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Large Dynamic Covariance Matrix Estimation with an Application to Portfolio Allocation:A Semiparametric Reproducing Kernel Hilbert Space Approach

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Journal of Systems Science & Complexity 2022年第4期35卷 1429-1457页

作者： PENG Siyang GUO Shaojun long yonghong School of Mathematics Renmin University of ChinaBeijing100086China Institute of Statistics and Big Data Renmin University of ChinaBeijing100086China

The estimation of high dimensional covariance matrices is an interesting and important research topic for many empirical time series problems such as asset allocation. To solve this dimension dilemma, a factor structure has often been taken into account. This paper proposes a dynamic factor structure whose factor loadings are generated in reproducing kernel Hilbert space(RKHS), to capture the dynamic feature of the covariance matrix. A simulation study is carried out to demonstrate its performance. Four different conditional variance models are considered for checking the robustness of our method and solving the conditional heteroscedasticity in the empirical study. By exploring the performance among eight introduced model candidates and the market baseline, the empirical study from 2001 to 2017 shows that portfolio allocation based on this dynamic factor structure can significantly reduce the variance, i.e., the risk, of portfolio and thus outperform the market baseline and the ones based on the traditional factor model.

关键词： Dynamic structure factor models high dimensional covariance matrices portfolio allocation reproducing kernel Hilbert space

Image Stitching Method of Non-Ferrous Smelting Scene Based on SIFT Algorithm and Color Constancy

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Open Journal of Applied Sciences 2023年第11期13卷 2055-2067页

作者： Yunmeng Liu yonghong long College of Railway Transportation Hunan University of Technology Zhuzhou China

In non-ferrous smelting scenes, complex environments, uneven lighting conditions, and inaccurate automatic exposure parameters result in the panoramic image having obvious seams and significant brightness differences in different regions. To address these issues, a novel image stitching method based on Scale-Invariant Feature Transform (SIFT) and color constancy theory was proposed. Initially, the input image was preprocessed followed by feature extraction and matching. Subsequently, color constancy processing based on matching points was performed to acquire an image with consistent brightness to be spliced. This process was complemented by the integration of multi-band fusion to enhance the original fusion procedure. Eventually, a spliced image with seamless blending and even luminosity was generated. The method proposed in this paper can obtain panoramic images that were more suitable for human eyes to observe, and greatly improve the subjective and objective performance of panoramic images. In the non-ferrous smelting scene, the PSNR and SSIM scores were improved by 3.555 dB and 0.16 respectively.

关键词： Feature Extraction Image Enhancement Panoramic

Distributed Spectrum Sharing Scheme for Multiuser Orthogonal Frequency-Division Multiplexing Cognitive Radio Networks

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China Communications 2014年第1期11卷 79-91页

作者： YANG long KUO yonghong CHEN Jian ZHANG Hailin School of Telecommunications Engineering Xidian University Xi'an 710071 China

This paper presents a novel spec- trum sharing design aiming at optimising the performance of a Multiuser Orthogonal Freq- uency-Division Multiplexing （MU-OFDM） Co- gnitive Radio Network （CRN） that consists of multiple secondary Transmitter-Receiver （Tx-Rx） pairs. For most MU-OFDM systems, the Exc- lusive Subchannel Assignment （ESA） is an efficient resource allocation method. Noneth- eless, it is inappropriate for the network consi- dered in this paper, because subchannels shar- ing among secondary Tx-Rx pairs can further improve the system performance. We investi- gate the Weighted Sum Rate （WSR） maximi- zation problem under the Shared Subchannel Assignment （SSA）, where each subchannel is shared by multiple secondary Tx-Rx pairs. With Lagrangian duality technique, we decompose the original resource allocation problem into sev- eral sub-problems on each subchannel and pro- pose a duality-based suhchannel sharing ap- proach. For practical realisation in the cogni- tive systems without central control entity, a distributed duality-based WSR maximization scheme is presented. Simulation results mani- fest that the proposed scheme achieves sig- nificantly better performance than ESA duality scheme.

关键词： cognitive radio networks Lagr- angian duality multiuser orthogonal frequen- cy-division multiplexing spectrum sharing weight sum rate maximization

Real-Time Mosaic Method of Aerial Video Based on Two-Stage Key Frame Selection Method

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Open Journal of Applied Sciences 2024年第4期14卷 1008-1021页

作者： Minwen Yuan yonghong long Xin Li College of Railway Transportation Hunan University of Technology Zhuzhou China

A two-stage automatic key frame selection method is proposed to enhance stitching speed and quality for UAV aerial videos. In the first stage, to reduce redundancy, the overlapping rate of the UAV aerial video sequence within the sampling period is calculated. Lagrange interpolation is used to fit the overlapping rate curve of the sequence. An empirical threshold for the overlapping rate is then applied to filter candidate key frames from the sequence. In the second stage, the principle of minimizing remapping spots is used to dynamically adjust and determine the final key frame close to the candidate key frames. Comparative experiments show that the proposed method significantly improves stitching speed and accuracy by more than 40%.

