Market Efficiency and Price Forecast of Individual Shares

Tianshu Liu 한국외국어대학교 국제지역연구센터 2010 International Area Studies Review Vol.13 No.1

‘Beat the Market’ is the desire of people. It is also momentum of the development of economics and finance theories. China stock market is an emerging market and size development before 2000 is very fast. Whether China stock market is weak-form has not been drawn one consistent conclusion. Purpose of this study is to explore price movement characters of an individual share and how to use ultra-high frequency data to model share price movement. This study proposes an approach to transit ultra-high frequency data into high frequency data. Then, high frequency data is used to conduct region and whole term analysis. Study shows that region analysis reveals share price movement characteristic further and prediction power of a model in different regions is different. This study proposes a region analysis and selection forecast approach.

An Efficient Job Scheduling for MapReduce Clusters

Jun Liu,Tianshu Wu,Ming Wei Lin,Shuyu Chen 보안공학연구지원센터 2015 International Journal of Future Generation Communi Vol.8 No.2

The job scheduling for Map Reduce clusters has received significant attention in recent years, because it plays an important role on Map Reduce clusters. Traditional job scheduling performs poorly in assigning a task to appropriate nodes, and can not predict the resource utilization of the unexecuted tasks. To address the problems, an efficient job scheduling for Map Reduce clusters is proposed in this paper. The job scheduling introduces dynamic priority scheduling and real-time prediction model. Dynamic priority scheduling introduces the minimum cost data locality algorithm with a weight to deal with different size jobs, and real-time prediction model can predict the resource utilization of unexecuted tasks by calculating the running tasks. The resource utilization contains CPU, memory, and network. Experimental results prove that the proposed job scheduling is able to perform well in Map Reduce clusters.

A Novel Method for Actuator Degradation Assessment Based on Improved Multifractal Analysis

Sun Tianshu,Zheng Lin,Liu Jin,Wang Yinsong,Zhang Yu 대한전기학회 2023 Journal of Electrical Engineering & Technology Vol.18 No.2

In the process industry, actuators regulate the flow of process masses in response to instructions from a controller, which achieves the control objectives of the system. However, many factors cause the performance of the actuator to degrade. Therefore, it is of great significance to evaluate the actuator operating performance correctly for equipment maintenance and system optimization. In response, this paper designs an improved multifractal method based on statistical moment functions. And a set of indicators-based degradation assessment system is constructed. First, the time series collected from the actuator is divided into two different density zones, where evaluation indicators are established respectively to qualitatively describe the performance from different perspectives. Then, a degradation index calculated by weighted fusion is applied to quantitatively evaluate the dynamic degradation state of the actuator. Finally, the effectiveness and practicability of the method are experimentally verified through two field cases in thermal power units.

Comparison Study on Shareholder Wealth and Ownership Structure in China and Korea

백재승,Tianshu Liu 한국외국어대학교 국제지역연구센터 2008 International Area Studies Review Vol.11 No.2

Ownership structure which is the base of corporate governance is mainly related to two aspects, concentration of ownership and composition of ownership. Ownership structure determines concentration of ownership and roles of different share owners thereby influences economic behaviors of share owners and behavior effects. Ownership structure directly influences inter surveillance mechanisms. In this paper, we examine the effect of governance variables and firm characteristics such as ownership structure, leverage, size on the firm value (stock return) and the determinants of the change of firm value during post-crisis down period in Korea and China. And as a result, we find that ownership structure can be the main force to the changes in firm value in emerging markets. Our results will support the relationship between corporate governance and firm value in East Asia such as China and Korea.

