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A Study on Market Efficiency with the Indexes of SSEC and SZSEC of China
Guo Xi DUAN(Guo Xi DUAN ),Hisashi TANIZAKI(Hisashi TANIZAKI ) 한국유통과학회 2022 The Journal of Asian Finance, Economics and Busine Vol.9 No.9
This paper studies market efficiency from a weak form aspect using opening and closing prices of the Shanghai stock exchange composite index (SSEC) and Shenzhen stock exchange composite index (SZSEC) under the expected return theory. Classical methods (autocorrelation and runs test) are used to examine the features of stock returns, and little evidence against mutual independence of returns is found. We predict daily returns of SSEC and SZSEC with AR(p) and VAR(p) models (in this paper, p = 5 is taken as a one-week lag) and perform a virtual experiment on two indexes based on the predicted value of daily returns from AR(p) or VAR(p) model. From the results of AR(p) and VAR(p) for two indexes, we attempt to find out how the market efficiency level changes when the information from the other market is under consideration as we check the market efficiency level in one market. We find that SSEC in 2014–2016 and SZSEC in 2015–2016 are inefficient from the result of autocorrelation, that SSEC in 2016 and SZSEC in 2013 are not efficient from the result of runs test, that the stock market is efficient except 2005, 2009, 2010 and 2017 in SSEC and 2005, 2016 and 2017 in SZSEC and that SSEC is more influenced by SZSEC but SSEC influences SZSEC less from the result of the virtual experiment.
A simple model for the f?d transition of actinide and heavy lanthanide ions in crystals
Chang-Kui Duan,Michael F. Reid,Gang Ruan 한국물리학회 2006 Current Applied Physics Vol.6 No.3
The original simple model for 4f5d transitions [C.K. Duan, M.F. Reid, G.W. Burdick, Phys. Rev. B 6 (2002) 155108; C.K. Duan,M.F. Reid, J. Solid State Chem. 171 (2003) 299], which assumes a stronger exchange Coulomb interaction between 4forbitals and 5dorbitals than the 4fspinorbit interaction, is extended to the case where the eect of thef(4ffor heavy lanthanide and 5ffor actinidef5dspectra of heavy lanthanide and actinide ions in crystals.
A transcriptional atlas of the silk gland in Antheraea pernyi revealed by IsoSeq
Duan Jianping,Li Shanshan,Zhang Zhengtian,Yao Lunguang,Yang Xinfeng,Ma Sanyuan,Duan Nini,Wang Jiazhen,Zhu Xuwei,Zhao Ping 한국응용곤충학회 2023 Journal of Asia-Pacific Entomology Vol.26 No.2
Silk fibers spun by the silk gland of Antheraea pernyi have many unique properties and are of great value in genetic improvement and non-traditional applications. However, the complete transcriptional landscape and accurate genic annotation of the silk gland are yet to be conducted, which limits related studies on this organ. In this study, isoform sequencing revealed the full-length transcriptome of the A. pernyi silk gland, producing 12,572 high-confidence isoforms from 7,658 genes, among which more than 40 % of genes have not yet been annotated in the reference genome. Moreover, approximately 9 % of isoforms are computationally identified as long non-coding RNAs (lncRNAs). Up to 1,492 alternative splicing (AS) and 3,068 alternative polyadenylation (APA) events were revealed within this transcriptome. In addition, 2,569 putative transcription factors (TFs) belonging to 68 different families were first identified in A. pernyi genome, including 871 TFs in silk gland, and some TF families have undergone expansion or contraction. This study significantly improve our knowledge of the genes expressed in the silk gland of A. pernyi and provide a valuable resource for the in-depth study of silk protein synthesis and spinning, genetic improvement, and non-traditional applications in A. pernyi.
