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Search Results: 1 - 10 of 60802 matches for " YE Wei "
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The Prediction of Stock Price Based on Improved Wavelet Neural Network  [PDF]
Qinglan Ye, Lianxin Wei
Open Journal of Applied Sciences (OJAppS) , 2015, DOI: 10.4236/ojapps.2015.54012
Abstract: To improve the accuracy of forecasting stock prices, a new method is proposed, which based on improved Wavelet Neural Network (WNN). Firstly, the Genetic Algorithm (GA) is used to optimize initial weights, stretching parameters and movement parameters. Then, comparing with traditional WNN, the momentum are added in parameters adjusting and learning of network, what’s more, learning rate and the factor of momentum are self-adaptive. The prediction system is tested using Shanghai Index data, simulation result shows that improved WNN performs very well.
Impact of Hydrogen Ion Concentration on Amino Acids Composition of Macadamia Protein: Approached Using Cation-Exchange Chromatography  [PDF]
Jianzhi Ye, Zhiping Han, Wei Tan
Journal of Biosciences and Medicines (JBM) , 2016, DOI: 10.4236/jbm.2016.410002
Abstract: In the present context, the objective of this study was to synthesize and analyze the content of AA of macadamia protein and the impact of hydrogen ion concentration (pH) on AA composition. The determination of AA mainly by cation-exchange chromatography was also investigated. Reproducible and reliable techniques for quantification and identification of AA usually require derivatization. However, techniques such as AA analyzer are composed of cation-exchange chromatography and other components can sideline the derivatization with significant accuracy. The present analysis revealed a higher concentration of essential amino acids especially acidic AA, Glu and Asp and basic AA, Arg than other AA in macadamia protein. The study constitutes first report of use of bubble chart for evaluation of AA and explaination of AAS. The results may elaborate that the degradation of AA of macadamia protein for extraction of pH 11 is caused by the impact of pH. Moreover, the nutritional values of AA present in macadamia protein could change for the better by adjusting pH of extraction.
Comparison of paleoclimatic characteristics between monsoon and westerly areas, China
Wei Ye,Fang Ji
Chinese Science Bulletin , 2001, DOI: 10.1007/BF03187251
Abstract: For past decades there have been many studies on the climate features during the last interglacial and glacial periods. A comparison between the loess record of western China with that of monsoon areas shows some regional differences. (i) Generally, the climate of the Yili region since the late Pleistocene was dry, with fluctuations. Late Pleistocene climate change in the study area can be divided into 5 stages, corresponding to 5 marine isotopic stages (MIS1-MIS5). (ii) Evidence from grain size composition, magnetic susceptibility, carbonate content, pollen assemblage and geochemistry shows that the climate during the last glacial period was instable. During MIS4 the westerly winds were strong and the humidity was relatively high. Compared with the early stage, MIS2 was dry. In MIS3, westerly winds were relatively weak; pedogenesis prevailed, forming paleosols. (iii) In contrast to the Loess Plateau the deposition rate of dust at the early stage was higher than at the late stage of the last galical in the Yili region. The strongest wind event occurred at about 24 kaBP instead of 18 kaBP. (iv) Variations in the grain size indicate that the westerly winds decreased since the deglaciation, but dust accumulation continued until the late Holocene. High carbonate contents, low ratio of Rb/Sr and lack of soil development imply that the climate was dry during the early and middle Holocene. Since the late Holocene the climate became relatively wet and the soil was developed.
An Image Encryption Scheme Based on 2D Tent Map and Coupled Map Lattice
Ruisong Ye,Wei Zhou
International Journal of Information and Communication Technology Research , 2011,
Abstract: This paper proposes a chaos-based image encryption scheme where one 2D tent map with two control parameters is utilized to generate chaotic orbits applied to scramble the pixel positions while one coupled map lattice is employed to yield random gray value sequences to change the gray values so as to enhance the security. Experimental results are carried out with detailed analysis to demonstrate that the proposed image encryption scheme possesses large key space to resist brute-force attack and possesses good statistical properties to frustrate statistical analysis attacks. Experiments are also performed to illustrate the robustness against malicious attacks like cropping, noising, JPEG compression.
A Chaos-based Image Encryption Scheme Using 3D Skew Tent Map and Coupled Map Lattice
Ruisong Ye,Wei Zhou
International Journal of Computer Network and Information Security , 2012,
Abstract: This paper proposes a chaos-based image encryption scheme where one 3D skew tent map with three control parameters is utilized to generate chaotic orbits applied to scramble the pixel positions while one coupled map lattice is employed to yield random gray value sequences to change the gray values so as to enhance the security. Experimental results have been carried out with detailed analysis to demonstrate that the proposed image encryption scheme possesses large key space to resist brute-force attack and possesses good statistical properties to frustrate statistical analysis attacks. Experiments are also performed to illustrate the robustness against malicious attacks like cropping, noising, JPEG compression.
A Neumann Type Maximum Principle for the Laplace Operator on Compact Riemannian Manifolds
Guofang Wei,Rugang Ye
Mathematics , 2007,
Abstract: In this paper we present a proof of a Neumann type maximum principle for the Laplace operator on compact Riemannian manifolds. A key p oint is the simple geometric nature of the constant in the a priori estimate of this maximum principle. In particular, this maximum principle can be applied to manifolds with Ricci curvature bounded from below and diameter bounded from above to yield a maximum estimate without dependence on a positive lower bound for the volume.
An Interval Probability-based Inexact Two-stage Stochastic Model for Regional Electricity Supply and GHG Mitigation Management under Uncertainty  [PDF]
Yulei Xie, Guohe Huang, Wei Li, Ye Tang
Energy and Power Engineering (EPE) , 2013, DOI: 10.4236/epe.2013.54B157
Abstract:

In this study, an interval probability-based inexact two-stage stochastic (IP-ITSP) model is developed for environmental pollutants control and greenhouse gas (GHG) emissions reduction management in regional energy system under uncertainties. In the IP-ITSP model, methods of interval probability, interval-parameter programming (IPP) and two-stage stochastic programming (TSP) are introduced into an integer programming framework; the developed model can tackle uncertainties described in terms of interval values and interval probability distributions. The developed model is applied to a case of planning GHG -emission mitigation in a regional electricity system, demonstrating that IP-ITSP is applicable to reflecting complexities of multi-uncertainty, and capable of addressing the problem of GHG-emission reduction. 4 scenarios corresponding to different GHG -emission mitigation levels are examined; the results indicates that the model could help decision makers identify desired GHG mitigation policies under various economic costs and environmental requirements.

The Limitation of the CNMARC and Improve on the Experiences
中国机读目录格式的缺陷及改进设想

Ye Wei,
叶炜

现代图书情报技术 , 2004,
Abstract: In this paper, the author thinks that the abbreviation of phoneticize spell of title is important in the CNMARC and tells how to apply it in the catalogue of the magazine of changed name
Generalized sharp Hardy type and Caffarelli-Kohn-Nirenberg type inequalities on Riemannian manifolds
Shihshu Walter Wei,Ye Li
Tamkang Journal of Mathematics , 2009, DOI: 10.5556/j.tkjm.40.2009.401-413
Abstract: We prove generalized Hardy's type inequalities with sharp constants and Caffarelli-Kohn-Nirenberg inequalities with sharp constants on Riemannian manifolds $M$. When the manifold is Euclidean space we recapture the sharp Caffarelli-Kohn-Nirenberg inequality. By using a double limiting argument, we obtain an inequality that implies a sharp Hardy's inequality, for functions with compact support on the manifold $M $ (that is, not necessarily on a punctured manifold $ M ackslash { x_0 } $ where $x_0$ is a fixed point in $M$). Some topological and geometric applications are discussed.
Statistical Portfolio Estimation under the Utility Function Depending on Exogenous Variables
Kenta Hamada,Dong Wei Ye,Masanobu Taniguchi
Advances in Decision Sciences , 2012, DOI: 10.1155/2012/127571
Abstract: In the estimation of portfolios, it is natural to assume that the utility function depends on exogenous variable. From this point of view, in this paper, we develop the estimation under the utility function depending on exogenous variable. To estimate the optimal portfolio, we introduce a function of moments of the return process and cumulant between the return processes and exogenous variable, where the function means a generalized version of portfolio weight function. First, assuming that exogenous variable is a random process, we derive the asymptotic distribution of the sample version of portfolio weight function. Then, an influence of exogenous variable on the return process is illuminated when exogenous variable has a shot noise in the frequency domain. Second, assuming that exogenous variable is nonstochastic, we derive the asymptotic distribution of the sample version of portfolio weight function. Then, an influence of exogenous variable on the return process is illuminated when exogenous variable has a harmonic trend. We also evaluate the influence of exogenous variable on the return process numerically. 1. Introduction In the usual theory of portfolio analysis, optimal portfolios are determined by the mean and the variance of the portfolio return . Several authors proposed estimators of optimal portfolios as functions of the sample mean and the sample variance for independent returns of assets. However, empirical studies show that financial return processes are often dependent and non-Gaussian. Shiraishi and Taniguchi [1] showed that the above estimators are not asymptotically efficient generally if the returns are dependent. Under the non-Gaussianity, if we consider a general utility function , the expected utility should depend on higher-order moments of the return. From this point of view, Shiraishi and Taniguchi [1] proposed the portfolios including higher-order moments of the return. However, empirical studies show that the utility function often depends on exogenous variable . From this point of view, in this paper, we develop the estimation under the utility function depending on exogenous variable. Denote the optimal portfolio estimator by a function where hat means the sample version of . Although Shiraishi and Taniguchi’s [1] setting does not include the exogenous variable in , we can develop the asymptotic theory in the light of their work. First, assuming that is a random process, we derive the asymptotic distribution of . Then, an influence of on the return process is illuminated when has a shot noise in the frequency domain.
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