Five Cases Report of Solid Tumor Synchronously with Hematologic Malignancy

Yuehong Cui,Tianshu Liu,Yuhong Zhou,Yuan Ji,Yingyong Hou,Wen Jin,Yi Feng 대한암학회 2012 Cancer Research and Treatment Vol.44 No.1

The reported incidence of synchronous multiple primary cancer (SMPC) is rare, and it is even less common to observe synchronous solid tumor with a hematological malignancy. We report five cases of solid tumor presented synchronously with hematological malignancy, all observed within a 2 year period at the oncology department of a university hospital in Shanghai, China. These individual cases included lung adenocarcinoma with chronic myelogenous leukemia, colon cancer with solitary plasmocytoma, gastric adenocarcinoma with diffuse large B cell non-Hodgkin’s lymphoma, lung adenocarcinoma with multiple myeloma, and colon cancer with diffuse large B cell non-Hodgkin’s lymphoma. It is challenging to therapeutically control the biological behavior of concurrent multiple primary tumors, and there is no standard treatment for such rare conditions. In this paper we discuss these five cases of SMPC and their treatments.

Identification of Dominant Microbial Community and Diversity in Continuously Cropped Pepper Fields

Hui Wang,Li Liu,Shuyi Yu,Tianshu Guan,Baihong Li,Qi Wang,Changyuan Liu 한국원예학회 2021 원예과학기술지 Vol.39 No.4

Pepper blight is the most significant soil-borne disease affecting the continuous cropping of peppers. To identify the effect of Phytophthora capsici infection on microbial flora, we isolated and counted the microorganisms collected from the rhizosphere soil of P. capsici-affected farms that continuously cropped pepper for 3, 6, and 9 years in Liaoning Province, China. The colony and cell morphology, physiological and biochemical characteristics, and 16S rDNA sequence of bacteria and actinomycetes were documented. In addition, colony and microscopic morphology of fungi and the rDNA-ITS sequence were analysed for classification. We observed that healthy and diseased peppers had the largest number of bacteria in the rhizosphere followed by actinomycetes and fungi. After infection, the number of bacteria and actinomycetes decreased with a corresponding increase in the number of fungi, leading to a reduction in the ratio of bacteria/fungi to actinomycetes/fungi. We identified 15 dominant bacterial strains, of which Bacillus represented the most abundant genus consisting of 7 strains followed by Flavobacterium and Staphylococcus. Furthermore, 15 of the 17 actinomycetes strains belonged to the genus Streptomyces. Among the six fungal strains, we found P. infestans, Fusarium, and Penicillium consisting of two strains each. This study elucidated the impact of pathogenic P. capsici on the composition of soil microbes over time and characterized several cultivatable dominant bacterial groups, which can provide a basis for practical intervention strategies to improve soil conditions for continuous cropping.

Exploration Study on Shareholder Wealth and Ownership Structure in China and Korea

Jae-Seung Baek,Tianshu Liu 한국재무학회 2008 한국재무학회 학술대회 Vol.2008 No.05

Numerous studies have examined the relationship between firm performance and governance measures adopted by firms and find that generally there is a positive relationship between good governance and firm values. Ownership structure which is the base of corporate governance is mainly related to two aspects, concentration of ownership and composition of ownership. Ownership structure determines concentration of ownership and roles of different share owners thereby influences economic behaviors of share owners and behavior effects. Ownership structure directly influences inter surveillance mechanisms. In this paper, we examine (i) the effect of governance variables and firm characteristics such as ownership structure, leverage, size on the firm value (stock return) and (ii) the determinants of the change of firm value during post-crisis down period in Korea and China. And as a result, we find that ownership structure can be the main force to the changes in firm value in emerging markets. To the extent that corporate governance affect in expected return on investment, our results will support the view of a link between corporate governance and firm value in East Asia such as China and Korea.

