Li, WeiboZhang, HuTian, TianhaiGuo, Xue...
12页查看更多>>摘要：The development of stock relationship networks is an important topic to explore the potential connections between different stocks. The methods based on the threshold and correlation relationship have been designed in recent years to construct networks by selecting the highly correlated links. However, if a single threshold value is used, one of the major challenges in these methods is the balance between the degree of stocks and the connectivity of the generated network. To address this issue, we propose a new method to make proper selections of links and maintain the connectivity of established networks. Instead of using a single threshold value for the whole network, our proposed approach selects a threshold value for each stock using the maximum likelihood estimation. The innovation of our method is to apply different distribution functions to the weak and strong correlations separately. Using the dataset from the Chinese Shanghai security market, we develop the stock correlation networks and analyze the topological properties of established networks, including the degree distribution, clustering coefficient and clique. Our results suggest that the proposed method is able to provide better insights into the characteristics of the stock market. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:
NSTL
Elsevier
Megias, E.Timoteo, V. S.Gammal, A.Deppman, A....
12页查看更多>>摘要：We study the Bose-Einstein condensation in non-extensive statistics for a free gas of bosons, and extend the results to the non-relativistic case as well. We present results for the dependence of the critical temperature and the condensate fraction on the entropic index, q, and show that the condensate can exist only for a limited range of q in both relativistic and non-relativistic systems. We provide numerical results for other thermodynamics quantities like the internal energy, specific heat and number fluctuations. We discuss the implications for high energy physics and hadron physics. The results for the non-relativistic case can be of interest in cold-atom systems. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Peng, GuanghanJia, TetiKuang, HuaTan, Huili...
14页查看更多>>摘要：A novel lattice hydrodynamic model is proposed based on the delayed effect of synergistic information transmission involving density and flux. The stability condition of the novel model is further analyzed theoretically via the linear analysis. Through nonlinear analysis, the modified Korteweg-de Vries (mKdV) equation near the critical point is obtained. The changing trends of density wave, flux and energy consumption are investigated when a small perturbation is intervened into the uniform traffic flow. The results show that the delayed effect of collaborative information transmission can effectively suppress traffic congestion, reduce energy consumption, and improve the stability of the traffic system. Theoretical analysis and simulation results verify the feasibility and validity of the delayed effect of collaborative information transmission on the improvement of traffic flow. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Briz-Redon, AlvaroIftimi, AdinaMontes, Francisco
14页查看更多>>摘要：Predicting the occurrence of traffic accidents is essential for establishing preventive measures and reducing the impact of traffic accidents. In particular, it is fundamental to make predictions using fine spatio-temporal units. In this paper, the daily risk of traffic accident occurrence across the road network of Valencia (Spain) is modeled through logistic regression models. The spatio-temporal dependence between the observations is accounted for through the inclusion of lagged binary covariates representing the previous occurrence of a traffic accident within a spatio-temporal window centered at each combination of day and segment of the network. A temporal distance of 28 days and a fifth-order spatial distance are set as the limits of such dependence. Furthermore, the models include fixed effects in terms of several socio-demographic, network-related, and weather-related covariates. Temporal (month and day of the week) and spatial (boroughlevel) effects are also considered. The predictive quality of the models is examined through the Matthews correlation coefficient and the prediction accuracy index. The results indicate that the incorporation of spatio-temporal dependence improves the predictive ability of the models. However, while the inclusion of temporally-lagged covariates representing short-and mid-term temporal dependence yields more accurate predictions, the higher-order spatial lags barely alter model performance. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Czart, Wojciech R.Kapcia, Konrad J.Micnas, RomanRobaszkiewicz, Stanislaw...
