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An empirical behavioral order‑driven model with price limit rules

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Financial Innovation 2021年第1期7卷 1733-1756页

作者： Gao‑Feng Gu Xiong Xiong Hai‑Chuan Xu Wei zhang yongjie zhang Wei Chen Wei‑Xing Zhou School of Business East China University of Science and TechnologyShanghaiChina Research Center for Econophysics East China University of Science and TechnologyShanghaiChina College of Management and Economics Tianjin UniversityTianjinChina China Center for Social Computing and Analytics Tianjin UniversityTianjinChina Shenzhen Stock Exchange ShenzhenChina School of Mathematics East China University of Science and TechnologyShanghaiChina

We propose an empirical behavioral order-driven(EBOD)model with price limit rules,which consists of an order placement process and an order cancellation *** the ingredients of the model are determined based on the empirical microscopic regularities in the order flows of stocks traded on the Shenzhen Stock *** model can reproduce the main stylized facts in real *** experiments unveil that asymmetric setting of price limits will cause the stock price to diverge exponentially when the up price limit is higher than the down price limit and to vanish vice *** also find that asymmetric price limits have little influence on the correlation structure of the return series and the volatility series,but cause remarkable changes in the average returns and the tail exponents of *** EBOD model provides a suitable computational experiment platform for academics,market participants,and policy makers.

关键词： Econophysics Order-driven model Agent-based model Asymmetric price limit Stylized facts Limit order book

Conditions for the Formation of Oil and Gas Pools in Tertiary Volcanics in the Western Part of the Huimin Sag, Shandong and Their Distribution

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维普期刊数据库

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Acta Geologica Sinica(English Edition) 1989年第1期63卷 23-37页

作者： Liu Zerong and Xin Quanlin East China Petroleum Institute, Dongying, Shandong Wang yongjie, Xu Piqin and zhang Xiaofeng Shengli Oilfield, Dongying, Shandong Yang Shuren East China Petroleum Institute Dongying Shandong China

Conditions for the Formation of oil and gas pools in Tertiary volcanics in the western part of the Huimin sag, Shandong and then (?)stribution have been studied based on the geological, seismic and well-logging information. In this paper, the types and lithofacies of the volcanic rocks in the western part of the Huimin sag are described; the relationship between rocks and electrical properties, the seismic reflection structures, the development and distribution of the volcanic rocks are expounded; and the fourfold role of the volcanic activities in the formation of the oil and gas pools is also dealt with. It is considered by the authors that the volcanic activities were not destructive to the formation of oil and gas pools but a factor favourable to the accumulation of organic matters and their conversion to hydrocarbon. The volcanic rocks might have served as reservoir rocks and cap rocks, or as a synsedimentary anticline. The prerequisites and important factors for the formation of oil and gas pools and their distribution are pointed out in the paper.

关键词： Conditions for the Formation of Oil and Gas Pools in Tertiary Volcanics in the Western Part of the Huimin Sag

The intronic minisatellite OsMin1 within a serine protease gene in the Chinese caterpillar fungus Ophiocordyceps sinensis

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The intronic minisatellite OsMin1 within a serine protease g...

Small-current grounding fault location method based on transient main resonance frequency analysis

中国菌物学会2016年学术年会

作者： Shu zhang yongjie zhang School of Life Sciences Shanxi University

Repetitive DNA sequences make up a significant portion of all genomes and may occur in intergenic,regulatory,coding,or even intronic *** sequences of a serine protease gene csp1 was previously used as a population genetic marker of the Chinese caterpillar fungus Ophiocordyceps sinensis,but its first intron region was excluded due to ambiguous *** in this study,we report the presence of a minisatellite Os Min1 within this intron,where a 20（19）-bp repeat motif is duplicated two to six times in different *** intron alleles and 13 Os Min1 alleles were identified among 125 *** samples distributed broadly on the Tibetan *** Os Min1 alleles were prevalent,corresponding to either two or five repeats of the core sequence *** Min1 appears to be a single locus marker in the *** genome,but its origin is *** recombination signals were detected between upstream and downstream flanking regions of Os Min1,suggesting that Os Min1 mutate by unequal crossing *** distribution,fungal phylogeny and host insect phylogeny all significantly affected intron distribution patterns but with the greatest influence noted for fungal genotypes and the least for *** far as we know,Os Min1 is the first minisatellite found in *** and the second found in fungal *** Min1 may be useful in designing an efficient protocol to discriminate authentic *** from counterfeits.

