This article introduces the large portfolio selection using gross-exposure constraints. It shows that with constraints, empirically selected optimal portfolios based on estimated covariance matrices have similar performance to theoretical ones and there is no error accumulation effect from estimation of vast matrices. gives justification empirical results by Jagannathan Ma. also no-short-sale can be improved allowing some short positions. The applications selection, tracking, improvements...

Portfolio allocation with gross-exposure constraint is an effective method to increase the efficiency and stability of portfolios selection among a vast pool assets, as demonstrated by Fan, Zhang, Yu. The required high-dimensional volatility matrix can be estimated using high-frequency financial data. This enables us better adapt local volatilities correlations number assets significantly sample size for estimating matrix. article studies estimation high-dimensional, data from perspective...

Abstract This study presents the successful mechanically mediated bulk atom transfer radical polymerization (mechano‐ATRP) of methyl acrylate (MA) using high‐performance piezoelectric material Bi 0.5 Na TiO 3 (BNT) under ultrasonic conditions. Compared to widely used BaTiO in mechano‐ATRP, BNT demonstrates superior performance, enhancing carrier generation, separation, and interfacial transfer. The strong interaction between Cu catalysts facilitates rapid capture mechano‐induced electrons,...

Markowitz (1952, 1959) laid down the ground-breaking work on mean-variance analysis. Under his framework, theoretical optimal allocation vector can be very different from estimated one for large portfolios due to intrinsic difficulty of estimating a vast covariance matrix and return vector. This result in adverse performance portfolio selected based empirical data accumulation estimation errors. We address this problem by introducing gross-exposure constrained selection. show that with...

A decoding scheme based on a convolution neural network (CNN) is proposed and experimentally demonstrated in mobile optical camera communication (OCC). The CNN can be used to extract features between bright dark stripes images effectively. Thus, it alleviate the stripe distortion environment reduce bit error rates (BERs) by using CNN. controllable lateral vertical platform built simulate scenarios with different moving speeds (40-80 cm/s). experimental results show that, at speed of 80 cm/s,...

A lightweight foam phosphogypsum material (LFPM) was prepared by multi-factor orthogonal and optimization experiments. The effects of foam, quicklime, silica fume cement on the mechanical physical properties this LFPM were studied. experimental results showed that content exhibited most significant effect strength material, obvious influence softening coefficient. comprehensive index analysis indicated with 8% 3.5% 3% 15% selected as optimal proportion. 28 d compressive flexural 3.15 0.97...

Markowitz (1952, 1959) laid down the ground-breaking work on mean-variance analysis. Under his framework, theoretical optimal allocation vector can be very different from estimated one for large portfolios due to intrinsic difficulty of estimating a vast covariance matrix and return vector. This result in adverse performance portfolio selected based empirical data accumulation estimation errors. We address this problem by introducing gross-exposure constrained selection. show that with...

In mobile optical camera communication (MOCC) system, more than one LED is used to simultaneously illuminate and communicate. the letter, MOCC system with multi-LEDs a receiver experimentally investigated. To avoid signal interference between two LEDs alleviate performance degradation caused by movement of receiver, multi-column matrices selection (MCMS) combined k-means based decoding (KMD) scheme proposed demonstrated. The experimental results show that, can achieve bit error ratio (BER)...

Portfolio allocation with gross-exposure constraint is an effective method to increase the efficiency and stability of selected portfolios among a vast pool assets, as demonstrated in Fan et. al. (2008b). The required high-dimensional volatility matrix can be estimated by using high frequency financial data. This enables us better adapt local volatilities correlations number assets significantly sample size for estimating matrix. paper studies estimation high-frequency data from perspective...

In this paper, a high-accuracy motion detection (MD) scheme based on look-up table (LUT) is proposed and experimentally demonstrated in an optical camera communication (OCC) system. The LUT consists of predefined motions strings that represent the motions. include straight lines, polylines, circles, number shapes. At transmitter, data with on-off keying (OOK) format modulated 8×8 light-emitting diode (LED) array. generated by user's finger free space link. receiver, are captured mobile phone...

An efficient demodulation scheme based on adaptive clock extraction and mapping-sampling is proposed experimentally demonstrated for mobile optical camera communication (OCC) systems. For the scheme, it can effectively improve system performance in OCC. The bit error rate (BER) of other existing schemes are compared. experimental results show that under speed from 0.4 m/s to 0.7 m/s, significantly using OCC Compared with length estimation when BER be improved <mml:math...

This paper established the mathematical model of Logistics distribution routing problem,and departed multiple vehicle problem into a single with save mileage method ,then ant colony algorithm were used to optimize problem. Finally through case shows that for practical application logistics has certain reference significance.

Four groups (12 in total) of welded hollow spherical joints with ribbed stiffener were tested under uniaxial loads this paper. With the adoption elasto-plastic model and consideration geometric material nonlinearity, whole loading process specimens was simulated by ABAQUS. Through combining test data computing results, two recommendations used to quantitatively determine ultimate failure load joint are proposed. The relationships between bearing capacity various influence factors, which...

In this paper, we propose an effective directional Bayer color filter array (CFA) demosaicking algorithm based on residual interpolation (RI). The proposed aims to reduce computational complexity and get more accurate interpolated pixel values in the complex edge areas. We use horizontal vertical weights combine smooth difference estimations. Compared with four minimized Laplacian interpolation, not only guarantees quality of images but also reduces complexity. Generally, estimations may be...

This paper presents an experimental investigation on the variation of residual fracture toughness concrete after being exposed to elevated temperatures. A total 60 specimens, with a uniform size 200x200x230mm and precast notches 80mm in height, were heated constant temperatures 65°C, 120°C, 200°C, 300°C, 350°C, 400°C, 450°C, 500°C 600°C respectively. After cooling, standard wedge splitting tests, according corresponding Chinese Specification, employed. The results indicate that temperature...

Portfolio allocation with gross-exposure constraint is an effective method to increase the efficiency and stability of selected portfolios among a vast pool assets, as demonstrated in Fan et al (2008). The required high-dimensional volatility matrix can be estimated by using high frequency financial data. This enables us better adapt local volatilities correlations number assets significantly sample size for estimating matrix. paper studies estimation high-frequency data from perspective...

An improved mean-shift algorithm is proposed and applied to track a moving parallel manipulator with partial occluded. At first, an based on color-texture features introduced. Then factor reflecting the severity of occlusion defined judge whether end-effector last, divided into several sub-blocks each sub-block tracked independently. The largest confidence decides location in next frame. experimental results demonstrate that it effective efficient.

This paper establishes an enterprise information system configuration management model based on graph theory. Comb all nodes support systems for the application system, host, operating middleware, database, applications, a database instance, network devices, storage virtual platform,11 kinds of items. And sort out relationships between them to no effect, effect relationship, positive impact, impact relationships, reverse relations,6 relationships. All configurations supporting and is seen as...

In this paper, we propose an immune evolutionary algorithm (IEA)-based approach to determine the pose of a parallel manipulator from knowledge given set points in object space. We choose several sets point which configuration and numbers are different. study influence generated by different space, performance when image sequence is used as experiment data sets. Experiment results show that IEA-based free points, its calculation accuracy will be improved number increases. It overcomes two...

This study addresses the pose detection of parallel manipulator based on visual tracking. Firstly, an improved mean-shift is used to track moving platform, and then four points with significant features are chosen. At last, two affine invariants exploited detect motion platform. The experimental results show that tracked better by proposed method under condition illumination changing obviously, parameters obtained simply invariants.