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Five Factors Model of Leadership
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作者 Guoqing Huo Jianming Miao Jichang Dong 《Journal of Systems Science and Information》 2009年第2期147-158,共12页
This paper first compares the concept of lead to leadership, indicates the essence of the leadership, and proposes the conceptual chain of leadership; Secondly, the research literatures are reviewed, and five aspects ... This paper first compares the concept of lead to leadership, indicates the essence of the leadership, and proposes the conceptual chain of leadership; Secondly, the research literatures are reviewed, and five aspects of the constituent elements of the leadership are summarized; then, according to the implementation process of leading objectives, we analyze five key leaderships of one leader, construct a five factors model of leadership; Finally, the innovations and limitations of this paper are discussed. 展开更多
关键词 LEADERSHIP five factors model technological leadership
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Modeling the Synergetic Effect of Various Factors on Chloride Transport in Nonsaturated Concrete 被引量:1
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作者 张小刚 LU Zhaohui +2 位作者 王淑萍 ZHOU Tianhai XING Feng 《Journal of Wuhan University of Technology(Materials Science)》 SCIE EI CAS 2016年第6期1336-1346,共11页
Diffusion has been systematically described as the main mechanism of chloride transport in reinforced concrete(RC) structure, especially when the concrete is in a saturated state. However, the single mechanism of di... Diffusion has been systematically described as the main mechanism of chloride transport in reinforced concrete(RC) structure, especially when the concrete is in a saturated state. However, the single mechanism of diffusion is not able to describe the actual chloride ingress in the nonsaturated concrete. Instead, it is dominated by the interaction of diffusion and convection. With the synergetic effects of various factors taken into account, this study aimed to modify and develop an analytical convection- diffusion coupling model for chloride transport in nonsaturated concrete. The model was verified by simulation of laboratory tests and field measurement. The results of comparison study demonstrate that the analytical model developed in this study is efficient and accurate in predicting the chloride profiles in the nonsaturated concrete. 展开更多
关键词 RC structures nonsaturated concrete chloride transport synergetic effect analytical convection-diffusion model influence factors
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A Collaboration Network Model with Multiple Evolving Factors
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作者 徐秀莲 刘春平 何大韧 《Chinese Physics Letters》 SCIE CAS CSCD 2016年第4期159-162,共4页
To describe the empirical data of collaboration networks, several evolving mechanisms have been proposed, which usually introduce different dynamics factors controlling the network growth. These models can reasonably ... To describe the empirical data of collaboration networks, several evolving mechanisms have been proposed, which usually introduce different dynamics factors controlling the network growth. These models can reasonably reproduce the empirical degree distributions for a number of we11-studied real-world collaboration networks. On the basis of the previous studies, in this work we propose a collaboration network model in which the network growth is simultaneously controlled by three factors, including partial preferential attachment, partial random attachment and network growth speed. By using a rate equation method, we obtain an analytical formula for the act degree distribution. We discuss the dependence of the act degree distribution on these different dynamics factors. By fitting to the empirical data of two typical collaboration networks, we can extract the respective contributions of these dynamics factors to the evolution of each networks. 展开更多
关键词 of de on in A Collaboration Network model with Multiple Evolving factors that with from for IS been RDP
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Modeling Analysis of Factors Influencing Wind-Borne Seed Dispersal: A Case Study on Dandelion
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作者 Kemeng Xue 《American Journal of Plant Sciences》 CAS 2024年第4期252-267,共16页
