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Journal of Systems Science & Complexity 2023年第5期36卷 2001-2025页

作者： LU Fengbin bu hui Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing 100190China School of Economics and Management Beihang UniversityBeijing 100191China

This study investigates and compares the effects of the Coronavirus disease 2019(COVID-19)pandemic,the Chicago mercantile exchange(CME)'s negative price suggestion on prices and trading activities in the crude oil futures market to discuss the cause of negative crude oil futures *** event studies,the empirical results show that the COVID-19 pandemic no longer impacts crude oil futures prices in April,2020 after controlled market risk,while the CME's negative prices suggestion can explain the crude oil futures price changes around and even after April 8,2020 to some ***,this study uncovers anomalies in prices and trading activities by analyzing returns,trading volume,open interest,and illiquidity measures using vector autoregressive(VAR)*** results imply that CME's allowing negative prices strengthens the price impact on trading volume and makes illiquidity risk *** study's results coincide with the following lawsuit evidence of market manipulation.

关键词： Event study illiquidity risk market risk negative crude oil futures price price-trading relationship

DOES INVESTOR SENTIMENT PREDICT STOCK RETURNS? THE EVIDENCE FROM CHINESE STOCK MARKET

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Journal of Systems Science & Complexity 2014年第1期27卷 130-143页

作者： bu hui PI Li School of Economics and Management Beihang University

This paper examines the proxy variables of investor sentiment in Chinese stock market carefully, and tries to construct an investor sentiment index indirectly. We use cross correlation analysis to examine lead-lag relationship between the proxy variables and HS300 index. The results show that net added accounts （NAA）, SSE share turnover （TURN）, and closed-end fund discount （CEFD） are leading variables to stock market. The average first day return of IPOs （RIPO） and relative degree of active trading in equity market （RDAT） are contemporary variables, while number of IPOs （NIPO） is a lagging variable of stock market. Using the sentiment proxy variables with most possible leading order, and forward selection stepwise regression method, the empirical results on monthly stock returns reveal that three leading proxy variables can be used to form a sentiment index. And the out of sample tests prove that this sentiment index has good predictive power of Chinese stock market, and it is robust.

关键词： Chinese stock market investor sentiment return predictability.

Stability of Iterative Learning Control with Data Dropouts via Asynchronous Dynamical System

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International Journal of Automation and computing 2011年第1期8卷 29-36页

作者： Xu-hui bu Zhong-Sheng Hou Advanced Control Systems Laboratory School of Electronics and Information Engineering Beijing Jiaotong University Beijing 100044 PRC

In this paper, the stability of iterative learning control with data dropouts is discussed. By the super vector formulation, an iterative learning control （ILC） system with data dropouts can be modeled as an asynchronous dynamical system with rate constraints on events in the iteration domain. The stability condition is provided in the form of linear matrix inequalities （LMIS） depending on the stability of asynchronous dynamical systems. The analysis is supported by simulations.

关键词： Iterative learning control (ILC) networked control systems (NCSs) data dropouts asynchronous dynamical system robustness.

Approximations for a Queueing Game Model with Join-the-Shortest-Queue Strategy

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Journal of the Operations Research Society of China 2023年第3期11卷 489-504页

作者： Qi-hui bu Li-Wei Liu Jia-Shan Tang Yi-Qiang Q.Zhao School of Science Nanjing University of Posts and TelecommunicationsNanjing210023JiangsuChina School of Science Nanjing University of Science and TechnologyNanjing210094JiangsuChina School of Mathematics and Statistics Carleton UniversityOttawaONK1S 5B6Canada

This paper investigates a partially observable queueing system with N nodes in which each node has a dedicated arrival *** is an extra arrival stream to balance the load of the system by routing its customers to the shortest *** addition,a reward-cost structure is considered to analyse customers'strategic *** equilibrium and socially optimal strategies are derived for the partially observable mean field limit ***,we show that the strategies obtained from the mean field model are good approximations to the model with finite N ***,numerical experiments are provided to compare the equilibrium and socially optimal behaviours,including joining probabilities and social benefits for different system parameters.