Precoding Method Interference Management for Quasi-EVD Channel
Duan, Wei,Song, Wei,Song, Sang Seob,Lee, Moon Ho Hindawi Publishing Corporation 2014 The Scientific World Journal Vol.2014 No.-
<P>The Cholesky decomposition-block diagonalization (CD-BD) interference alignment (IA) for a multiuser multiple input multiple output (MU-MIMO) relay system is proposed, which designs precoders for the multiple access channel (MAC) by employing the singular value decomposition (SVD) as well as the mean square error (MSE) detector for the broadcast Hermitian channel (BHC) taken advantage of in our design. Also, in our proposed CD-BD IA algorithm, the relaying function is made use to restructure the quasieigenvalue decomposition (quasi-EVD) equivalent channel. This approach used for the design of BD precoding matrix can significantly reduce the computational complexity and proposed algorithm can address several optimization criteria, which is achieved by designing the precoding matrices in two steps. In the first step, we use Cholesky decomposition to maximize the sum-of-rate (SR) with the minimum mean square error (MMSE) detection. In the next step, we optimize the system BER performance with the overlap of the row spaces spanned by the effective channel matrices of different users. By iterating the closed form of the solution, we are able not only to maximize the achievable sum-of-rate (ASR), but also to minimize the BER performance at a high signal-to-noise ratio (SNR) region.</P>
Duan, Chuanjie,Zhang, Shuhua The Society of Naval Architects of Korea 2020 International Journal of Naval Architecture and Oc Vol.12 No.1
This work mainly focuses on determination of the fully plastic J-integral solutions for welded center cracked plates subjected to remote tension loading. Detailed three-dimensional elasticeplastic Finite Element Analyses (FEA) were implemented to compute the fully plastic J-integral along the crack front for a wide range of crack geometries, material properties and weld strength mismatch ratios for 900 cases. According to the database generated from FEA, Back-propagation Neural Network (BPNN) model was proposed to predict the values and distributions of fully plastic J-integral along crack front based on the variables used in FEA. The determination coefficient R2 is greater than 0.99, indicating the robustness and goodness of fit of the developed BPNN model. The network model can accurately and efficiently predict the elastic-plastic J-integral for weld centerline crack, which can be used to perform fracture analyses and safety assessment for welded center cracked plates with varying strength mismatch conditions under uniaxial loading.
APPROXIMATE PROCESSING OF EVIDENCE ON AN INFINITE FRAME
Duan, Xin Sheng 대한전자공학회 1992 HICEC:Harbin International Conference on Electroni Vol.1 No.1
In [2], Shafer extends belief functions from the case where frame Ω is finite to the case where frame Ω is infinite. But he does not give any methods to treat belief functions on an infinite frame. In this paper, using the thery of rough sets that presented by Z.Pawlak in 1982,I present a method to process the evidence on an infinite frame. So the problem of evidence processing on an infinite frame may be solved in practice.
Duan, Chuanjie,Zhang, Shuhua The Society of Naval Architects of Korea 2020 International Journal of Naval Architecture and Oc Vol.12 No.-
This work mainly focuses on determination of the fully plastic J-integral solutions for welded center cracked plates subjected to remote tension loading. Detailed three-dimensional elasticeplastic Finite Element Analyses (FEA) were implemented to compute the fully plastic J-integral along the crack front for a wide range of crack geometries, material properties and weld strength mismatch ratios for 900 cases. According to the database generated from FEA, Back-propagation Neural Network (BPNN) model was proposed to predict the values and distributions of fully plastic J-integral along crack front based on the variables used in FEA. The determination coefficient R2 is greater than 0.99, indicating the robustness and goodness of fit of the developed BPNN model. The network model can accurately and efficiently predict the elastic-plastic J-integral for weld centerline crack, which can be used to perform fracture analyses and safety assessment for welded center cracked plates with varying strength mismatch conditions under uniaxial loading.
Geospatial Semantic Mobile Mashup Based on GoogleMAP and Location APIs
Duan, Hongzhou,Lee, Yongju 한국디지털융합학회 2017 디지털경영연구 Vol.4 No.2
Linked Data can perform expressive query capabilities over the aggregated Web of data, similarly to how a relational database is queried. Smartphone’ multimedia, sensing, and communication capabilities provide the best environment in which to create easily new and superior mashup content combined with Linked Data. This paper describes a novel geospatial semantic mobile mashup system based on Google Map and Location APIs. It provides mashups of Google Map and DBpedia based on users’ current location, display surrounding DBpedia objects, and links to search for additional semantic information. DBpedia is emerging as the core of LOD (Linked Open Data), which is gathering information based on Wikipedia and using it to develop the large scale Big Data. Developed semantic mobile mashups are able to find the desired place of your current location through GPS, and access the semantic information easily in the self-developed Linked Data browser.