Search results

Giant orthogonal grid barrel vault is generated by deleting members in the inessential force transfer path of the two-layer lattice barrel vault. Consisting of members in the essential transfer path only, giant orthogonal grid barrel vault is a new type of structure with clear mechanical behavior and efficient material utilization. The paper aims to discuss this issue.

The geometrical configuration of this structure is analyzed, and the geometrical modeling method is proposed. When necessary parameters are determined, such as the structural span, length, vault rise, longitudinal and lateral giant grid number and section height to top chord length ratio of the lattice member, the structure geometrical model can be generated.

Numerical models of giant orthogonal grid barrel vaults with different rise–span ratios are built using the member model that can simulate the pre-buckling and post-buckling behavior. So the possible member buckle-straighten process and the plastic hinge form–disappear process of the structure under strong earthquake can be simulated.

Seismic analysis results indicate that when the structure damages under strong earthquake there are a large number of buckling members and few endpoint plastic hinges in the structure. Dynamic damage of giant orthogonal grid barrel vault under strong earthquake is caused by buckling members that weaken the structural bearing capacity.

The traction cable is paralleled with the existing traction network of electrified railway through transverse connecting line to form the scheme of long distance power supply for the traction network. This paper aims to study the scheme composition and power supply distance (PSD) of the scheme.

Based on the structure of parallel traction network (referred to as “cable traction network (CTN)”), the power supply modes (PSMs) are divided into cable + direct PSM and cable + autotransformer (AT) PSM (including Japanese mode, French mode and new mode). Taking cable + Japanese AT PSM as an example, the scheme of long distance power supply for CTN under the PSMs of co-phase and out-of-phase power supply are designed. On the basis of establishing the equivalent circuit model and the chain circuit model of CTN, taking the train working voltage as the constraint condition, and based on the power flow calculation of multiple train loads, the calculation formula and process for determining the PSD of CTN are given. The impedance and PSD of CTN under the cable + AT PSM are simulated and analyzed, and a certain line is taken as an example to compare the scheme design.

Results show that the equivalent impedance of CTN under the cable + AT PSM is smaller, and the PSD is about 2.5 times of that under the AT PSM, which can effectively increase the PSD and the flexibility of external power supply location.

The research content can effectively improve the PSD of traction power supply system and has important reference value for the engineering application of the scheme.

The impact of volatility crush can be devastating to an option buyer and results in a substantial capital loss, even with a directionally correct strategy. As a result, most volatility plays are for option sellers, but the profit they can achieve is limited and the sellers carry unlimited risk. This paper aims to demonstrate the dynamics of implied volatility (IV) as being influenced by effects of persistence, leverage, market sentiment and liquidity. From the exploratory factor analysis (EFA), they extract four constructs and the results from the confirmatory factor analysis (CFA) indicated a good model fit for the constructs.

This section describes the methodology used for conducting the study. This includes the study area, study approach, sources of data, sampling technique and the method of data analysis.

Although there is extensive literature on methods for estimating IV dynamics during earnings announcement, few researchers have looked at the impact of expected market maker move, IV differential and IV Rank on the IV path after the earnings announcement. One reason for this research gap is because of the recent introduction of weekly options for equities by the Chicago Board of Options Exchange (CBOE) back in late 2010. Even then, the CBOE only released weekly options four individual equities – Bank of America (BAC.N), Apple (AAPL.O), Citigroup (C.N) and US-listed shares of BP (BP.L) (BP.N). The introduction of weekly options provided more trading flexibility and precision timing from shorter durations. This automatically expanded expiration choices, which in turned offered greater access and flexibility from the perspective of trading volatility during earnings announcement. This study has demonstrated the impact of including market sentiment and liquidity into the forecasting model for IV during earnings. This understanding in turn helps traders to formulate strategies that can circumvent the undefined risk associated with trading options strategies such as writing strangles.

The first limitation of the study is that the firms included in the study are relatively large, and the results of the study can therefore not be generalized to medium sized and small firms. The second limitation lies in the current sample size, which in many cases was not enough to be able to draw reliable conclusions on. Scaling the sample size up is only a function of time and effort. This is easily overcome and should not be a limitation in the future. The third limitation concerns the measurement of the variables. Under the assumption of a normal distribution of returns (i.e. stock prices follow a random walk process), which means that the distribution of returns is symmetrical, one can estimate the probabilities of potential gains or losses associated with each amount. This means the standard deviation of securities returns, which is called historical volatility and is usually calculated as a moving average, can be used as a risk indicator. The prices used for the calculations are usually the closing prices, but Parkinson (1980) suggests that the day’s high and low prices would provide a better estimate of real volatility. One can also refine the analysis with high-frequency data. Such data enable the avoidance of the bias stemming from the use of closing (or opening) prices, but they have only been available for a relatively short time. The length of the observation period is another topic that is still under debate. There are no criteria that enable one to conclude that volatility calculated in relation to mean returns over 20 trading days (or one month) and then annualized is any more or less representative than volatility calculated over 130 trading days (or six months) and then annualized, or even than volatility measured directly over 260 trading days (one year). Nonetheless, the guidelines adopted in this study represent the best practices of researchers thus far.

