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Search Results: 1 - 10 of 11328 matches for " Ruanmin Cao "
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Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios  [PDF]
Ruanmin Cao, Zhenya Liu, Shixuan Wang, Weifeng Zhou
Theoretical Economics Letters (TEL) , 2017, DOI: 10.4236/tel.2017.75098
Abstract: We propose a Multivariate Volatility Regulated Kelly strategy, which has extra penalization on variance compared to the Kelly criterion. The objective function is constructed and solved. We show the superiority of our method in relatively low correlated portfolios, relative to the fractional Kelly and full Kelly strategies. Our strategy reduces the short-term risk without sacrificing the growth rate to invest more in risk-free assets. Simulation results and Chinese commodity future empirical results strongly support our method.
Hilbert Boundary Value Problem with an Unknown Function on Arbitrary Infinite Straight Line  [PDF]
Lixia Cao
Advances in Pure Mathematics (APM) , 2013, DOI: 10.4236/apm.2013.32033

We consider a Hilbert boundary value problem with an unknown parametric function on arbitrary infinite straight line passing through the origin. We propose to transform the Hilbert boundary value problem to Riemann boundary value problem, and address it by defining symmetric extension for holomorphic functions about an arbitrary straight line passing through the origin. Finally, we develop the general solution and the solvable conditions for the Hilbert boundary value problem.

Some Properties of a Kind of Singular Integral Operator with Weierstrass Function Kernel  [PDF]
Lixia Cao
Applied Mathematics (AM) , 2013, DOI: 10.4236/am.2013.48166

We considered a kind of singular integral operator with Weierstrass function kernel on a simple closed smooth curve in a fundamental period parallelogram. Using the method of complex functions, we established the Bertrand Poincaré formula for changing order of the corresponding integration, and some important properties for this kind of singular integral operator.

Riemann Boundary Value Problem of Non-Normal Type on the Infinite Straight Line  [PDF]
Lixia Cao
Applied Mathematics (AM) , 2013, DOI: 10.4236/am.2013.48165

Various kinds of Riemann boundary value problems (BVPs) for analytic functions on closed curves or on open arc, doubly periodic Riemann BVPs, doubly quasi-periodic Riemann BVPs, and BVPs for polyanalytic functions have been widely investigated in [1-8]. The main ap- proach is to use the decomposition of polyanalytic functions and their generalization to transform the boundary value problems to their corresponding boundary value problems for analytic functions. Recently, inverse Riemann BVPs for generalized analytic functions or bianalytic functions have been investigated in [9-12].
In this paper, we consider a kind of Riemann BVP of non-normal type on the infinite straight line and discuss the solvable conditions and the general solution for it.

