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Forecasting US Stock Market Returns:A Japanese Candlestick Approach

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Journal of Systems Science & Complexity 2021年第2期34卷 657-672页

作者： MENG Xiaoge MA Jun qiao han XIE Haibin School of Economics and Management Institute of Disaster PreventionSanhe 065201China Business School University of International Business and EconomicsBeijing 100029China School of Economics and Management University of Chinese Academy SciencesBeijing 100190China School of Banking and Finance University of International Business and EconomicsBeijing 100029China

A Japanese candlestick chart consists of not only the closing price but also the high,low and opening price *** the Japanese candlestick,this paper investigates the forecasting power of the shadow in Japanese candlestick *** studies performed with the US stock market show that 1)there is a significant Halloween effect in the shadow;2)shadow is valuable for predicting the stock market returns in both statistical and economic sense;3)the predictability reported by the shadow can not be explained by either the CAPM model or the Fama-French three-factor *** paper confirms that predictability of the stock market can be improved if more price information is used.

关键词： Japanese candlestick out-of-sample predictability US stock market

The effect of the wave-induced mixing on the upper ocean temperature in a climate model

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Acta Oceanologica Sinica 2008年第3期27卷 104-111页

作者： HUANG Chuanjiang qiao Fangli song Zhenya Key Laboratory of Marine Science and Numerical Modeling of State Oceanic Administration First Institute of Oceanography State Ocean Administration Qingdao 266061 China

The significant underestimation of sea surface temperature （SST） and the temperature in the upper ocean is one of common problems in present climate models. The influence of the wave-induced mixing on SST and the temperature in the upper ocean was examined based on a global climate model. The results from the model coupled with wave-induced mixing showed a significant improvement in the simulation of SST and the temperature in the upper ocean compared with those of the original model without wave effects. Although there has still a cold bias, the new simulation is much closer to the climatology, especially in the northern ocean and tropical ocean. This study indicates that some important physical processes in the accurate simulation of the ocean may be ignored in present climate models, and the wave-induced mixing is one of those factors. Thus, the wave-induced mixing （ or the effect of surface waves） should be incorporated properly into climate models in order to simulate or forecast the ocean, then climate system, more accurately.

关键词： surface wave vertical mixing SST upper ocean temperature climate model

Historical simulation and twenty-first century prediction of oceanic CO_2 sink and pH change

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Acta Oceanologica Sinica 2012年第5期31卷 87-97页

作者： BAO Ying qiao Fangli song Zhenya College of Physical and Environmental Oceanography Ocean University of ChinaQingdao 266100China First Institute of Oceanography State Oceanic AdministrationQingdao 266061China Key Laboratory of Marine Science and Numerical Modeling State Oceanic AdministrationQingdao 266061China

A global ocean carbon cycle model based on the ocean general circulation model POP and the improved biogeochemical model OCMIP-2 is employed to simulate carbon cycle processes under the historically observed atmospheric CO 2 concentration and different future scenarios （called Rep- resentative Concentration Pathways, or RCPs）. The RCPs in this paper follow the design of Inter- governmental Panel on Climate Change （IPCC） for the Fifth Assessment Report （AR5）. The model results show that the ocean absorbs CO 2 from atmosphere and the absorbability will continue in the 21st century under the four RCPs. The net air-sea CO 2 flux increased during the historical time and reached 1.87 Pg/a （calculated by carbon） in 2005; however, it would reach peak and then decrease in the 21st century. The ocean absorbs CO 2 mainly in the mid latitude, and releases CO 2 in the equator area. However, in the Antarctic Circumpolar Current （ACC） area the ocean would change from source to sink under the rising CO 2 concentration, including RCP4.5, RCP6.0, and RCP8.5. In 2100, the anthropogenic carbon would be transported to the 40 S in the Atlantic Ocean by the North Atlantic Deep Water （NADW）, and also be transported to the north by the Antarctic Bottom Water （AABW） along the Antarctic continent in the Atlantic and Pacific oceans. The ocean pH value is also simulated by the model. The pH decreased by 0.1 after the industrial revolution, and would continue to decrease in the 21st century. For the highest concentration sce- nario of RCP8.5, the global averaged pH would decrease by 0.43 to reach 7.73 due to the absorption of CO 2 from atmosphere.