A weed is a plant that thrives in areas of human disturbance, such as gardens, fields, pastures, waysides, and waste places where it is not intentionally cultivated. Dispersal affects community dynamics and vegetation... A weed is a plant that thrives in areas of human disturbance, such as gardens, fields, pastures, waysides, and waste places where it is not intentionally cultivated. Dispersal affects community dynamics and vegetation response to global change. The process of seed disposal is influenced by wind, which plays a crucial role in determining the distance and probability of seed dispersal. Existing models of seed dispersal consider wind direction but fail to incorporate wind intensity. In this paper, a novel seed disposal model was proposed in this paper, incorporating wind intensity based on relevant references. According to various climatic conditions, including temperate, arid, and tropical regions, three specific regions were selected to establish a wind dispersal model that accurately reflects the density function distribution of dispersal distance. Additionally, dandelions growth is influenced by a multitude of factors, encompassing temperature, humidity, climate, and various environmental variables that necessitate meticulous consideration. Based on Factor Analysis model, which completely considers temperature, precipitation, solar radiation, wind, and land carrying capacity, a conclusion is presented, indicating that the growth of seeds is primarily influenced by plant attributes and climate conditions, with the former exerting a relatively stronger impact. Subsequently, the remaining two plants were chosen based on seed weight, yielding consistent conclusion. 展开更多
关键词 Seed Dispersal Wind Intensity Climatic Effect Factor Analysis model
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The Models of Investing Schools
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作者 Jun’e Liu Lei Chai Zina Xu 《Journal of Applied Mathematics and Physics》 2016年第6期1090-1098,共9页
In this paper, we build the Linear Programming (LP) model, factor analysis model and return on investment model to measure the investment amount and which year to invest of each selected schools. We firstly analyze th... In this paper, we build the Linear Programming (LP) model, factor analysis model and return on investment model to measure the investment amount and which year to invest of each selected schools. We firstly analyze the indicators from attached files, and select effective indexes to choose schools donated. Then we select 17 indexes out after preprocessing all the indices. Secondly, we extract 1064 schools by MATLAB which is the Potential Candidate Schools from the table of attached files;we extract 10 common factors of these schools by factor analysis. After calculation, we rank the universities and select the top 100. We calculate the Return on Investment (ROI) based on these 17 indexes. Thirdly, we figure out the investment amount by conducting LP model through MATLAB. According to the property of schools, we calculate the annual limit investment and the mount of investment of each school. Fourthly, we determine which year to invest by ROI model which is operated by LINGO. In order to achieve optimal investment strategy and not duplication of investment, for five years, starting July 2016, we assume that the time duration that the organization’s money should be provided is one year, and the school return to the Good grant Foundation only one year. Then we can get the investment amount per school, the return on that investment, and which years to invest. Fifthly, by changing parameter, the sensitivity analysis is conducted for our models. The result indicates that our models are feasible and robust. Finally, we evaluate our models, and point out the strengths and weakness. Through previous analysis, we can find that our models can be applied to many fields, which have a relatively high generalization. 展开更多
关键词 INVESTMENT factors model LP model ROI model
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Randomized Latent Factor Model for High-dimensional and Sparse Matrices from Industrial Applications 被引量:14
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作者 Mingsheng Shang Xin Luo +3 位作者 Zhigang Liu Jia Chen Ye Yuan MengChu Zhou 《IEEE/CAA Journal of Automatica Sinica》 EI CSCD 2019年第1期131-141,共11页