This study has indicated that an earnings announcement can provide a volatility mispricing opportunity to allow an investor to profit from a sudden, sharp drop in IV. More specifically, the methodology developed by Tan and Bing is now well supported both empirically and theoretically in terms of qualifying opportunities that can be profitable because of the volatility crush. Conventionally, the option strategy of shorting strangles carries unlimited theoretical risk; however, the methodology has demonstrated that this risk can be substantially reduced if followed judiciously. This profitable strategy relies on a set of qualifying parameters including liquidity, premium collection, volatility differential, expected market move and market sentiment. Building upon this framework, the understanding of the effects of persistence and leverage resulted in further reducing the risk associated with trading options during earnings announcements. As a guideline, the sentiment and liquidity variables help to qualify a trade and the effects of persistence and leverage help to close the qualified trade.

The authors find a positive association between the effects of market sentiment, liquidity, persistence and leverage in the dynamics of IV during earnings announcement. These findings substantiate further the four factors that influence IV dynamics during earnings announcement and conclude that just looking at persistence and leverage alone will not generate profitable trading opportunities.

The impact of volatility crush can be devastating to the option buyer with substantial capital loss, even for a directionally correct strategy. As a result, most volatility plays are for option sellers; however, the profit is limited and the sellers carry unlimited risk. The authors demonstrate the dynamics of IV as being influenced by effects of persistence, leverage, market sentiment and liquidity. From the EFA, they extracted four constructs and the results from the CFA indicated a good model fit for the constructs. Using EFA, CFA and Bayesian analysis, how this model can help investors formulate the right strategy to achieve the best risk/reward mix is demonstrated. Using Bayesian estimation and IV differential to proxy for differences of opinion about term structures in option pricing, the authors find a positive association among the effects of market sentiment, liquidity, persistence and leverage in the dynamics of IV during earnings announcement.

Diagnosing pain in neonates is difficult but critical. Although approximately thirty manual pain instruments have been developed for neonatal pain diagnosis, most are complex, multifactorial, and geared toward research. The goals of this work are twofold: 1) to develop a new video dataset for automatic neonatal pain detection called iCOPEvid (infant Classification Of Pain Expressions videos), and 2) to present a classification system that sets a challenging comparison performance on this dataset. The iCOPEvid dataset contains 234 videos of 49 neonates experiencing a set of noxious stimuli, a period of rest, and an acute pain stimulus. From these videos 20 s segments are extracted and grouped into two classes: pain (49) and nopain (185), with the nopain video segments handpicked to produce a highly challenging dataset. An ensemble of twelve global and local descriptors with a Bag-of-Features approach is utilized to improve the performance of some new descriptors based on Gaussian of Local Descriptors (GOLD). The basic classifier used in the ensembles is the Support Vector Machine, and decisions are combined by sum rule. These results are compared with standard methods, some deep learning approaches, and 185 human assessments. Our best machine learning methods are shown to outperform the human judges.

The purpose of this paper is to develop a proof-of-concept (POC) Forward Collision Warning (FWC) system for the motorcyclist, which determines a potential clash based on time-to-collision and trajectory of both the detected and ego vehicle (motorcycle).

This comes in three approaches. First, time-to-collision value is to be calculated based on low-cost camera video input. Second, the trajectory of the detected vehicle is predicted based on video data in the 2 D pixel coordinate. Third, the trajectory of the ego vehicle is predicted via the lean direction of the motorcycle from a low-cost inertial measurement unit sensor.

This encompasses a comprehensive Advanced FWC system which is an amalgamation of the three approaches mentioned above. First, to predict time-to-collision, nested Kalman filter and vehicle detection is used to convert image pixel matrix to relative distance, velocity and time-to-collision data. Next, for trajectory prediction of detected vehicles, a few algorithms were compared, and it was found that long short-term memory performs the best on the data set. The last finding is that to determine the leaning direction of the ego vehicle, it is better to use lean angle measurement compared to riding pattern classification.

The value of this paper is that it provides a POC FWC system that considers time-to-collision and trajectory of both detected and ego vehicle (motorcycle).

Mining user-concerned actionable and interpretable hot topics will help management departments fully grasp the latest events and make timely decisions. Existing topic models primarily integrate word embedding and matrix decomposition, which only generates keyword-based hot topics with weak interpretability, making it difficult to meet the specific needs of users. Mining phrase-based hot topics with syntactic dependency structure have been proven to model structure information effectively. A key challenge lies in the effective integration of the above information into the hot topic mining process.

