In this paper we present some of our recent results on applications of spectral techniques over finite fields to the problems of testing and diagnosis of computer systems.
The introduction of 'hydrostatic extraction' scheme, or 'standard stratification approximation', into spectral model gained some advantages compared with commonly used schemes. However, computational i...The introduction of 'hydrostatic extraction' scheme, or 'standard stratification approximation', into spectral model gained some advantages compared with commonly used schemes. However, computational instability may occur for high vertical resolution versions if the stratification parameter C0 taken as a constant. In this paper, the possible cause leading to the instability is discussed and an improved scheme presented where C0 is generalized to be a function of both height and latitudes. Hence the reference atmosphere gets closer to the real atmosphere and the temperature deviation field to be expanded becomes smoother everywhere. Test by real case forecasts shows good computational stability of the new scheme and better prediction performance than-usual schemes of spectral model.展开更多
This study examines the dynamic connectedness and hedging opportunities between CSI300(China Security Index 300)and copper,gold,PTA(purified terephthalic acid),and soybean in China from January 09,2008,to June 30,2023...This study examines the dynamic connectedness and hedging opportunities between CSI300(China Security Index 300)and copper,gold,PTA(purified terephthalic acid),and soybean in China from January 09,2008,to June 30,2023.A TVP-VAR and cDCC-FIAPARCH modeling framework was used for the empirical investigation.The results show that the total connectedness index can effectively capture cross-asset information transmission in China’s financial markets.Copper returns are the dominant volatility transmitters,while CSI300,gold,and soybean returns are net recipients.The Russian-Ukraine war reinforced the safe-haven role of gold.Finally,investors with CSI300 long positions may benefit from prioritizing gold for hedging,while those with CSI300 short positions profit more from allocating gold to PTA.Portfolio managers and investors can use the findings to track the dynamics of systemic risk and adjust their long/short positions when investing in China's stock and commodity markets.展开更多
基金This work was supported by the National Science Foundation(USA)under grant MIP 9630096the NATO under Grant 910411Volkswagen Foundation(Germany)
文摘In this paper we present some of our recent results on applications of spectral techniques over finite fields to the problems of testing and diagnosis of computer systems.
基金This work has been carried out under the support of the Medium-range Numerical Weather Forecast research project
文摘The introduction of 'hydrostatic extraction' scheme, or 'standard stratification approximation', into spectral model gained some advantages compared with commonly used schemes. However, computational instability may occur for high vertical resolution versions if the stratification parameter C0 taken as a constant. In this paper, the possible cause leading to the instability is discussed and an improved scheme presented where C0 is generalized to be a function of both height and latitudes. Hence the reference atmosphere gets closer to the real atmosphere and the temperature deviation field to be expanded becomes smoother everywhere. Test by real case forecasts shows good computational stability of the new scheme and better prediction performance than-usual schemes of spectral model.
基金support by the Humanities and Social Science Fund of Ministry of Education of China[Grant Number:23YJC850005]the Federal Ministry of Education,Science and Research(BMBWF)through Austria's Agency for Education and Internationalization(OeAD)[Grant Number:TW 01/2021].
文摘This study examines the dynamic connectedness and hedging opportunities between CSI300(China Security Index 300)and copper,gold,PTA(purified terephthalic acid),and soybean in China from January 09,2008,to June 30,2023.A TVP-VAR and cDCC-FIAPARCH modeling framework was used for the empirical investigation.The results show that the total connectedness index can effectively capture cross-asset information transmission in China’s financial markets.Copper returns are the dominant volatility transmitters,while CSI300,gold,and soybean returns are net recipients.The Russian-Ukraine war reinforced the safe-haven role of gold.Finally,investors with CSI300 long positions may benefit from prioritizing gold for hedging,while those with CSI300 short positions profit more from allocating gold to PTA.Portfolio managers and investors can use the findings to track the dynamics of systemic risk and adjust their long/short positions when investing in China's stock and commodity markets.