Latent factor(LF)models are highly effective in extracting useful knowledge from High-Dimensional and Sparse(HiDS)matrices which are commonly seen in various industrial applications.An LF model usually adopts iterativ... Latent factor(LF)models are highly effective in extracting useful knowledge from High-Dimensional and Sparse(HiDS)matrices which are commonly seen in various industrial applications.An LF model usually adopts iterative optimizers,which may consume many iterations to achieve a local optima,resulting in considerable time cost.Hence,determining how to accelerate the training process for LF models has become a significant issue.To address this,this work proposes a randomized latent factor(RLF)model.It incorporates the principle of randomized learning techniques from neural networks into the LF analysis of HiDS matrices,thereby greatly alleviating computational burden.It also extends a standard learning process for randomized neural networks in context of LF analysis to make the resulting model represent an HiDS matrix correctly.Experimental results on three HiDS matrices from industrial applications demonstrate that compared with state-of-the-art LF models,RLF is able to achieve significantly higher computational efficiency and comparable prediction accuracy for missing data.I provides an important alternative approach to LF analysis of HiDS matrices,which is especially desired for industrial applications demanding highly efficient models. 展开更多
关键词 Big data high-dimensional and sparse matrix latent factor analysis latent factor model randomized learning
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Nomograms and risk score models for predicting survival in rectal cancer patients with neoadjuvant therapy 被引量:8
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作者 Fang-Ze Wei Shi-Wen Mei +6 位作者 Jia-Nan Chen Zhi-Jie Wang Hai-Yu Shen Juan Li Fu-Qiang Zhao Zheng Liu Qian Liu 《World Journal of Gastroenterology》 SCIE CAS 2020年第42期6638-6657,共20页
BACKGROUND Colorectal cancer is a common digestive cancer worldwide.As a comprehensive treatment for locally advanced rectal cancer(LARC),neoadjuvant therapy(NT)has been increasingly used as the standard treatment for... BACKGROUND Colorectal cancer is a common digestive cancer worldwide.As a comprehensive treatment for locally advanced rectal cancer(LARC),neoadjuvant therapy(NT)has been increasingly used as the standard treatment for clinical stage II/III rectal cancer.However,few patients achieve a complete pathological response,and most patients require surgical resection and adjuvant therapy.Therefore,identifying risk factors and developing accurate models to predict the prognosis of LARC patients are of great clinical significance.AIM To establish effective prognostic nomograms and risk score prediction models to predict overall survival(OS)and disease-free survival(DFS)for LARC treated with NT.METHODS Nomograms and risk factor score prediction models were based on patients who received NT at the Cancer Hospital from 2015 to 2017.The least absolute shrinkage and selection operator regression model were utilized to screen for prognostic risk factors,which were validated by the Cox regression method.Assessment of the performance of the two prediction models was conducted using receiver operating characteristic curves,and that of the two nomograms was conducted by calculating the concordance index(C-index)and calibration curves.The results were validated in a cohort of 65 patients from 2015 to 2017.RESULTS Seven features were significantly associated with OS and were included in the OS prediction nomogram and prediction model:Vascular_tumors_bolt,cancer nodules,yN,body mass index,matchmouth distance from the edge,nerve aggression and postoperative carcinoembryonic antigen.The nomogram showed good predictive value for OS,with a C-index of 0.91(95%CI:0.85,0.97)and good calibration.In the validation cohort,the C-index was 0.69(95%CI:0.53,0.84).The risk factor prediction model showed good predictive value.The areas under the curve for 3-and 5-year survival were 0.811 and 0.782.The nomogram for predicting DFS included ypTNM and nerve aggression and showed good calibration and a C-index of 0.77(95%CI:0.69,0.85).In the validation cohort,the C-index was 0.71(95%CI:0.61,0.81).The prediction model for DFS also had good predictive value,with an AUC for 3-year survival of 0.784 and an AUC for 5-year survival of 0.754.CONCLUSION We established accurate nomograms and prediction models for predicting OS and DFS in patients with LARC after undergoing NT. 展开更多
关键词 Neoadjuvant therapy Rectal cancer NOMOGRAM Overall survival Diseasefree survival Risk factor score prediction model
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An Acceptance Model of Using Mobile-Government Services(AMGS) 被引量:2
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作者 Ahmad Althunibat Mohammad Abdallah +2 位作者 Mohammed Amin Almaiah Nour Alabwaini Thamer Ahmad Alrawashdeh 《Computer Modeling in Engineering & Sciences》 SCIE EI 2022年第5期865-880,共16页
