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Dual-market quantitative trading:the dynamics of liquidity and turnover in financial markets
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作者 Qing Zhu Chenyu Han Yuze Li 《Data Science and Management》 2025年第1期48-58,共11页
Financial market liquidity is a popular research topic.Investor-driven research uses the turnover rate to measure liquidity and generally finds that the higher the stock turnover rate,the lower the returns.However,the... Financial market liquidity is a popular research topic.Investor-driven research uses the turnover rate to measure liquidity and generally finds that the higher the stock turnover rate,the lower the returns.However,the traditional financial liquidity theory has been impacted by new machine-driven quantitative trading models.To explore high machine-driven liquidity and the impact of high turnover rates on returns,this study establishes a dual-market quantitative trading system,introduces a variational modal decomposition(VMD)-bidirectional gated recurrent unit(BiGRU)model for data prediction,and uses the back-end Hong Kong foreign exchange market to develop a quantitative trading strategy using the same rotating funds in the U.S.and Chinese stock markets.The experimental results show that given a principal amount of 210,000.00 CNY,the final predicted net return is 226,538.30 CNY,a net return of 107.86%,which is 40.6%higher than the net return of a single Chinese market.We conclude that,under machine-driven trading,increasing liquidity and turnover increase returns.This study provides a new perspective on liquidity theory that is useful for future financial market research and quantitative trading practices. 展开更多
关键词 LIQUIDITY Machine learning Dual-market algorithmic trading Return
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Effect of ultrasonic vibration on the dechromisation corrosion of a CuCr alloy in HCl solution 被引量:4
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作者 XU Tao GAO Huawei +1 位作者 LIU Jianhua YU Cuiyan 《Rare Metals》 SCIE EI CAS CSCD 2007年第4期398-402,共5页
The effect of ultrasonic vibration on the dechromisation corrosion of a CuCr alloy in HC1 solution was studied and the corrosion mechanisms were analyzed. It is found that ultlasonic vibration reduces the dechromisati... The effect of ultrasonic vibration on the dechromisation corrosion of a CuCr alloy in HC1 solution was studied and the corrosion mechanisms were analyzed. It is found that ultlasonic vibration reduces the dechromisation incubation time, accelerates the dechromisafion corrosion rate, decreases the temperature and concentration of HC1 solution, and when the dechromisation occurs it seriously weakens the microstmcture of dechromisation layer. It is concluded that ultrasonic vibration can accelerate destruction of the passivation film on the Cr surface and increase the activities of Cl^- and Cr. 展开更多
关键词 CuCr alloy dechromisation corrosion ultrasonic vibration passivation film
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Assessing Air Traffic Management Performance Interdependencies through Bayesian Networks: Preliminary Applications and Results 被引量:1
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作者 Andrada Bujor Andrea Ranieri 《Journal of Traffic and Transportation Engineering》 2016年第1期34-48,共15页
The performance model proposed by this study represents an innovative approach to deal with performance assessment in ATM (air traffic management). It is based on Bayesian networks methodology, which presents severa... The performance model proposed by this study represents an innovative approach to deal with performance assessment in ATM (air traffic management). It is based on Bayesian networks methodology, which presents several advantages but also some drawbacks as highlighted along the paper. We illustrate the main steps required for building the model and present a number of interesting results. The contribution of the paper is two-fold: (1) It presents a new methodological approach to deal with a problem which is of strategic importance for ANSPs (air navigation service providers); (2) It provides insights on the interdependencies between factors influencing performance. Both results are considered particularly important nowadays, due to the SES (Single European Sky) performance scheme and its related target setting process. 展开更多
关键词 Key performance area interdependencies performance target Bayesian network air traffic management.
