供了一种服务节点虚拟化的方法,它采用通用服务器替代传统网络中的专用中间件,可以大大降低网络运营商... 详细信息

伴随着云计算,软件定义网络和网络功能虚拟化等网络新技术的出现,未来网络运维向着虚拟化、智能化的方向不断迈进.网络功能虚拟化提供了一种服务节点虚拟化的方法,它采用通用服务器替代传统网络中的专用中间件,可以大大降低网络运营商的建设和运营成本,提升网络管理的灵活性和可扩展性.由于网络端到端服务通常需要不同的服务功能,采用虚拟化技术构建网络服务功能链,进行资源的合理分配和调度成为一个重要的研究课题,引起了学术界和工业界的广泛关注.从网络功能虚拟化的技术背景出发,介绍了网络功能虚拟化下服务功能链资源管理的基础架构、技术基础和应用场景.而后基于服务功能链编排的不同阶段,将现有理论研究划分为4个部分:组链、部署、调度和按需缩放分别展开论述,从问题出发介绍和分析了研究现状.最后,针对现有存在问题,提出了一些拟解决方案,并对未来的研究方向进行了展望.

关键词：网络功能虚拟化服务功能链网络资源优化未来网络管理云计算