In recent years,the telecommunications sector is no longer limited to traditional communications,but has become the backbone for the use of data,content and digital applications by individuals,governments and companie... In recent years,the telecommunications sector is no longer limited to traditional communications,but has become the backbone for the use of data,content and digital applications by individuals,governments and companies to ensure the continuation of economic and social activity in light of social distancing and total closure inmost countries in the world.Therefore,electronic government(e-Government)andmobile government(m-Government)are the results of technological evolution and innovation.Hence,it is important to investigate the factors that influence the intention to use m-Government services among Jordan’s society.This paper proposed a new m-Government acceptance model in Jordan(AMGS);this model combines the Information System(IS)Success Factor Model and Hofstede Cultural Dimensions Theory.The study was conducted by surveying different groups of the Jordanian community.Astructured questionnaire was used to collect data from203 respondents.Multiple regression analysis has been conducted to analyze the data.The results indicate that the significant predictors of citizen intention to use m-Government services in Jordan are Information Quality,Service Quality,Uncertainty Avoidance,and Indulgence vs.restraint.While,the results also suggest that Power Distance is not a significant predictor of citizen intention to use m-Government services. 展开更多
关键词 Acceptance test E-GOVERNMENT m-Government acceptance model IS success factor model Hofstede cultural dimensions theory
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A multiscale model for analyzing the synergy of CS and WSS on the endothelium in straight arteries 被引量:5
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作者 Kairong Qin Zonglai Jiang +2 位作者 Hui Sun Keqin Gong Zhaorong Liu 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2006年第1期76-83,共8页
A multiscale model was proposed to calculate the circumferential stress (CS) and wall shear stress (WSS) and analyze the effects of global and local factors on the CS, WSS and their synergy on the arterial endothe... A multiscale model was proposed to calculate the circumferential stress (CS) and wall shear stress (WSS) and analyze the effects of global and local factors on the CS, WSS and their synergy on the arterial endothelium in large straight arteries. A parameter pair [Zs, SPA] (defined as the ratio of CS amplitude to WSS amplitude and the phase angle between CS and WSS for different harmonic components, respectively) was proposed to characterize the synergy of CS and WSS. The results demonstrated that the CS or WSS in the large straight arteries is determined by the global factors, i.e. the preloads and the afterloads, and the local factors, i.e. the local mechanical properties and the zero-stress states of arterial walls, whereas the Zs and SPA are primarily determined by the local factors and the afterloads. Because the arterial input impedance has been shown to reflect the physiological and pathological states of whole downstream arterial beds, the stress amplitude ratio Zs and the stress phase difference SPA might be appropriate indices to reflect the influences of the states of whole downstream arterial beds on the local blood flow-dependent phenomena such as angiogenesis, vascular remodeling and atherosgenesis. 展开更多
关键词 Stress Synergy Endothelium Factor Multiscale model
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An analysis of the differentiation rules and influencing factors of venture capital in Beijing-Tianjin-Hebei urban agglomeration 被引量:5
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作者 方嘉雯 《Journal of Geographical Sciences》 SCIE CSCD 2018年第4期514-528,共15页
Under China's innovation-driven development strategy, venture capital has become an important driving force in urban agglomeration integration and collaborative innovation. This paper uses social network analysis ... Under China's innovation-driven development strategy, venture capital has become an important driving force in urban agglomeration integration and collaborative innovation. This paper uses social network analysis to analyze spatiotemporal differences of venture capital in the Beijing-Tianjin-Hebei urban agglomeration for the period 2005–2015. A gravity model and panel data regression model are used to reveal the influencing factors on spatiotemporal differences in venture capital in the region. This study finds that there is a certain cyclical fluctuation and uneven differentiation in the venture capital network in the Beijing-Tianjin-Hebei urban agglomeration in terms of total investment, and that the three centers of venture capital(Beijing, Shijiazhuang and Tangshan) have a stimulatory effect on surrounding cities; flows of venture capital between cities display certain networking rules, but they are slow to develop and strongly centripetal; there is a strong positive correlation between levels of information infrastructure development and economic development and venture capital investment; and places with relatively underdeveloped financial environments and service industries are less able to apply the fruits of innovation and entrepreneurship and to attract funds. This study can act as a reference for the Beijing-Tianjin-Hebei urban agglomeration in building a world-class super urban agglomeration with the best innovation capabilities in China. 展开更多