This paper proposes the nonnegative matrix factorization (NMF)-based hot topic mining method, semantics syntax-assisted hot topic model (SSAHM), which combines semantic association and syntactic dependency structure. First, a semantic–syntactic component association matrix is constructed. Then, the matrix is used as a constraint condition to be incorporated into the block coordinate descent (BCD)-based matrix decomposition process. Finally, a hot topic information-driven phrase extraction algorithm is applied to describe hot topics.

The efficacy of the developed model is demonstrated on two real-world datasets, and the effects of dependency structure information on different topics are compared. The qualitative examples further explain the application of the method in real scenarios.

Most prior research focuses on keyword-based hot topics. Thus, the literature is advanced by mining phrase-based hot topics with syntactic dependency structure, which can effectively analyze the semantics. The development of syntactic dependency structure considering the combination of word order and part-of-speech (POS) is a step forward as word order, and POS are only separately utilized in the prior literature. Ignoring this synergy may miss important information, such as grammatical structure coherence and logical relations between syntactic components.

This study explores whether a new machine learning method can more accurately predict the movement of stock prices.

This study presents a novel hybrid deep learning model, Residual-CNN-Seq2Seq (RCSNet), to predict the trend of stock price movement. RCSNet integrates the autoregressive integrated moving average (ARIMA) model, convolutional neural network (CNN) and the sequence-to-sequence (Seq2Seq) long–short-term memory (LSTM) model.

The hybrid model is able to forecast both linear and non-linear time-series component of stock dataset. CNN and Seq2Seq LSTMs can be effectively combined for dynamic modeling of short- and long-term-dependent patterns in non-linear time series forecast. Experimental results show that the proposed model outperforms baseline models on S&P 500 index stock dataset from January 2000 to August 2016.

This study develops the RCSNet hybrid model to tackle the challenge by combining both linear and non-linear models. New evidence has been obtained in predicting the movement of stock market prices.

The missing travel time data for roads is a common problem encountered by traffic management departments. Tensor decomposition, as one of the most widely used method for completing missing traffic data, plays a significant role in the intelligent transportation system (ITS). However, existing methods of tensor decomposition focus on the global data structure, resulting in relatively low accuracy in fibrosis missing scenarios. Therefore, this paper aims to propose a novel tensor decomposition model which further considers the local spatiotemporal similarity for fibrosis missing to improve travel time completion accuracy.

The proposed model can aggregate road sections with similar physical attributes by spatial clustering, and then it calculates the temporal association of road sections by the dynamic longest common subsequence. A similarity relationship matrix in the temporal dimension is constructed and incorporated into the tensor completion model, which can enhance the local spatiotemporal relationship of the missing parts of the fibrosis type.

The experiment shows that this method is superior and robust. Compared with other baseline models, this method has the smallest error and maintains good completion results despite high missing rates.

This model has higher accuracy for the fibrosis missing and performs good convergence effects in the case of the high missing rate.

The purpose of this paper is to solve the problem that the location of the initiation point cannot be measured accurately in the shallow underground space, this paper proposes a method, which is based on fusion of multidimensional vibration sensor information, to locate single shallow underground sources.

First, in this paper, using the characteristics of low multipath interference and good P-wave polarization in the near field, the adaptive covariance matrix algorithm is used to extract the polarization angle information of the P-wave and the short term averaging/long term averaging algorithm is used to extract the first break travel time information. Second, a hybrid positioning model based on travel time and polarization angle is constructed. Third, the positioning model is taken as the particle update fitness function of quantum-behaved particle swarm optimization and calculation is performed in the hybrid positioning model. Finally, the experiment verification is carried out in the field.

The experimental results show that, with root mean square error, spherical error probable and fitness value as evaluation indicators, the positioning performance of this method is better than that without speed prediction. And the positioning accuracy of this method has been improved by nearly 30%, giving all of the three tests a positioning error within 0.5 m and a fitness less than 1.

This method provides a new idea for high-precision positioning of shallow underground single source. It has a certain engineering application value in the fields of directional demolition of engineering blasting, water inrush and burst mud prediction, fuze position measurement, underground initiation point positioning of ammunition, mine blasting monitoring and so on.

In this paper we talk about complex matrix quaternions (biquaternions) and we deal with some abstract methods in mathematical complex matrix analysis.

We introduce and investigate the complex space HC consisting of all 2 × 2 complex matrices of the form ξ=z1+iw1z2+iw2−z‾2−iw‾2z‾1+iw‾1, (z1,w1,z2,w2)∈C4.

We develop on HC a new matrix holomorphic structure for which we provide the fundamental operational calculus properties.

We give sufficient and necessary conditions in terms of Cauchy–Riemann type quaternionic differential equations for holomorphicity of a function of one complex matrix variable ξ∈HC. In particular, we show that we have a lot of holomorphic functions of one matrix quaternion variable.