Gearbox Fault Diagnosis Based on Two-Class NMF Network Under Variable Working Conditions

Wang Yinsong,Sun Tianshu,Liu Yanyan 대한전기학회 2021 Journal of Electrical Engineering & Technology Vol.16 No.6

The gearbox is an important part of the wind turbine, and it is also a part prone to failure. Most of the fault diagnosis methods for gearboxes lack the ability to adapt to changing operating conditions. Once the operating conditions change, it is necessary to relearn the object characteristics, otherwise it is prone to misjudgment. Therefore, this paper proposes a method based on a two-class non-negative matrix factorization (NMF) network to realize gearbox fault diagnosis under variable operating conditions without additional data. The method is divided into two parts: model training and fault diagnosis. The former takes the basic operating conditions as the benchmark. It extracts the local static characteristics of the fault samples, and trains them into classifi er models with diff erent diagnostic functions to construct a network. The latter uses the static distance obtained from the data input network of the new operating condition as an important indicator for detecting the occurrence of a fault and identifying the type of the fault. The experimental results based on the QPZZ-II rotating machinery vibration test stand show that compared with other methods, the algorithm proposed in this paper has a good application eff ect on the diagnosis under variable operating conditions

Gallic Acid Ameliorates Cognitive Impairment Caused by Sleep Deprivation through Antioxidant Effect

Pang Xiaogang,Xu Yifan,Xie Shuoxin,Zhang Tianshu,Cong Lin,Qi Yuchen,Liu Lubing,Li Qingjun,Mo Mei,Wang Guimei,Du Xiuwei,Shen Hui,Li Yuanyuan 한국뇌신경과학회 2023 Experimental Neurobiology Vol.32 No.4

Sleep deprivation (SD) has a profound impact on the central nervous system, resulting in an array of mood disorders, including depression and anxiety. Despite this, the dynamic alterations in neuronal activity during sleep deprivation have not been extensively investigated. While some researchers propose that sleep deprivation diminishes neuronal activity, thereby leading to depression. Others argue that short-term sleep deprivation enhances neuronal activity and dendritic spine density, potentially yielding antidepressant effects. In this study, a two-photon microscope was utilized to examine the calcium transients of anterior cingulate cortex (ACC) neurons in awake SD mice in vivo at 24-hour intervals. It was observed that SD reduced the frequency and amplitude of Ca2+ transients while increasing the proportions of inactive neurons. Following the cessation of sleep deprivation, neuronal calcium transients demonstrated a gradual recovery. Moreover, whole-cell patch-clamp recordings revealed a significant decrease in the frequency of spontaneous excitatory post-synaptic current (sEPSC) after SD. The investigation also assessed several oxidative stress parameters, finding that sleep deprivation substantially elevated the level of malondialdehyde (MDA), while simultaneously decreasing the expression of Nuclear Factor erythroid 2-Related Factor 2 (Nrf2) and activities of Superoxide dismutase (SOD) in the ACC. Importantly, the administration of gallic acid (GA) notably mitigated the decline of calcium transients in ACC neurons. GA was also shown to alleviate oxidative stress in the brain and improve cognitive impairment caused by sleep deprivation. These findings indicate that the calcium transients of ACC neurons experience a continuous decline during sleep deprivation, a process that is reversible. GA may serve as a potential candidate agent for the prevention and treatment of cognitive impairment induced by sleep deprivation.

FLOW MEASUREMENTS IN THE EXHAUST SYSTEM OF A MOTORIZED ENGINE

Parviz Merati,Arman Mirhashemi,Claudia Fajardo-Hansford,Tianshu Liu 한국자동차공학회 2017 International journal of automotive technology Vol.18 No.4

Stereo Particle Image Velocimetry (SPIV) is used to measure the highly turbulent flow in the upstream region of the catalytic converter for a four stroke IC engine. These experiments are conducted for a motorized engine to investigate the feasibility of using SPIV for exhaust flow measurements in a firing IC engine in our future research. The results obtained here can also be used for validation of the CFD models. The measured flow is highly three dimensional, non-uniform with large magnitudes of turbulence indicating recirculating flow structures. These structures show signatures of jet flows coming out of the exhaust valves at all exhaust crank angles. The triangular shape and location for the end face of each exhaust runner pipe, the length and geometry of the runners also affect the flow mixing process upstream of the catalytic converter contributing to the complexity of this flow. Although majority of the exhaust flow passes through the catalytic converter, some will recirculate due to impingement of the exhaust jets on the surface of the catalyst.