关键词： UAV Aerial Video Image Stiching Key Frame Selection Overlapping Rate Remap Error

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碳基负极材料储钾应用及机制研究进展

稀有金属 2022年第11期46卷 1493-1505页

作者：黄曌龙永红张明湖南工业大学轨道交通学院湖南株洲412007 湖南大学微纳光电器件及应用教育部重点实验室湖南长沙410082

因钾资源储量丰富,价格低廉,且具有类似于锂的物化特性,钾离子电池(KIBs)的推广应用可解决当前锂离子电池供不应求的问题。比较钠离子而言,钾离子可在商业化石墨负极中可逆嵌脱,这对于钾离子电池的产业化发展具有重大意义。然而钾离子... 详细信息

因钾资源储量丰富,价格低廉,且具有类似于锂的物化特性,钾离子电池(KIBs)的推广应用可解决当前锂离子电池供不应求的问题。比较钠离子而言,钾离子可在商业化石墨负极中可逆嵌脱,这对于钾离子电池的产业化发展具有重大意义。然而钾离子因尺寸较大,嵌脱行为缓慢,引起的体积膨胀剧烈,成为电极材料面临的共性问题。近年来,为寻找具有良好嵌钾能力的材料,多种类型的电极体系被开发出来,其中碳基材料因制备简单、廉价环保、稳定性好的特点,被视为最具储钾前景的关键材料。本文系统概述了几种代表性碳基负极材料(如石墨、石墨烯、硬碳、软碳)在KIBs中的研究现状,阐述了各自存在的优势与不足;重点探讨了碳基材料的储钾机制,分析了由钾离子插层、吸附、填充行为组成的3种储钾机制及对电化学性能的影响,并指出在电极表面发生的离子吸附和填充方式呈现出电容效应,更适合于高性能的可逆储钾。最后,对KIBs的下一步研究方向和应用前景进行展望。

关键词：碳基材料钾离子电池(KIBs) 负极储钾机制

志愿服务参与与大学生发展的关联模型——基于7所高校30名志愿者的访谈分析

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高校教育管理 2015年第4期9卷 102-107页

作者：龙永红南京工程学院建筑工程学院江苏南京211167

以学生发展理论为框架,从大学生志愿服务参与的动机、过程、结果三个层面,对志愿服务参与与学生发展之间的关联性进行了分析。研究结果表明,大学生志愿服务参与具有强社会嵌入性,参与深度与发展成果间呈正相关。它对于大学生的情感性发... 详细信息

以学生发展理论为框架,从大学生志愿服务参与的动机、过程、结果三个层面,对志愿服务参与与学生发展之间的关联性进行了分析。研究结果表明,大学生志愿服务参与具有强社会嵌入性,参与深度与发展成果间呈正相关。它对于大学生的情感性发展、能力性发展、道德性发展产生递进式效用,两者间形成一种螺旋阶梯式关联模型。

关键词：大学生志愿服务参与学生发展

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我国现代慈善资源的动员机制

南京社会科学 2012年第1期 62-69,77页

作者：朱力龙永红南京大学社会学院

立足于我国慈善事业发展的现状,探讨了决定我国慈善资源动员机制的三大要素:慈善组织的合法性、慈善组织的信任资本、慈善组织网络。认为这三种要素之间是相互促进的关系,彼此间的均衡发展将使慈善资源动员机制优化,动员效率达到最优。... 详细信息

立足于我国慈善事业发展的现状,探讨了决定我国慈善资源动员机制的三大要素:慈善组织的合法性、慈善组织的信任资本、慈善组织网络。认为这三种要素之间是相互促进的关系,彼此间的均衡发展将使慈善资源动员机制优化,动员效率达到最优。我国慈善资源的筹资动员机制将更加注重社会交换和信息传播的策略。

关键词：我国现代慈善资源动员机制

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社会组织参与教育治理的主体性及其建构

现代教育管理 2018年第8期 25-30页

作者：龙永红汪霞南京大学江苏南京210093

我国社会组织作为教育治理主体的出场逻辑,主要源于它对公共性的保护和对教育治理困境的化解,主体性呈现主要是一种"自上而下"的建构合法性;主体性出场困境表现为公共性不足、嵌入性困境、可持续发展支持困境。社会组织参与教育治理的... 详细信息

我国社会组织作为教育治理主体的出场逻辑,主要源于它对公共性的保护和对教育治理困境的化解,主体性呈现主要是一种"自上而下"的建构合法性;主体性出场困境表现为公共性不足、嵌入性困境、可持续发展支持困境。社会组织参与教育治理的能力、在教育治理中的互动力及其制度环境支持是构建其主体性的三个重要层面,并形成嵌套结构关系。

关键词：社会组织教育治理主体性建构互动力

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基于GPCR的车辆自组织网络路由优化方法

通信学报 2020年第7期41卷 152-164页

作者：谷志茹李敏龙永红舒小华荣青湖南工业大学交通工程学院湖南株洲412008

为了改善GPCR协议中的局部最优、路由环路及在稀疏网络中性能不佳等问题,提出了一种基于权重选择的GPCR(W-GPCR)协议。深入分析节点间距离、运动方向及密度等参数对车辆节点路由的影响,针对现有路由问题,建立复合参数权重模型并设计计... 详细信息

为了改善GPCR协议中的局部最优、路由环路及在稀疏网络中性能不佳等问题,提出了一种基于权重选择的GPCR(W-GPCR)协议。深入分析节点间距离、运动方向及密度等参数对车辆节点路由的影响,针对现有路由问题,建立复合参数权重模型并设计计算方法,在不同的场景下自适应选择权重参数比,从而得到最优下一跳中继节点。为了验证W-GPCR方法的性能,将其与传统的GPCR和GPSR等现有方法进行对比。结果表明,W-GPCR方法在分组投递率、端到端时延和平均跳数方面均更优。

关键词：车辆自组织网络权重选择贪婪周边协调路由贪梦周边无状态路由