关键词： Ophiocordyceps sinensis csp1 intron minisatellite unequal crossing over

来源： cnki会议评论

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cnki会议

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Global Energy Interconnection 2020年第4期3卷 324-334页

作者： yongjie zhang Xiaojun Wang Junjuan Li Yin Xu Guohong Wu School of Electrical Engineering Beijing Jiaotong UniversityBeijing100044China State Grid Lanzhou Electric Power Company LanzhouGansu730070China Dept.Of Electrical&Electronics Eng. Tohoku Gakuin University1-13-1ChuoTagajoMiyagi Prefecture9858537Japan

The small-current grounding fault in distribution network is hard to be located because of its weak fault *** accurately locate the faults,the transient process is analyzed in this *** the study we take that the main resonant frequency and its corresponding component is related to the fault *** on this,a fault location method based on double-end wavelet energy ratio at the scale corresponding to the main resonant frequency is *** back propagation neural network(BPNN)is selected to fit the non-linear relationship between the wavelet energy ratio and fault *** performance of this proposed method has been verified in different scenarios of a simulation model in PSCAD/EMTDC.

关键词： Small-current grounding fault location Main resonant frequency Double-end wavelet energy ratio Backpropagation neural network(BPNN)

Light collection of the POLAR detector

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Science China(Physics,Mechanics & Astronomy) 2010年第S1期53卷 43-46页

作者： DONG YongWei,LI YanGuo,WU BoBing,zhang yongjie & zhang ShuangNan Key Laboratory of Particle Astrophysics,Institute of High Energy Physics,Chinese Academy of Sciences,Beijing 100049,China Key Laboratory of Particle Astrophysics Institute of High Energy Physics Chinese Academy of Sciences Beijing China

POLAR is a compact polarimeter dedicated to measuring the polarization of GRBs between 50-350 *** light collection of 200 mm×6 mm×6 mm plastic bars has been simulated and optimized in order to get uniform response to X-rays at different points along one single *** to the Monte Carlo results,the amplitude uniformity strongly depends on the level of polishing of the scintillator surface and the covering.A uniformity of 89% is achieved with a prototype constructed by a non position-sensitive PMT and an array of 4×4 bars.

关键词： plastic scintillator light collection gamma-ray burst polarimeter

SVOM gamma ray monitor

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Science China(Physics,Mechanics & Astronomy) 2010年第S1期53卷 40-42页

作者： DONG YongWei,WU BoBing,LI YanGuo,zhang yongjie & zhang ShuangNan Key Laboratory of Particle Astrophysics,Institute of High Energy Physics,Chinese Academy of Sciences,Beijing 100049,China Key Laboratory of Particle Astrophysics Institute of High Energy Physics Chinese Academy of Sciences Beijing China

The space-based multi-band astronomical Variable Object Monitor(SVOM) mission is dedicated to the detection,localization and broad-band study of gamma-ray bursts(GRBs) and other high-energy transient *** gamma ray monitor(GRM) onboard is designed to observe GRBs up to 5 *** this instrument,one of the key GRB parameters,Epeak,can be easily measured in the hard X-ray *** can achieve a detection rate of 100 GRBs per year which ensures the scientific output of SVOM.