关键词： Game theory Queueing systems Mean field limit Markov process

Iterative Learning Control for a Class of Linear Discrete-time Switched Systems

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自动化学报 2013年第9期39卷 1564-1569页

作者： bu Xu-hui YU Fa-Shan HOU Zhong-Sheng WANG Fu-Zhong School of Electrical Engineering and Automation Henan Poly-technic University Jiaozuo 454000 China Advanced ControlSystems Laboratory School of Electronics and Information Engi-neering Beijing Jiaotong University Beijing 100044 China

在这份报纸，反复的学习控制(ILC ) 与任意的切换的信号为线性分离时间的交换系统的一个类被考虑。交换系统重复地在有限时间间隔期间被操作，这被假定，然后第一个顺序 P 类型 ILC 计划能被用来完成完美的追踪在上自始至终间隔。由超... 详细信息

在这份报纸，反复的学习控制(ILC ) 与任意的切换的信号为线性分离时间的交换系统的一个类被考虑。交换系统重复地在有限时间间隔期间被操作，这被假定，然后第一个顺序 P 类型 ILC 计划能被用来完成完美的追踪在上自始至终间隔。由超级向量途径，为在重复领域的如此的 ILC 系统的一个集中条件能被给。理论分析被模拟支持。

关键词：迭代学习控制切换系统离散时间线性时间间隔向量方法收敛条件 C系统

Expression of hepatitis B virus 1.3-fold genome plasmid in an SV40 T-antigen-immortalized mouse hepatic cell line

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World Journal of Gastroenterology 2013年第44期19卷 8020-8027页

作者： Xiu-Guang Song Peng-Fei Bian Shu-Li Yu Xiu-Hua Zhao Wei Xu Xue-hui bu Xia Li Li-Xian Ma Department of Infectious Diseases Qilu Hospital Shandong University Jinan Infectious Disease Hospital Shandong University Laboratory for Tumor Immunity and Traditional Chinese Drug Immunity Institute of Basic Medicine Shandong Academy of Medical Science School of Medicine Shandong University

AIM:To investigate the expression of the hepatitis B virus(HBV)1.3-fold genome plasmid(pHBV1.3)in an immortalized mouse hepatic cell line induced by SV40T-antigen(SV40T)***:Mouse hepatic cells were isolated from mouse liver tissue fragments from 3-5 d old Kunming mice by the direct collagenase digestion method and cultured in *** pRSV-T plasmid was transfected into mouse hepatic cells to establish an SV40LT-immortalized mouse hepatic cell *** SV40LT-immortalized mouse hepatic cells were identified and transfected with the pHBV1.3 *** levels of hepatitis B surface antigen(HBsAg)and hepatitis B e antigen(HBeAg)in the supernatant were determined by an electrochemiluminescence immunoassay at 24,48,72 and 96 h after *** expressions of HBsAg and hepatitis B c antigen(HBcAg)in the cells were investigated by indirect immunofluorescence *** presence of HBV DNA replication intermediates in the transfected cells and viral particles in the supernatant of the transfected cell cultures was monitored using the Southern hybridization assay and transmission electronic microscopy,***:The pRSV-T plasmid was used to immortalize mouse hepatocytes and an SV40LT-immortalized mouse hepatic cell line was successfully ***40LT-immortalized mouse hepatic cells have the same morphology and growth characteristics as primary mouse hepatic cells can be subcultured and produce albumin and cytokeratin-18 in *** mouse hepatic cells did not show the characteristics of tumor cells,as alpha-fetoprotein levels were comparable(0.58±0.37 vs 0.61±0.31,P=0.37).SV40LTimmortalized mouse hepatic cells were then transfected with the pHBV1.3 plasmid,and it was found that the HBV genome replicated in SV40LT-immortalized mouse hepatic *** levels of HBsAg and HBeAg continuously increased in the supernatant after the transfection of pHBV1.3,and began to decrease 72 h after *** expressions of HBsAg and

关键词： SV40 T-antigen Mouse hepatic cell Hepatitis B virus 1.3-fold genome plasmids Immortalized Liposomes Transfection

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中国铜期货市场期货价格期限结构研究

系统工程学报 2016年第2期31卷 192-201,226页

作者：部慧北京航空航天大学经济管理学院北京100191

分析了我国上海期货交易所的铜期货不同到期期限的期货合约的价格数据,研究了铜期货价格的期限结构,样本期为2004-09—2012-12.结合Kolb提出的统计量,首先对铜期货市场的现货升水特征进行了统计分析.接下来,结合Gibson等提出的似无关回... 详细信息

