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Empirical Likelihood Test for Regression Coefficients in High Dimensional Partially Linear Models

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Journal of Systems Science & Complexity 2021年第3期34卷 1135-1155页

作者： LIU Yan REN Mingyang ZHANG Sanguo School of Mathematical Sciences University of Chinese Academy of SciencesBeijing 100049China key Laboratory of big data mining and knowledge management Chinese Academy of SciencesBeijing 100190China

This paper considers tests for regression coefficients in high dimensional partially linear *** authors first use the B-spline method to estimate the unknown smooth function so that it could be linearly ***,the authors propose an empirical likelihood method to test regression *** authors derive the asymptotic chi-squared distribution with two degrees of freedom of the proposed test statistics under the null *** addition,the method is extended to test with nuisance *** show that the proposed method have a good performance in control of type-I error rate and *** proposed method is also employed to analyze a data of Skin Cutaneous Melanoma(SKCM).

关键词： Empirical likelihood test high dimensional analysis partially linear models regression coefficients

New Discoveries of Domination Between Traffic Matrices

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Acta Mathematicae Applicatae Sinica 2017年第3期33卷 561-566页

作者： Peng-fei LIU Wen-guo YANG Tian-de GUO School of Mathematics Sciences University of Chinese Academy of SciencesBeijing 100049China key Laboratory of big data mining and knowledge management Chinese Academy of SciencesBeijing 100049China

In this paper the definition of domination is generalized to the case that the elements of the traffic matrices may have negative values. It is proved that D3 dominates D3 ＋ λ（D2 - D1） for any λ ≥0 if D1 dominates D2. Let u（D） be the set of all the traffic matrices that are dominated by the traffic matrix D. It is shown that u （ D∞） and u （D ∈） are isomorphic. Besides, similar results are obtained on multi-commodity flow problems. Fhrthermore, the results are the generalized to integral flows.

关键词： robust network design multi-commodity flows domination

Convergence of Stochastic Gradient Descent in Deep Neural Network

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Acta Mathematicae Applicatae Sinica 2021年第1期37卷 126-136页

作者： Bai-cun ZHOU Cong-ying HAN Tian-de GUO School of Mathematical Sciences University of Chinese Academy of SciencesBeijing 100049China key Laboratory of big data mining and knowledge management Chinese Academy of SciencesBeijing 100190China

Stochastic gradient descent(SGD) is one of the most common optimization algorithms used in pattern recognition and machine *** algorithm and its variants are the preferred algorithm while optimizing parameters of deep neural network for their advantages of low storage space requirement and fast computation *** studies on convergence of these algorithms were based on some traditional assumptions in optimization ***,the deep neural network has its unique *** assumptions are inappropriate in the actual optimization process of this kind of *** this paper,we modify the assumptions to make them more consistent with the actual optimization process of deep neural *** on new assumptions,we studied the convergence and convergence rate of SGD and its two common variant *** addition,we carried out numerical experiments with LeNet-5,a common network framework,on the data set MNIST to verify the rationality of our assumptions.

关键词： stochastic gradient descent deep neural network convergence

Pyramid scheme model for consumption rebate frauds

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Chinese Physics B 2019年第7期28卷 549-556页

作者： Yong Shi Bo Li Wen Long School of Economics and management University of Chinese Academy of Sciences Beijing 100190 China Research Center on Fictitious Economy and data Science Chinese Academy of Sciences Beijing 100190 China key Laboratory of big data mining and knowledge management Chinese Academy of Sciences Beijing 100190 China

There are various types of pyramid schemes that have inflicted or are inflicting losses on many people in the *** propose a pyramid scheme model which has the principal characters of many pyramid schemes that have appeared in recent years: promising high returns, rewarding the participants for recruiting the next generation of participants, and the organizer takes all of the money away when they find that the money from the new participants is not enough to pay the previous participants interest and *** assume that the pyramid scheme is carried out in the tree network, Erd?s–Réney(ER) random network, Strogatz–Watts(SW) small-world network, or Barabasi–Albert(BA) scale-free *** then give the analytical results of the generations that the pyramid scheme can last in these *** also use our model to analyze a pyramid scheme in the real world and we find that the connections between participants in the pyramid scheme may constitute a SW small-world network.

关键词： pyramid scheme complex networks small-world networks

China’s NTB Market: A Liquidity Dilemma

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Journal of Systems Science & Complexity 2018年第2期31卷 493-507页

作者： LI Yumeng MENG Xiangying ZHANG Yueyan WEI Xianhua School of Economics and management University of Chinese Academy of Sciences Beijing 100190 China key laborutory of big data mining and knowledge management Chinese Academy of Sciences Beijing 100190 China Sino-Danish Center for Education and Research University of Chinese Academy of Sciences Beijing 100190 China The State key Laboratory of Automotive Safety and Energy Tsinghua University Beijing 100084 China Department of Automotive Engineering Tsinghua University Beijing 100084 China

This paper introduces China＇s New Third Board Market（the NTB market） and tests the market-making system in the role of improving market liquidity. The NTB Market is the main part of China＇s OTC market, established in 2006. In comparing with China＇s Main Board Market and the Second Board Market, it attracts a lot of start-up companies that need financing with less strict listing requirements. Meanwhile, it is full of opportunities and challenges that appeal to numerous securities traders and investors with the rapid development momentum. Since its establishment, the NTB Market has been stuck in the lack of liquidity. The authority of the NTB Market introduced market maker system, so as to solve the problem of liquidity. Using the difference-in-difference method（DID method）, the market maker system has been proved to make little contribution to improving the stock liquidity. Although the problem of liquidity is difficult to solve in short term, the NTB Market is full of opportunities for all kinds of participants definitely.