19页查看更多>>摘要：In the paper, we study the thermodynamic and electromagnetic properties of the Penson-Kolb (PK) model, i.e., the tight-binding model for fermionic particles with the pair-hopping interaction J. We focus on the case of repulsive J (i.e., J < 0), which can stabilize ale eta-pairing superconductivity with Cooper-pair center-of-mass momentum (q)over-right-arrow = (Q)over-right-arrow, (Q)over-right-arrow = (pi/a, pi/a, ...). Numerical calculations are performed for several d- dimensional hypercubic lattices: d = 2 (the square lattice, SQ), d = 3 (the simple cubic lattice) and d = infinity hypercubic lattice (for arbitrary particle concentration 0 < n < 2 and temperature T). The ground state J versus n phase diagrams and the crossover to the Bose-Einstein condensation regime are analyzed and the evolution of the superfluid characteristics are examined within the (broken symmetry) Hartree-Fock approximation (HFA). The critical fields, the coherence length, the London penetration depth, and the Ginzburg ratio are determined at T = 0 and T > 0 as a function of n and pairing strength. The analysis of the effects of the Fock term on the ground state phase boundaries and on selected PK model characteristics is performed as well as the influence of the phase fluctuations on the eta-pairing superconductivity is investigated. Within the Kosterlitz-Thouless scenario, the critical temperatures T-KT are estimated for d = 2 SQ lattice and compared with the critical temperature T-c obtained from HFA. We also determine the temperature T-m at which minimal gap between two quasiparticle bands vanishes in the eta-phase. Our results for repulsive J are contrasted with those found earlier for the PK model with attractive J (i.e., with J > 0). (C) 2021 The Author( s ). Published by Elsevier B.V.
原文链接:- NSTL
- Elsevier
Ji, ZhaoxuFan, PeiruZhang, Huanguo
24页查看更多>>摘要：We introduce a class of two-level multi-particle Greenberger-Horne-Zeilinger (GHZ) states, and study entanglement swapping between two systems for Bell states and the class of GHZ states in qubit systems, respectively. We give the formulas for the entanglement swapping of Bell states and GHZ states in any number of qubit systems. We further consider entanglement swapping between any number of Bell states and between any number of the introduced GHZ states, and propose a series of entanglement swapping schemes in a detailed way. We illustrate the applications of such schemes in quantum information processing by proposing quantum protocols for quantum key distribution, quantum secret sharing and quantum private comparison. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Pavlova, O. N.Guyo, G. A.Pavlov, A. N.
9页查看更多>>摘要：The possibility of distinguishing between different types of complex oscillations using datasets contaminated with measurement noise is studied based on multiresolution wavelet analysis (MWA). Unlike the conventional approach, which characterizes the differences in terms of standard deviations of detail wavelet coefficients at independent resolution levels, we consider ways to improve the separation between complex motions by applying several measures for the decomposition coefficients. We show that MWA's capabilities in diagnosing dynamics can be expanded by applying detrended fluctuation analysis (DFA) to sets of detail wavelet coefficients or by computing the excess of the probability density function of these sets. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
Zhang, PengZhu, HuibingZhou, Yijiang
11页查看更多>>摘要：Modeling impact of trucks on the cooperative driving strategies of automated vehicles would be a challenge. It needs to figure out the behaviors of CACC cars and CACC trucks during the formation and disengagement of CACC strings when the manually driven vehicles, i.e., cars and trucks, are mixed in the traffic flow. Also it requires depicting the behaviors of manually driven cars and trucks under the influence of CACC cooperative strategy that are intended to enhance the CACC strings. Furthermore it needs to investigate the effect of CACC trucks and manually driven trucks on the characteristics of traffic flow respectively. To deal with these problems, we propose a four-lane cellular automaton traffic modeling framework to simulate the interaction between automated vehicles and manually driven vehicles. Numerical results show that trucks do have negative effect on CACC strings' incorporating, and reduce the traffic capacity. Besides the CACC strings always maintain small scale due to the complicated composition of vehicles. According to the different mixing rate of CACC trucks and manually driven trucks, the managed lane strategy for trucks is proposed aiming to improve the traffic capacity. It indicates that this strategy exhibits different effects depending on the penetrations of CACC trucks, manually driven trucks and CACC cars. However the restriction strategy for trucks is recommended when CACC trucks' penetration is larger than manually driven trucks' penetration. (C) 2021 Elsevier B.V. All rights reserved.
原文链接:- NSTL
- Elsevier