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Multi-Objective Optimization for Structure Crashworthiness Based on Kriging Surrogate Model and Simulated Annealing Algorithm
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作者 SUN Xilong WANG Dengfeng +1 位作者 LI Ruheng ZHANG Bin 《Journal of Shanghai Jiaotong university(Science)》 EI 2020年第6期727-738,共12页
Multi-objective optimization of crashworthiness in automobile front-end structure was performed,and finite element model(FEM)was validated by experimental results to ensure that FEM can predict the response value with... Multi-objective optimization of crashworthiness in automobile front-end structure was performed,and finite element model(FEM)was validated by experimental results to ensure that FEM can predict the response value with sufficient accuracy.Seven design variables and four crashworthiness indicators were defined.Through orthogonal design method,18 FEMs were established,and the response values of crashworthiness indicators were extracted.By using the variable-response specimen matrix,Kriging surrogate model(KSM)was constructed to replace FEM to refect the function correlation between variables and responses.The accuracy of KSM was also validated.Finally,the simulated annealing optimization algorithm was implemented in KSM to seek optimal and reliable solutions.Based on the optimal results and comparison analysis,the 9096-th iteration point was the optimal solution.Although the intrusion of firewall and the mass of optimal structure increased slightly,the vehicle acceleration of the optimal solution decreased by 6.9%,which fectively reduced the risk of occupant injury. 展开更多
关键词 CRASHWORTHINESS multi-objective optimization Kriging surrogate model(KSM) simulated annealing algorithm
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Construction Management and Cost Control of Landscaping Projects
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作者 FENG Yuneng 《Journal of Landscape Research》 2012年第11期11-12,16,共3页
Uniqueness of landscaping projects was analyzed,and cost was regarded as an important index evaluating performance of landscaping construction enterprises. Based on reviewing limitation of cost control on landscaping ... Uniqueness of landscaping projects was analyzed,and cost was regarded as an important index evaluating performance of landscaping construction enterprises. Based on reviewing limitation of cost control on landscaping construction enterprises,enhancing construction management,controlling cost reasonably,and reducing project cost were proposed as the foundation and core content of enterprise cost management,and also the key to successful project management.By combining with design practices,suggestions for enhancing construction management of landscaping project,controlling cost and improving profits were given. 展开更多
关键词 LANDSCAPING CONSTRUCTION MANAGEMENT COST CONTROL
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Preparation of N, N, N′, N′-tetrakis-(2-benzimidazolylmethyl)-1,2-ethanediamine and crystal assemblies of the relative complexes
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作者 Shanling Tong Yahong Wu +1 位作者 Zhaoyong Tian Yan Yan 《Open Journal of Inorganic Chemistry》 2012年第4期75-80,共6页
N, N, N′, N′-tetrakis-(2-benzimidazolylmethyl)-1, 2-ethanediamine(TBIMEDA), was prepared by reaction of ethylenediamine tetra-acetic acid disodium salt(EDTA) with 1, 2-diaminobenzene in a refluxed glycol solution, a... N, N, N′, N′-tetrakis-(2-benzimidazolylmethyl)-1, 2-ethanediamine(TBIMEDA), was prepared by reaction of ethylenediamine tetra-acetic acid disodium salt(EDTA) with 1, 2-diaminobenzene in a refluxed glycol solution, and furthermore, three allomeric complexes[(MIITBIMEDA) SO4·5H2O, M = Cd, Co, Ni] were selfassembled by solvothermal method based on reaction of this ligand with the relative sulfates respectively. These allomeric complexes were characterized by elemental analysis and IR spectroscopy and their crystal structures were determined by single crystal X-ray structural analysis. In the crystal architecture of these complexes, every metal(II) ion is chelated by one neutral TBIMEDA ligand to form an octahedral core with configuration of five heterocyclic rings (five- member ring). These cores then were linked to- gether by multi hydrogen bond interactions with sul- fate ions and water molecules to construct their 3D crystal architectures. 展开更多
关键词 Benzoimidazolmethyl ETHANE DIAMINE SOLVOTHERMAL Complex CRYSTAL Architecture
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Effect of Thermal-Cold Cycle on Microstructure and Hardness of a W-Cr-Mn-Mo-V Ferro-based Hardfacing Layer
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作者 ZHANG Zuowei QI Mai Shun ZHAO Jun 《材料科学与工程(中英文A版)》 2018年第3期95-99,共5页
The effect of heating temperature and thermal-cold recycle times on microstructure and hardness of a W-Cr-Mn-Mo-V Ferro-based hardfacing layer was studied.The results show the surfacing layer has good high-temperature... The effect of heating temperature and thermal-cold recycle times on microstructure and hardness of a W-Cr-Mn-Mo-V Ferro-based hardfacing layer was studied.The results show the surfacing layer has good high-temperature stability and ability to resist quench heat and heat softening.After thermal-cold recycle at 560°C??18°C for 120 times,the hardness of the hardfacing layer is HRC 57.5,its microstructure is mainly tempered martensite and a small amount of retained austenite,when thermal-cold recycled at 680°C??18°C for 120 times,the hardness of the hardfacing layer is HRC 44.5,martensite in the hardfacing layer has almost decomposed. 展开更多