关键词： China's stock market DID method liquidity market makers.

ANALYSIS OF THE PREDICTION CAPABILITY OF WEB SEARCH data BASED ON THE HE-TDC METHOD - PREDICTION OF THE VOLUME OF DAILY TOURISM VISITORS

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Journal of Systems Science and Systems Engineering 2017年第2期26卷 163-182页

作者： Geng Peng Ying Liu Jiyuan Wang Jifa Gu School of Economic and management University of Chinese Academy of Sciences Beijing 100190 China key Laboratory of big data mining and knowledge management Chinese Academy of Sciences Beijing 100190 China Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100190 China

Web search query data are obtained to reflect social spots and serve as novel economic indicators. When faced with high-dimensional query data, selecting keywords that have plausible predictive ability and can reduce dimensionality is critical. This paper presents a new integrative method that combines Hurst Exponent （HE） and Time Difference Correlation （TDC） analysis to select keywords with powerful predictive ability. The method is called the HE-TDC screening method and requires keywords with predictive ability to satisfy two characteristics, namely, high correlation and fluctuation memorability similar to the predicting target series. An empirical study is employed to predict the volume of tourism visitors in the Jiuzhai Valley scenic area. The study shows that keywords selected using HE-TDC method produce a model with better robustness and predictive ability.

关键词： Tourism visitor volume prediction web-search data HE-TDC method Jiuzhai Valley,time series Hurst exponent

Active and Passive Factors of Oil Prices

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Journal of Donghua University(English Edition) 2015年第2期32卷 284-287页

作者：海豹申立勇 School of Mathematical Sciences University of Chinese Academy of Sciences key Laboratory of big data mining and knowledge Nanagement Chinese Academy of Sciences

Price volatility analysis is a basic problem in the price modification,financial risk estimation and management *** the global commodities,oil plays an important role in the development of modern industry and *** the price of crude oil analysis is a hot *** is also a difficult topic since there are so many factors associating the price *** some factors give the different influences in the different *** on data computing,people generally classify the factors into positive and negative *** some factors do not affect the price as the nominal *** instance,the output of OPEC gave the positive contributions to the oil price in the past long ***,the investigation of the historic WTI oil price is well proposed and the factors are classified into active and passive *** then the better explanations are given using this type of classification.

关键词： instance classify nominal classified volatility expectation contributions crude Correlation normalized

Determination and(Re)Parametrization of Rational Developable Surfaces

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Journal of Systems Science & Complexity 2015年第6期28卷 1426-1439页

作者： SHEN Liyong PREZ-DíAZ Sonia School of Mathematical Sciences University of Chinese Academy of Sciences key Laboratory of Mathematics Mechanization Academy of Mathematics and Systems Science Chinese Academy of Sciences key Laboratory of big data mining and knowledge management Chinese Academy of Sciences Dpto de Física y Matemáticas Universidad de Alcalá

The developable surface is an important surface in computer aided design, geometric modeling and industrial manufactory. It is often given in the standard parametric form, but it can also be in the implicit form which is commonly used in algebraic geometry. Not all algebraic developable surfaces have rational parametrizations. In this paper, the authors focus on the rational developable surfaces. For a given algebraic surface, the authors first determine whether it is developable by geometric inspection, and then give a rational proper parametrization in the affrmative case. For a rational parametric surface, the authors also determine the developability and give a proper reparametrization for the developable surface.

关键词： Parametrization proper rational developable surface reparametrization

ESL-SELO:A Robust Image Denoising Algorithm with Penalty

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Acta Mathematicae Applicatae Sinica 2017年第3期33卷 753-770页

作者： Guo-hua WANG San-guo ZHANG Peng-jie DAI School of Mathematical Sciences University of Chinese Academy of SciencesBeijing 100049China key Laboratory of big data mining and knowledge management Chinese Academy of SciencesBeijing100049China School of Business Remin University of ChinaBeijing 100872China

Robust image recovery methods have been attracted more and more attention in recent decades for its good property of tolerating system errors or measuring noise. In this paper, we propose a new robust method （ESL-SELO） to recover nosing image, which combine exponential loss function and seamless-L0 （SELO） penalty function to guarantee both accuracy and robustness of the estimator. Theoretical result showed that our method has a local optimal solution and good asymptotic properties. Finally, we compare our method with other methods in simulation which shows better robustness and takes much less time.

关键词： denoising algorithm penalty function robust SELO