关键词 venture capital Beijing-Tianjin-Hebei urban agglomeration differentiation influencing factors gravity model
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Analytical modeling of sandwich beam for piezoelectric bender elements 被引量:1
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作者 周燕国 陈云敏 丁皓江 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2007年第12期1581-1586,共6页
Piezoelectric bender elements are widely used as electromechanical sensors and actuators, An analytical sandwich beam model for piezoelectric bender elements was developed based on the first-order shear deformation th... Piezoelectric bender elements are widely used as electromechanical sensors and actuators, An analytical sandwich beam model for piezoelectric bender elements was developed based on the first-order shear deformation theory (FSDT), which assumes a single rotation angle for the whole cross-section and a quadratic distribution function for coupled electric potential in piezoelectric layers, and corrects the effect of transverse shear strain on the electric displacement integration. Free vibration analysis of simplysupported bender elements was carried out and the numerical results showed that, solutions of the present model for various thickness-to-length ratios are compared well with the exact two-dimensional solutions, which presents an efficient and accurate model for analyzing dynamic electromechanical responses of bender elements. 展开更多
关键词 bender elements PIEZOELECTRIC sandwich beam shear correction factor analytical model
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A stock assessment for Illex argentinus in Southwest Atlantic using an environmentally dependent surplus production model 被引量:4
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作者 WANG Jintao CHEN Xinjun +1 位作者 Kevin W.Staples CHEN Yong 《Acta Oceanologica Sinica》 SCIE CAS CSCD 2018年第2期94-101,共8页
The southern Patagonian stock(SPS) of Argentinian shortfin squid, Illex argentinus, is an economically important squid fishery in the Southwest Atlantic. Environmental conditions in the region play an important role... The southern Patagonian stock(SPS) of Argentinian shortfin squid, Illex argentinus, is an economically important squid fishery in the Southwest Atlantic. Environmental conditions in the region play an important role in regulating the population dynamics of the I. argentinus population. This study develops an environmentally dependent surplus production(EDSP) model to evaluate the stock abundance of I. argentines during the period of 2000 to 2010. The environmental factors(favorable spawning habitat areas with sea surface temperature of 16–18°C) were assumed to be closely associated with carrying capacity(K) in the EDSP model. Deviance Information Criterion(DIC) values suggest that the estimated EDSP model with environmental factors fits the data better than a Schaefer surplus model without environmental factors under uniform and normal scenarios.The EDSP model estimated a maximum sustainable yield(MSY) from 351 600 t to 685 100 t and a biomass from 1 322 400 t to1 803 000 t. The fishing mortality coefficient of I. argentinus from 2000 to 2010 was smaller than the values of F(0.1) and F(MSY). Furthermore, the time series biomass plot of I. argentinus from 2000 to 2010 shows that the biomass of I.argentinus and this fishery were in a good state and not presently experiencing overfishing. This study suggests that the environmental conditions of the habitat should be considered within squid stock assessment and management. 展开更多
关键词 Illex argentinus stock assessment Schaefer surplus production model environmental factors Southwest Atlantic
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Equilibrium and kinetic Si isotope fractionation factors and their implications for Si isotope distributions in the Earth's surface environments 被引量:3
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作者 Hong-tao He Siting Zhang +1 位作者 Chen Zhu Yun Liu 《Acta Geochimica》 EI CAS CSCD 2016年第1期15-24,共10页