关键词 W-Cr-Mn-Mo-V Ferro-based hardfacing layer thermal-cold cycles MICROSTRUCTURE HARDNESS
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Effect of High Pressure Heat Treatment on Room Temperature Creep Property of Ti-6Al-4V Alloy by Nanoindentation Technique
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作者 GAO Huawei Qi Mai Shun ZHAO Jun 《材料科学与工程(中英文A版)》 2018年第2期55-58,共4页
关键词 TI-6AL-4V 房间温度 高压力 热处理 合金 性质 技术 微观结构分析
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Research on Gardening Status and Development Prospect of China Facilities Horticulture
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作者 Liang Hu 《International Journal of Technology Management》 2014年第10期85-87,共3页
Horticulture refers to the producing of horticultural plants in unsuitable season (cold or hot), the use of keeping heat, preventing cold or keeping cool, rain facilities and equipment, to artificially create a suit... Horticulture refers to the producing of horticultural plants in unsuitable season (cold or hot), the use of keeping heat, preventing cold or keeping cool, rain facilities and equipment, to artificially create a suitable micro climate horticultural crop growth environment, not or less affected by natural seasons conduct horticultural crop production, which is known as horticulture. It Simply covers facilities include a variety of hotbed, cooling bed, a small shed, shade avoidance, shade, shade cover, etc.; ordinary protection facilities usually refers to plastic greenhouses, plastic shed and Greenhouse; modem greenhouse, usually refers to capable of temperature and humidity, environmental conditions, fertilizer, gas and other automatic control of single buildings or greenhouse. 展开更多
关键词 HORTICULTURE INSULATION CULTIVATION
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中国半导体行业售后物流服务值得期待
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作者 曹明 《电子工业专用设备》 2007年第3期8-10,共3页
1产业发展2006年国内集成电路产业产值突破千亿元,为“十一五”计划开了一个好头,成为中国集成电路产业发展历程中一个具有标志性的年份。尽管近几年中国的半导体产业每年都在高速增长,但在整体规模上还是落后于美国、日本、韩国和... 1产业发展2006年国内集成电路产业产值突破千亿元,为“十一五”计划开了一个好头,成为中国集成电路产业发展历程中一个具有标志性的年份。尽管近几年中国的半导体产业每年都在高速增长,但在整体规模上还是落后于美国、日本、韩国和中国台湾等地区,作为一个以制造业著称的大国,中国虽然消费了全球1/4的集成电路产品,但其中的自供产品却少于20%,产需严重不平衡,主要集成电路产品还要依赖进口。 展开更多
关键词 中国台湾 半导体行业 物流服务 集成电路产业 “十一五”计划 产业发展 半导体产业 标志性
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Biomimetic degradation of perfluorinated acids by vitamin B12 with nano-zero-valent iron/nickel bimetal:effects of their self-structure and coexisting substances
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作者 Fan Wei Jiaqi Zhang +3 位作者 Zhimin Yang Shupo Liu Zhenming Zhou Fei Li 《Frontiers of Environmental Science & Engineering》 2025年第2期63-77,共15页
Perfluorinated acids(PFAs)are a new class of persistent organic pollutants that are difficult to defluorinate or remove.The reductive degradation of various representative PFAs in a biomimetic system composed of vitam... Perfluorinated acids(PFAs)are a new class of persistent organic pollutants that are difficult to defluorinate or remove.The reductive degradation of various representative PFAs in a biomimetic system composed of vitamin B_(12)(VB_(12))as a catalyst and nano-zero-valent iron-nickel bimetal(nFe^(0)/Ni^(0))as a reductant was investigated in this study.The effects of the self-structures of PFAs and the coexisting substances in natural water were also discussed.The results indicated that the defluorination and removal rates of PFAs were highly dependent on the length and terminal functional groups of the perfluorocarbon chain.Only Perfluorocarboxylates with C>11 and Perfluorosulfonates with C>6 were significantly degraded.Based on the analysis of the degradation products of perfluorobutanesulfonate(PFBS),perfluorohexanesulfonate(PFHxS),prefluorooctanesulfonate(PFOS),and 2-perfluoroctyl ethanol(8:2 FTOH),hydrolysis followed by the scission of C–S or C–C connecting the terminal functional groups was the dominant degradation pathway of long-chain PFAs instead of cleavage of C–C in the perfluorocarbon chain.The perfluorocarbon chain length affects the product type.It is speculated that the high bond dissociation energies of C–F bonds in short-chain PFAs hinder the occurrence of the decarboxylation-hydroxylation-elimination-hydrolysis(DHEH)pathway and make the addition of(–CF_(2)–)_(n) dominant.Meanwhile,the inhibition of SO_(4)^(2–)removal by PFOS was significant,whereas humic acid,Cl–,and dissolved oxygen had only a slight influence.Overall,this study provides new insights on the degradation of PFAs containing multiple structures and highlights the impact of the self-structure on PFAs removal. 展开更多
关键词 Perfluorinated compounds Vitamin B_(12) nFe^(0)/Ni^(0) Biomimetic reduction
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以简单方式管理复杂项目 被引量:1
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作者 KenLi 佘晖 《项目管理技术》 2006年第9期64-65,共2页
当规划一个涉及超过15个国家和地区的CEO、副总裁、执行董事,不同的全球重要客户经理,没有说明书的未知计算机系统和不满意的重要客户的项目时,人们也许立即会考虑使用某些十分复杂的项目管理工具。同时,管理层可能决定雇佣行业和... 当规划一个涉及超过15个国家和地区的CEO、副总裁、执行董事,不同的全球重要客户经理,没有说明书的未知计算机系统和不满意的重要客户的项目时,人们也许立即会考虑使用某些十分复杂的项目管理工具。同时,管理层可能决定雇佣行业和职能经验丰富的资深经理作为项目经理,来增加获得较好结果的机会。而本文介绍了一个在实践中可行的简单方法。 展开更多
关键词 项目管理 误解 复杂项目
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