关键词： gamma-ray burst Epeak triple phoswich

Calibration of Mars Energetic Particle Analyzer (MEPA)

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Earth and Planetary Physics 2020年第4期4卷 355-363页

作者： ShuWen Tang Yi Wang HongYun Zhao Fang Fang Yi Qian yongjie zhang HaiBo Yang CunHui Li Qiang Fu Jie Kong XiangYu Hu Hong Su ZhiYu Sun YuHong Yu BaoMing zhang Yu Sun ZhiPeng Sun Institute of Modern Physics Chinese Academy of SciencesLanzhou 730000China Science and Technology on Vacuum Technology and Physics Laboratory Lanzhou Institute of PhysicsLanzhou 730000China University of Chinese Academy of Sciences Beijing 100049China Key Laboratory of Lunar and Deep Space Exploration National Astronomical ObservatoriesChinese Academy of SciencesBeijing 100012China National Space Science Center Chinese Academy of SciencesBeijing 100190China

The first Mars exploration mission of China(Tianwen-1)is scheduled to be launched in 2020;a charged particle telescope,the Mars Energetic Particle Analyzer(MEPA),is carried as one of the payloads on the *** MEPA is designed to measure solar energetic particles(SEPs)and galactic cosmic rays(GCRs)in the near-Mars space and in the transfer orbit from Earth to *** the launch,the MEPA was calibrated in ground experiments with radioactive sources,electronic pulses,and accelerator *** calibration parameters,such as energy conversion constants,threshold values for the triggers,and particle identification criteria,were determined and have been stored for onboard *** validity of the calibration parameters has been verified with radioactive sources and *** calibration results indicate that the MEPA can measure charged particles reliably,as designed,and that it can satisfy the requirements of the Tianwen-1 mission.

关键词： Mars Tianwen-1 MEPA calibration

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共形完全匹配层按层积分算法

计算物理 2009年第4期26卷 574-578页

作者：张永杰孙秦西北工业大学航空学院陕西西安710072

基于共形完全匹配层(CPML)吸收边界,构造一种共形完全匹配层矢量单元按层积分算法,将多层单元积分运算叠加到一层单元中进行,用多层单元剖分,以一层单元计算矩阵元素,即保留了多层单元的几何和材料信息,又减少了单元数量和计算量.数值... 详细信息

基于共形完全匹配层(CPML)吸收边界,构造一种共形完全匹配层矢量单元按层积分算法,将多层单元积分运算叠加到一层单元中进行,用多层单元剖分,以一层单元计算矩阵元素,即保留了多层单元的几何和材料信息,又减少了单元数量和计算量.数值算例表明,这种按层积分CPML吸收效果好,计算量小,可靠,高效.

关键词：共形完全匹配层按层积分算法吸收边界条件

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下穿既有桥梁隧道施工风险定量评估方法

中南大学学报（自然科学版） 2015年第5期46卷 1862-1868页

作者：陈洁金张永杰长沙理工大学土木与建筑学院湖南长沙410004 长沙理工大学岩土工程施工灾变防控与环境修复技术2011协同创新中心湖南长沙410004

以城市隧道下穿建(构)筑物风险定量评估体系为研究对象,针对施工中存在随机和模糊不确定性问题,基于故障树、区间算法和模糊数学建立模糊故障树风险评价模型。首先在调查100多处城市隧道施工不当引起临近建(构)筑物安全事故的案例后,总... 详细信息

以城市隧道下穿建(构)筑物风险定量评估体系为研究对象,针对施工中存在随机和模糊不确定性问题,基于故障树、区间算法和模糊数学建立模糊故障树风险评价模型。首先在调查100多处城市隧道施工不当引起临近建(构)筑物安全事故的案例后,总结风险事故的影响因素和基本事件。其次,根据专家的经验和模拟试验确定基本事件的发生模糊概率,利用模糊区间算法计算顶事件的模糊发生概率和各影响因素的模糊重要度;采用模糊层次评价模型对临近桥梁损害风险发生的后果进行评估,根据顶事件的风险发生概率和风险后果程度确定风险等级。最后结合工程实例,验证该模型的准确性和有效性。研究结果表明:该方法提供了一套完整的下穿建(构)筑物城市隧道施工风险的定量评估体系,可为管理部门风险规避提供参考。

关键词：隧道施工风险模糊故障树模糊层次分析