Several important equilibrium Si isotope fractionation factors among minerals,organic molecules and the H_4SiO_4 solution are complemented to facilitate the explanation of the distributions of Si isotopes in Earth'... Several important equilibrium Si isotope fractionation factors among minerals,organic molecules and the H_4SiO_4 solution are complemented to facilitate the explanation of the distributions of Si isotopes in Earth's surface environments.The results reveal that,in comparison to aqueous H_4SiO_4,heavy Si isotopes will be significantly enriched in secondary silicate minerals.On the contrary,quadra-coordinated organosilicon complexes are enriched in light silicon isotope relative to the solution.The extent of ^(28)Si-enrichment in hyper-coordinated organosilicon complexes was found to be the largest.In addition,the large kinetic isotope effect associated with the polymerization of monosilicic acid and dimer was calculated,and the results support the previous statement that highly ^(28)Sienrichment in the formation of amorphous quartz precursor contributes to the discrepancy between theoretical calculations and field observations.With the equilibrium Si isotope fractionation factors provided here,Si isotope distributions in many of Earth's surface systems can be explained.For example,the change of bulk soil δ^(30)Si can be predicted as a concave pattern with respect to the weathering degree,with the minimum value where allophane completely dissolves and the total amount of sesquioxides and poorly crystalline minerals reaches their maximum.When,under equilibrium conditions,the well-crystallized clays start to precipitate from the pore solutions,the bulk soil δ^(30)Si will increase again and reach a constant value.Similarly,the precipitation of crystalline smectite and the dissolution of poorly crystalline kaolinite may explain the δ^(30)Si variations in the ground water profile.The equilibrium Si isotope fractionations among the quadracoordinated organosilicon complexes and the H_4SiO_4solution may also shed light on the Si isotope distributions in the Si-accumulating plants. 展开更多
关键词 Si isotopes Equilibrium fractionation factor Quantum chemistry calculation Cluster model Kinetic isotope effect
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A New model to forecast fishing ground of Scomber japonicus in the Yellow Sea and East China Sea 被引量:5
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作者 GAO Feng CHEN Xinjun +1 位作者 GUAN Wenjiang LI Gang 《Acta Oceanologica Sinica》 SCIE CAS CSCD 2016年第4期74-81,共8页
The pelagic species is closely related to the marine environmental factors, and establishment of forecasting model of fishing ground with high accuracy is an important content for pelagic fishery. The chub mackerel(S... The pelagic species is closely related to the marine environmental factors, and establishment of forecasting model of fishing ground with high accuracy is an important content for pelagic fishery. The chub mackerel(Scomber japonicus) in the Yellow Sea and East China Sea is an important fishing target for Chinese lighting purse seine fishery. Based on the fishery data from China's mainland large-type lighting purse seine fishery for chub mackerel during the period of 2003 to 2010 and the environmental data including sea surface temperature(SST), gradient of the sea surface temperature(GSST), sea surface height(SSH) and geostrophic velocity(GV), we attempt to establish one new forecasting model of fishing ground based on boosted regression trees. In this study, the fishing areas with fishing effort is considered as one fishing ground, and the areas with no fishing ground are randomly selected from a background field, in which the fishing areas have no records in the logbooks. The performance of the forecasting model of fishing ground is evaluated with the testing data from the actual fishing data in 2011. The results show that the forecasting model of fishing ground has a high prediction performance, and the area under receiver operating curve(AUC) attains 0.897. The predicted fishing grounds are coincided with the actual fishing locations in 2011, and the movement route is also the same as the shift of fishing vessels, which indicates that this forecasting model based on the boosted regression trees can be used to effectively forecast the fishing ground of chub mackerel in the Yellow Sea and East China Sea. 展开更多
关键词 Scomber japonicus environmental factors from remote sensing forecasting model of fishing ground Yellow Sea and East China Sea
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Erlotinib inhibits progression to dysplasia in a colitis-associated colon cancer model 被引量:1
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作者 Beatriz Pagán Angel A Isidro +2 位作者 Myrella L Cruz Domenico Coppola Caroline B Appleyard 《World Journal of Gastroenterology》 SCIE CAS CSCD 2011年第44期4858-4866,共9页