The Asymmetry of Chinese/English Action-Result Events Encoding: A Cognitive Approach  [PDF]
Duxin Cao
Open Journal of Modern Linguistics (OJML) , 2013, DOI: 10.4236/ojml.2013.32017
Abstract: The present paper attempts to look at Chinese resultative verb compounds form the perspective of cognitive relativism, namely through the contrastive study of Chinese and English verb-resultatives. Based on the comparison, the present thesis tries to explore the underlying conceptual approaches to structuring events consisting of both action and result by Chinese native speakers and English native speakers and show the discrepancies between them in cognition or more specifically, conceptualization of reality. Resultative verb compounds in Chinese are analyzed in terms of Talmy’s conceptual structure and are shown to present a problem for Talmy’s well-known typological dichotomy between \"verb-framed\" and \"satellite-framed\" languages. It is also argued that the so-called \"resultative complement\" in Chinese resultative verb compounds can be treated as the center of predication, even as the main verb. Pending further psycholinguistic evidence, it appears that Chinese speakers place relatively more emphasis on the result of an event, whereas English speakers more on the process of an event.
A Numerical Approach to a Nonlinear and Degenerate Parabolic Problem by Regularization Scheme  [PDF]
Haitao Cao
Journal of Applied Mathematics and Physics (JAMP) , 2014, DOI: 10.4236/jamp.2014.25012
Abstract: In this work we propose a numerical scheme for a nonlinear and degenerate parabolic problem having application in petroleum reservoir and groundwater aquifer simulation. The degeneracy of the equation includes both locally fast and slow diffusion (i.e. the diffusion coefficients may explode or vanish in some point). The main difficulty is that the true solution is typically lacking in regularity. Our numerical approach includes a regularization step and a standard discretization procedure by means of C0-piecewise linear finite elements in space and backward-differences in time. Within this frame work, we analyze the accuracy of the scheme by using an integral test function and obtain several error estimates in suitable norms.
Memory Suggestibility under Social Pressure and Inhibitory Control in Preschoolers  [PDF]
Xiaojun Cao
Journal of Behavioral and Brain Science (JBBS) , 2015, DOI: 10.4236/jbbs.2015.54012
Abstract: The current study examined the interaction of inhibitory control and social pressure on young children’s memory suggestibility. Children were administered the Video Memory Suggestibility Scale for Children (VMSSC) and batteries of inhibitory control tasks, and were exposed to different levels of situational social pressures during interviews for memory suggestibility. The findings indicated that inhibitory control played a significantly moderating role in the relationship between social pressure and memory suggestibility. The greater the inhibitory control, the lower the effects of social pressure on the memory suggestibility of children. For the children with lower levels of inhibitory control, the social pressure positively predicted memory suggestibility; but for the children with higher levels of inhibitory control, the social pressure didn’t significantly predict memory suggestibility. So, to a certain extent, memory suggestibility may be a dynamic integration of stable trait and fluctuating state elements. The implications for the essence of memory suggestibility were discussed.
Robot Global Path Planning Based on an Improved Ant Colony Algorithm  [PDF]
Jingang Cao
Journal of Computer and Communications (JCC) , 2016, DOI: 10.4236/jcc.2016.42002
Abstract: Aiming at the disadvantages of the basic ant colony algorithm, this paper proposes an improved ant colony algorithm for robot global path planning. First, adjust the pheromone evaporation rate dynamically to enhance the global search ability and convergence speed, and then modify the heuristic function to improve the state transition probabilities in order to find the optimal solution as quickly as possible; and finally change the pheromone update strategy to avoid premature by strengthening pheromone on the optimal path and limiting pheromone level. Simulation results verify the effectiveness of the improved algorithm.
Dynamic Time-Dependent Strategy Model for Predicting Human’s Offer in E-Commerce Negotiation  [PDF]
Mukun Cao
Open Journal of Social Sciences (JSS) , 2016, DOI: 10.4236/jss.2016.47010

Human-computer negotiation plays an important role in B2C e-commerce. There is a paucity of further scientific investigation and a pressing need on designing the software agent that can deal with the human’s random and dynamic offer, which is crucially useful in human-computer negotiation to achieve better online negotiation outcomes. The lack of such studies has decelerated the process of applying automated negotiation to real world applications. To address the critical issue, this paper develops a dynamic time-dependent strategy concession model, that can predict the human’s negotiation behavior during the process of the negotiation. To demonstrate the effectiveness of this model, we implement a prototype and conduct human-computer negotiations over 121 subjects. The experimental analysis not only confirms our model’s effect but also reveals some insights into future work about human-computer negotiation systems.

Research on the Relationship of Media Attention, Stock Liquidity and Stock Price Informativeness: Based on the Data of Listed Company on GEM of China  [PDF]
Ningbo Cao
Modern Economy (ME) , 2017, DOI: 10.4236/me.2017.81005
Abstract: GEM stocks are more susceptible to the attention of news media because of their liquidity and high risk characteristics. This paper uses Baidu News search and the data of companies listed on GEM from 2009 to 2015 to investigate the impact of media attention and stock liquidity on stock price information content respectively and the impact of stock liquidity on the relationship between media attention and stock liquidity. The results show that with the number of media news coverage increasing and stock liquidity accelerating, stock information content will also be improved; further studies find that with the acceleration of stock liquidity, liquidity weakens the positive relationship between media attention and shares information content.
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