关键词： ocean carbon cycle model air-sea CO 2 flux anthropogenic carbon pH value

Empirical Likelihood Based Goodness-of-fit Testing for Generalized Linear Mixed Models

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Acta Mathematicae Applicatae Sinica 2014年第1期30卷 37-48页

作者： song-qiao WEN Li-xing ZHU College of Mathematics and Computational Science Shenzhen University School of Statistics Renmin University of China

In this paper, we propose a bias-corrected empirical likelihood （BCEL） ratio to construct a goodness- of-fit test for generalized linear mixed models. BCEL test maintains the advantage of empirical likelihood that is self scale invariant and then does not involve estimating limiting variance of the test statistic to avoid deteri- orating power of test. Furthermore, the bias correction makes the limit to be a process in which every variable is standard chi-squared. This simple structure of the process enables us to construct a Monte Carlo test proce- dure to approximate the null distribution. Thus, it overcomes a problem we encounter when classical empirical likelihood test is used, as it is asymptotically a functional of Gaussian process plus a normal shift function. The complicated covariance function makes it difficult to employ any approximation for the null distribution. The test is omnibus and power study shows that the test can detect local alternatives approaching the null at parametric rate. Simulations are carried out for illustration and for a comparison with existing method.

关键词： Empirical likelihood bias correction monte carlo test generalized linear mixed model

The correctness to the spuriously simulated semi-annual cycle of the sea surface temperature in the equatorial eastern Pacific

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Science China Earth Sciences 2011年第3期54卷 438-444页

作者： song ZhenYa qiao FangLi WANG ChunZai The First Institute of Oceanography State Oceanic Administration Qingdao 266061 China NOAA Atlantic Oceanographic and Meteorological Laboratory Miami USA

One of the challenges faced by the climate model of the Community Climate System Model version 3 (CCSM3) is the spuriously simulated semi-annual cycle of the sea surface temperature (SST) in the equatorial eastern Pacific. This model bias has limited the performance of the climate simulation and prediction. Based on the surface wave-circulation coupled theory, an atmosphere-wave-ocean coupled model was developed, which incorporates the MASNUM (key laboratory of Marine Sciences and Numerical Modeling) wave number spectral model into CCSM3. The new coupled atmosphere-wave-ocean model successfully removes the spurious semi-annual cycle simulated by the original CCSM3 and reasonably produces an SST annual cycle with warm and cold phases in April and August, respectively. The correlation between the simulated and observed SST in the equatorial eastern Pacific is improved from 0.66 to 0.93. The ocean surface layer heat budget analysis indicates that the wave-induced vertical mixing is responsible for improving the simulation of the SST seasonal cycle in the equatorial eastern Pacific.

关键词： SST seasonal cycle the eastern Pacific the wave-induced mixing CGCMs

Universal conductance fluctuations in Sierpinski carpets

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Frontiers of physics 2019年第6期14卷 89-95页

作者： Yu-Lei han Zhen-Hua qiao ICQD Hefei National Laboratory for Physical Sciences at MicroscaleSynergetic Innovation Center of Quantum Information and Quantum PhysicsCAS Key Laboratory of Strongly-Coupled Quantum Matter Physicsand Department of PhysicsUniversity of Science and Technology of ChinaHefei 230026China

We theoretically investigate the conductance fluctuation of two-terminal device in Sierpinski *** find that,for the circular orthogonal ensemble(COE),the conductance fluctuation does not display a universal feature;but for circular unitary ensemble(CUE)without time-reversal symmetry or circular symplectic ensemble(CSE)without spin-rotational symmetry,the conductance fluctuation can reach an identical universal value of 0.74+0.01(e^2/h).We further find that the conductance distributions around the critical disorder strength for both CUE and CSE systems share the similar distribution *** findings provide a better understanding of the electronic transport properties of the regular fractal structure.

关键词： electronic transport conductance fluctuation

Nonlinear Degenerate Parabolic Equations with Time-dependent Singular Potentials for Baouendi–Grushin Vector Fields

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Acta Mathematica Sinica,English Series 2015年第1期31卷 123-139页

作者： Jun Qiang han Qian qiao GUO Department of Applied Mathematics Northwestern Polytechnical University

In this paper, we are concerned with the following three types of nonlinear degenerate parabolic equations with time-dependent singular potentials： uq/ t=▽α·（‖z‖^-pγ｜▽αu｜^p-2▽αu）＋V（z, t）u^p-1, uq/ t=▽α·（‖z‖^-2γ▽αu^m）＋V（z, t）u^m, uq/ t=u^μ▽α·（u^τ｜▽αu｜^p-2▽αu）＋V（z, t）u^p-1＋μ＋τin a cylinder Ω×（0, T） with initial condition u（z, 0）=u0（z） ≥ 0 and vanishing on the boundary Ω×（0, T）, where Ω is a Carnot-Carathéodory metric ball in Rd＋k and the time-dependent singular potential function is V（z, t） ∈ L^1loc （Ω×（0, T））. We investigate the nonexistence of positive solutions of these three problems and present our results on nonexistence.

