15400542
Transaction Behavior and Volatility of Price Signals in Futures Market
Taking soybean futures on Dalian Commodity Exchange for example, the paper studies the relationship between transaction behavior of agricultural futures investors and volatility of futures price. Most previous researches use parametric models to study price volatility, but estimation of volatility is efficient only when the form of general parametric models is rational and all assumptions are fulfilled. Wavelet analysis has good time-frequency and zoom characteristics, with which we can improve the reliability of research conclusion because we don’t need to build volatile model to describe volatility. The paper decomposes price signals by using Db wavelet and calculates the co-integration relationship between transaction behavior and each frequency component of price signals. Research conclusion shows: (1) price volatility mainly results from short-term factors, and short-term volatility is much violent than long-term volatility. (2)There is a long-term equilibrium relationship between high-frequency signal and transaction behavior.
4714436
Notice of RetractionCost Comparison and Control Based on GLM and Panel Data Model: Evidence from Major Citrus Producing Areas in China
All the major citrus producing areas in China are facing the intensive competition from international market. The problem of how to find an efficient path to decrease citrus production cost by analyzing production cost of citrus and how to promote effective cooperation between regions to deal with the pressure of international market through integrating resources of the regions, has become an important problem that all the major citrus producing areas focus on. The paper firstly compares citrus production cost of the major citrus producing areas, and then reveals the reason causing cost differentiation in the central and eastern areas according to general linear model and panel data, finally proposes several suggestions to control citrus production cost.
17166111
The Interaction between Chinese Export Price and World Import Price of Tangerines
With the accelerating of economic globalization, the effect of foreign factors on Chinese tangerines export is more and more obvious, which is mainly expressed as the fluctuation of Chinese tangerines export price. The article uses SVAR, impulse response analysis and variance decomposition to analyze the interaction between Chinese export price and world import price of tangerines from 1961 to 2007. The research shows that: (1) periodicities of the two prices are obvious; (2) fluctuation frequency of Chinese export price is high and its fluctuation range is low, while that of world import price is just the opposite; (3) changes of Chinese export price are mainly affected by its own fluctuation, while world import price is not only affected by its own fluctuation but also shocked by Chinese export price; (4) fluctuation characteristics of two prices indicate that there is serious price distortion in world tangerines market, so it requires carrying on multilateral negotiation under WTO agreement to eliminate trade barriers in tangerines market and to improve the world welfare.
31519303
Data-Driven Facial Feature Morphing for 3D Face Synthesis
10735385
Data-Driven Feature-Based 3D Face Synthesis
This paper presents a novel data-driven method for creating varied realistic face models by synthesizing a set of facial features according to intuitive high-level control parameters. Our method takes as examples 3D face scans in order to exploit the variations presented in the real faces of individuals. We use an automatic model fitting approach for the 3D registration problem. Once we have a common surface representation for each example, we form feature shape spaces by applying principal component analysis (PCA) to the data sets of facial feature shapes. Using PCA coefficients as a compact shape representation, we approach the shape synthesis problem by forming scattered data interpolation functions that are devoted to the generation of desired shape by taking the anthropometric parameters as input. The correspondence among all exemplar textures is obtained by parameterizing a 3D generic mesh over a 2D image domain. The new feature texture with desired attributes is synthesized by interpolating the example textures. Apart from an initial tuning of feature point positions and assignment of texture attribute values, our method is fully automated.
2385031
Semi-Supervised Multi-Task Regression
Labeled data are needed for many machine learning applications but the amount available in some applications is scarce. Semi-supervised learning and multi-task learning are two of the approaches that have been proposed to alleviate this problem. In this paper, we seek to integrate these two approaches for regression applications. We first propose a new supervised multi-task regression method called SMTR, which is based on Gaussian processes (GP) with the assumption that the kernel parameters for all tasks share a common prior. We then incorporate unlabeled data into SMTR by changing the kernel function of the GP prior to a data-dependent kernel function, resulting in a semi-supervised extension of SMTR, called SSMTR. Moreover, we incorporate pairwise information into SSMTR to further boost the learning performance for applications in which such information is available. Experiments conducted on two commonly used data sets for multi-task regression demonstrate the effectiveness of our methods.
5001846
Propagation characteristics of wideband MIMO channel in urban micro- and macrocells
The wideband channel measurements at 580 MHz, 2.35 GHz and 4.90 GHz have been performed in the urban micro- and macrocell scenarios in the cities of China with multiple-input multiple-output (MIMO) channel sounder. The measured cases include line-of-sight (LOS) and non-line-of-sight (NLOS) propagation. Statistical results and comparative analysis for both scenarios are presented in this paper, including path loss (PL), root mean square (rms) delay spread (DS) and maximum excess delay (maxED), and angular spread (AS). In NLOS case, the frequency dependent factor (FDF) is observed as 32.1 by fitting the PL model of 2.35 GHz and 4.90 GHz. Moreover, a larger rms DS in urban microcell and AS at both base station (BS) and mobile subscriber (MS) are found for the denser and higher buildings in the cities of China. As the frequency varying from 580 MHz to 4.90 GHz, the median rms DS is decreased from 330 ns to 130 ns for NLOS case.
39711298
Data-Driven Feature Control Models for Creating Virtual Faces
This paper presents a novel data-driven method for creating realistic face models based on estimated high-level feature control models. Our method takes as examples 3D face scans. By bringing scanned models into full correspondence with a model fitting approach, we apply principal component analysis (PCA) to the exemplar shapes of each facial feature to build a shape space. We compute a set of face anthropometric measurements to parameterize example feature shapes in the measurement spaces. Using the PCA coefficients as a compact shape representation, we approach the shape synthesis problem by forming scattered data interpolation functions that are devoted to the generation of desired shape by taking the anthropometric parameters as input. The correspondence among all exemplar textures is obtained by parameterizing a 3D generic mesh over a 2D image domain. The new feature texture with desired attributes is synthesized by interpolating the example textures.