AIM:To investigate the role of epidermal growth factor receptor(EGFR) in colitis-associated dysplasia using the EGFR tyrosine kinase inhibitor erlotinib.METHODS:Sprague-Dawley rats received trinitrobenzene sulfonic ac... AIM:To investigate the role of epidermal growth factor receptor(EGFR) in colitis-associated dysplasia using the EGFR tyrosine kinase inhibitor erlotinib.METHODS:Sprague-Dawley rats received trinitrobenzene sulfonic acid(TNBS;30 mg in 50% ethanol,ic),followed 6 wk later by reactivation with TNBS(5 mg/kg,iv) for 3 d.To induce colitis-associated dysplasia,rats then received TNBS(iv) twice a week for 10 wk.One group received erlotinib(10 mg/kg,ip) for 1 wk before the start of the reactivation of the colitis and 2 wk after(21 d);the rest received the vehicle.After rats were euthanized,the colons were removed and analyzed for damage and expression of the EGFR downstream effectors Erk1/2 and c-Myc.RESULTS:Ninety percent of the vehicle-treated animals had dysplasia in any region of the colon.Erlotinib-treated animals had a significant decrease in the incidence of dysplasia compared to vehicle-treated animals in all regions of the colon(50.00% ± 11.47% vs 90.00% ± 10.00% in proximal,P < 0.05;15.00% ± 8.19% vs 50.00% ± 16.67% in mid,P < 0.05;and 20.00% ± 9.17% vs 70.00% ± 15.28% in distal,P < 0.01).Erlotinib-treated animals also had reduced cell proliferation,reduced active Erk1/2,and reduced c-Myc in colon epithelium compared with the vehicle-treated animals.In vitro,erlotinib treatment was shown to markedly decrease c-Myc and pErk1/2 levels in rat epithelial cells.Proliferation of rat epithelial cells was stimulated by epidermal growth factor and inhibited by erlotinib(P < 0.05).CONCLUSION:Erlotinib can decrease the development of colitis-associated dysplasia,suggesting a potential therapeutic use for erlotinib in patients with long-standing colitis. 展开更多
关键词 Animal model Epidermal growth factor receptor Colitis Dysplasia Erlotinib
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Stock return prediction with multiple measures using neural network models 被引量:1
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作者 Cong Wang 《Financial Innovation》 2024年第1期1073-1106,共34页
In the field of empirical asset pricing,the challenges of high dimensionality,non-linear relationships,and interaction effects have led to the increasing popularity of machine learning(ML)methods.This study investigat... In the field of empirical asset pricing,the challenges of high dimensionality,non-linear relationships,and interaction effects have led to the increasing popularity of machine learning(ML)methods.This study investigates the performance of ML methods when predicting different measures of stock returns from various factor models and investigates the feature importance and interaction effects among firm-specific variables and macroeconomic factors in this context.Our findings reveal that neural network models exhibit consistent performance across different stock return measures when they rely solely on firm-specific characteristic variables.However,the inclusion of macroeconomic factors from the financial market,real economic activities,and investor sentiment leads to substantial improvements in the model performance.Notably,the degree of improvement varies with the specific measures of stock returns under consideration.Furthermore,our analysis indicates that,after the inclusion of macroeconomic factors,there is a dissimilarity in model performance,variable importance,and interaction effects among macroeconomic and firm-specific variables,particularly concerning abnormal returns derived from the Fama–French three-and five-factor models compared with excess returns.This divergence is primarily attributed to the extent to which these factor models remove the variance associated with the macroeconomic variables.These findings collectively offer valuable insights into the efficacy of neural network models for stock return predictions and contribute to a deeper understanding of the intricate relationship between factor models,stock returns,and macroeconomic conditions in the domain of empirical asset pricing. 展开更多
关键词 Neural network model Stock return Macroeconomic conditions Factor model
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The fluctuation of eigenvalues in factor models
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作者 Fanglin Bao Bo Zhang 《中国科学技术大学学报》 CAS CSCD 北大核心 2023年第11期53-61,I0006,I0008,共11页
We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics ... We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics of known distribution through randomization.The test statistic checks for breaks in the structure of factor models,including changes in factor loadings and increases in the number of factors.We give the results of simulation experiments and test the factor structure of the stock return data of China’s and U.S.stock markets from January 1,2017,to December 31,2019.Our method performs well in both simulations and real data. 展开更多