关键词： Nonlinear degenerate parabolic equations Baouendi-Grushin vector fields positive solu-tions~ nonexistence Hardy inequality

Mechanism of action of Linggui Zhugan Decoction in treating non-alcoholic fatty liver disease using untargeted metabolomics approach

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Traditional Medicine Research 2025年第2期10卷 65-76页

作者： Huan Pei Ren-Lin Li Xin-Ran song Qian-Qian Wan Yu-Ming Wang han-Zhou Li Wei-Quan Xu Jia-Bao Liao Wei-Bo Wen Jing Miao Huan-Tian Cui School of Basic Medicine Yunnan University of Chinese MedicineKunming 650599China School Clinical Medical College Yunnan University of Chinese MedicineKunming 650599China First School of Clinical Medicine Yunnan University of Chinese MedicineKunming 650599China School of Integrative Chinese and Western Medicine Tianjin University of Traditional Chinese MedicineTianjin 301617China Department of Pharmacy Tianjin Second People's HospitalTianjin 300192China

Background:Non-alcoholic fatty liver disease(NAFLD)is a liver disorder characterized by the accumulation and degeneration of fat in the liver cells,a condition that may further deteriorate and lead to cirrhosis and liver *** studies showed that metabolic dysfunction can promote NAFLD *** Zhugan Decoction(LGZGD)has therapeutic effects on *** mechanism of LGZGD still remains *** study was to examine the impact of LGZGD on the metabolic processes involved in the development of ***:A mice model of NAFLD was treated with *** therapeutic potential of LGZGD was evaluated by assessing the activity of transaminases,lipids levels of blood,and pathological changes in the liver of the mice model of ***,this study also evaluated the influence of LGZGD on liver inflammation and oxidative ***:The results of untargeted metabolomics analysis showed that LGZGD reduced the disordered lipid metabolism in NAFLD *** improved the oxidative stress and also reduced the levels of pro-inflammatory cytokines in the *** metabolomics analysis of liver samples revealed that LGZGD treatment improved metabolic disorders,including alanine,aspartate,glutamate,glycerophospholipid metabolism,and citrate *** RT-qPCR and Western blot results showed that LGZGD could regulate the expression of key enzymes in the metabolic pathway of the citrate cycle,including ATP-citrate lyase(ACLY),alanine-glyoxylate aminotransferase-2(AGXT2),phosphatidylethanolamine N-methyltransferase(PEMT),and succinate dehydrogenase(SDH).Conclusion:We found that LGZGD can treat NAFLD by reducing inflammatory responses,inhibiting oxidative stress,regulating alanine,aspartate,glutamate,and glycerophospholipid metabolism,and citrate cycle pathways.

关键词： NAFLD LGZGD untargeted metabolomics glycerophospholipid metabolism citrate cycle

In-situ Tension of Dendrite-Reinforced Zr-based Metallic-GlassMatrix Composites

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Acta Metallurgica Sinica(English Letters) 2014年第4期27卷 621-626页

作者： Huijun Yang Junwei qiao song Wang Yong Zhang Research Institute of Surface Engineering Taiyuan University of Technology College of Materials Science and Engineering Taiyuan University of Technology State Key Laboratory of Advanced Metals and Materials University of Science and Technology Beijing

The evolution of shear bands in the glassy matrix composites was observed and analyzed during in-situ *** on the simple calculation,the temperature rise within the shear bands is sufficient to cause the formation of viscous shearing layer,resulting in the early ***-based metallic-glass-matrix composites（labeled as DH1 and DH2） exhibit improved tensile ductility rather than brittle failure,since the existence of secondary ductile dendrites promotes the impedance of prompt propagation of shear bands,evidenced by the multiplication of shear bands.

关键词： Amorphous alloy Deformation behavior Shear bands Notch