分析了我国上海期货交易所的铜期货不同到期期限的期货合约的价格数据,研究了铜期货价格的期限结构,样本期为2004-09—2012-12.结合Kolb提出的统计量,首先对铜期货市场的现货升水特征进行了统计分析.接下来,结合Gibson等提出的似无关回归分析(SUR)的方法,利用代理变量对现货价格和便利收益率的时间序列性质进行了检验,揭示了现货价格和便利收益率均是均值回转的过程,也说明Schwartz提出的两因子模型适用于拟合我国的铜期货合约价格.因此,本文构建了价格期限结构的两因子模型,并利用状态空间模型和卡尔曼滤波方法进行估计.实证结果揭示了我国铜期货在金融危机之前具有相对稳定的现货升水特征,尤其在2006年之前更为明显;金融危机时期该特征曾发生异常逆转;危机过后较长一段时间铜期货市场无明显特征,近期现货升水特征逐渐恢复但仍很微弱.

关键词：期货市场现货升水假说库存理论期限结构模型

A Theoretical Analysis of Financial Agglomeration in China Based on Information Asymmetry

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Journal of Systems Science and Information 2014年第2期2卷 111-129页

作者： Xinwei CHE hui bu John J.LIU School of Economics and Management Beihang University School of business Centre for Transport Renmin University of China Trade and Financial Studies (CTTFS) College of business City University of Hong Kong

The development of financial centers can illustrate continuous significance of *** paper regards financial services industry as a special kind of industry, and establishes a multiregion model to discuss the formation mechanism and equilibrium of finance agglomeration. Our findings suggest emergence of finance agglomeration depends on opportunity costs caused by information asymmetry,economies of scale,the share of financial services industry in economy and the amount of financial information. The results of numerical examples declare the same conclusions that effects of information asymmetry would push financial firms closer to an information source in order to find and interpret non-standardized information that a financial firm can use to make profit. And the agglomeration of real sector industry will enhance the agglomeration of finance. Finally, this paper puts forward a ratio, related with the opportunity costs, which could be regarded as a measure of whether the central area is an information center.

关键词： financial centers information asymmetry agglomeration equilibrium multi-region model

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我国金融业区域发展差异的空间统计分析

系统工程理论与实践 2014年第5期34卷 1171-1180页

作者：部慧梁小珍皮理北京航空航天大学经济管理学院北京100191

本文利用我国31个省(直辖市)1997 2009年的数据,度量了我国金融业的空间集聚情况,并对我国区域金融发展进行了全局Moran I检验、局部Moran I检验和Moran散点图分析,以探讨我国区域金融发展的空间相似性和动态演变.实证结果显示:从全局... 详细信息

本文利用我国31个省(直辖市)1997 2009年的数据,度量了我国金融业的空间集聚情况,并对我国区域金融发展进行了全局Moran I检验、局部Moran I检验和Moran散点图分析,以探讨我国区域金融发展的空间相似性和动态演变.实证结果显示:从全局上看我国金融业空间聚集性仍不显著,并不像经济增长已呈现显著的聚集性分布,经济集聚远远先于金融集聚;但是,我国某些相邻的省市间的金融发展具有一定的空间相似性,局部呈现出某种集聚性分布,即金融业发展在局部具有一定的辐射效应.

关键词：金融集聚空间统计分析 Moran I检验 Moran散点图

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基于自控网系统的混杂控制

控制理论与应用 2019年第9期36卷 1528-1535页

作者：万军赵不贿江苏大学电气信息工程学院江苏镇江212013 常州大学城市轨道交通学院江苏常州213164

混杂控制系统通常是复杂的非线性控制系统,难以用统一的模型进行建模.David和Alla提出的混杂Petri网,虽然可以解决一般混杂系统的建模问题,并得到了广泛的应用,但对于传统的如PID这类控制器,缺乏统一建模的能力.探讨了基于广义自控网系... 详细信息

混杂控制系统通常是复杂的非线性控制系统,难以用统一的模型进行建模.David和Alla提出的混杂Petri网,虽然可以解决一般混杂系统的建模问题,并得到了广泛的应用,但对于传统的如PID这类控制器,缺乏统一建模的能力.探讨了基于广义自控网系统的混杂控制方法,实现了对混杂控制器中监控器和数字控制器进行统一的Petri网建模.仿真实例设计了基于广义同步自控网系统的电加热炉控制系统,给出了可根据不同温度状态实施多种控制策略的变结构数字控制器模型,并详细分析了控制器的性能,证明了广义自控网系统具有十分强大的建模能力和广泛的应用前景.

关键词： Petri网混杂控制建模监控器数字控制器