关键词 factor models eigenvalue fluctuation high-dimensional data random matrix theory
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Application of Portfolio Model in the Real Investment Transactions
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作者 WANG Guo-xin LIU Jing 《Chinese Quarterly Journal of Mathematics》 CSCD 2013年第1期33-40,共8页
This paper studies discrete investment portfolio model that the objective function is utility function. According to a hybrid branch-and-bound method based on Lagrangian relaxation and continuous relaxation, the paper... This paper studies discrete investment portfolio model that the objective function is utility function. According to a hybrid branch-and-bound method based on Lagrangian relaxation and continuous relaxation, the paper analyzes the question using the real statistical data. The results indicate that discrete investment portfolio model really has its guidance in the actual investment. 展开更多
关键词 investment portfolio single factor model BRANCH-AND-BOUND numerical analysis
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Factors Acquisition and Content Estimation of Farmland Soil Organic Carbon Based upon Internet of Things 被引量:1
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作者 WU Qiulan LIANG Yong +3 位作者 LI Ying WANG Xizhi YANG Lei WANG Xiaotong 《Chinese Geographical Science》 SCIE CSCD 2017年第3期431-440,共10页
Aiming at the shortage of sufficient continuous parameters for using models to estimate farmland soil organic carbon(SOC) content, an acquisition method of factors influencing farmland SOC and an estimation method of ... Aiming at the shortage of sufficient continuous parameters for using models to estimate farmland soil organic carbon(SOC) content, an acquisition method of factors influencing farmland SOC and an estimation method of farmland SOC content with Internet of Things(IOT) are proposed in this paper. The IOT sensing device and transmission network were established in a wheat demonstration base in Yanzhou Distict of Jining City, Shandong Province, China to acquire data in real time. Using real-time data and statistics data, the dynamic changes of SOC content between October 2012 and June 2015 was simulated in the experimental area with SOC dynamic simulation model. In order to verify the estimation results, potassium dichromate external heating method was applied for measuring the SOC content. The results show that: 1) The estimated value matches the measured value in the lab very well. So the method is feasible in this paper. 2) There is a clear dynamic variation in the SOC content at 0.2 m soil depth in different growing periods of wheat. The content reached the highest level during the sowing period, and is lowest in the flowering period. 3) The SOC content at 0.2 m soil depth varies in accordance with the amount of returned straw. The larger the amount of returned straw is, the higher the SOC content. 展开更多
关键词 Internet of Things(IOT) soil organic carbon(SOC) factors acquisition SOC content estimation Soil-C model
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Iterative identification of output error model for industrial processes with time delay subject to colored noise 被引量:1
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作者 董世健 刘涛 +1 位作者 李明忠 曹毅 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2015年第12期2005-2012,共8页
To deal with colored noise and unexpected load disturbance in identification of industrial processes with time delay, a bias-eliminated iterative least-squares(ILS) identification method is proposed in this paper to e... To deal with colored noise and unexpected load disturbance in identification of industrial processes with time delay, a bias-eliminated iterative least-squares(ILS) identification method is proposed in this paper to estimate the output error model parameters and time delay simultaneously. An extended observation vector is constructed to establish an ILS identification algorithm. Moreover, a variable forgetting factor is introduced to enhance the convergence rate of parameter estimation. For consistent estimation, an instrumental variable method is given to deal with the colored noise. The convergence and upper bound error of parameter estimation are analyzed. Two illustrative examples are used to show the effectiveness and merits of the proposed method. 展开更多
关键词 Time delay system Output error model Recursive least-squares Instrumental variable Variable forgetting factor
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