Journal of Systems Science and Information最新文献_第8页

The Co-Movements Between Crude Oil Price and Internet Concerns: Causality Analysis in the Frequency Domain 原油价格与互联网关注的协同变动:频域因果分析

Journal of Systems Science and Information Pub Date : 2020-06-01 DOI: 10.21078/JSSI-2020-224-16

Jingjing Li, Ling Tang, Ling Li

{"title":"The Co-Movements Between Crude Oil Price and Internet Concerns: Causality Analysis in the Frequency Domain","authors":"Jingjing Li, Ling Tang, Ling Li","doi":"10.21078/JSSI-2020-224-16","DOIUrl":"https://doi.org/10.21078/JSSI-2020-224-16","url":null,"abstract":"Abstract With the boom of web technology, Internet concerns (IC) have become emerging drivers of crude oil price. This paper makes the first attempt to measure the frequency-varying co-movements between crude oil price and IC in five domains (i.e., fundamentals, supply-demand, crisis, war and weather) by using the frequency causality test method. Based on the monthly Brent spot price and search volumes (SVs) captured by Google Trends from January 2004 to September 2019, new and complementary insights regarding the co-movements between crude oil price and IC are obtained. 1) The co-movements between crude oil price and the IC of supply-demand, war, and weather support a neutral hypothesis at all frequencies due to the characteristics (low value or volatility) of these IC data. 2) There is a unidirectional causal relationship between crude oil price and the IC of fundamentals, running from the latter to the former at low frequencies (long-term). 3) There is a feedback relationship between crude oil price and the IC of crisis, with the IC of crisis driving crude oil price at medium and low frequencies (mid- and long-term) and crude oil price causing the IC of crisis to change permanently. The conclusions of this paper provide important implications for both oil market economists and investors.","PeriodicalId":258223,"journal":{"name":"Journal of Systems Science and Information","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116625400","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

Correlation Analysis of Stock Market and Fund Market Based on M-Copula-EGARCH-M-GED Model 基于M-Copula-EGARCH-M-GED模型的股票市场与基金市场相关性分析

Journal of Systems Science and Information Pub Date : 2020-06-01 DOI: 10.21078/JSSI-2020-240-13

Ruihua Wang, Hongjun Wang

引用次数: 0

Implementation of Presolving and Interior-Point Algorithm for Linear & Mixed Integer Programming: SOFTWARE 线性与混合整数规划的求解与内点算法的软件实现

Journal of Systems Science and Information Pub Date : 2020-06-01 DOI: 10.21078/JSSI-2020-195-29

Adrien Ndayikengurutse, Siming Huang

{"title":"Implementation of Presolving and Interior-Point Algorithm for Linear & Mixed Integer Programming: SOFTWARE","authors":"Adrien Ndayikengurutse, Siming Huang","doi":"10.21078/JSSI-2020-195-29","DOIUrl":"https://doi.org/10.21078/JSSI-2020-195-29","url":null,"abstract":"Abstract Linear and mixed integer programming are very popular and important methods to make efficient scientific management decision. With large size of real application data, the use of linear-mixed integer programming is facing problems with more complexity; therefore, preprocessing techniques become very important. Preprocessing aims to check and delete redundant information from the problem formulation. It is a collection of techniques that reduce the size of the problem and try to strengthen the formulation. Fast and effective preprocessing techniques are very important and essential for solving linear or mixed integer programming instances. In this paper, we demonstrate a set of techniques to presolve linear and mixed integer programming problems. Experiment results showed that when preprocessing is well done, then it becomes easier for the solver; we implemented interior-point algorithm for computational experiment. However, preprocessing is not enough to reduce the size and total nonzero elements from the constraints matrix. Moreover, we also demonstrate the impact of minimum degree reordering on the speed and storage requirements of a matrix operation. All techniques mentioned above are presented in a multifunctional software to facilitate users.","PeriodicalId":258223,"journal":{"name":"Journal of Systems Science and Information","volume":"189 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115240492","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

How to Bid Success in Crowdsourcing Contest? ― Evidence from the Translation Tasks of Tripadvisor 众包竞赛如何中标?-来自Tripadvisor翻译任务的证据

Journal of Systems Science and Information Pub Date : 2020-04-01 DOI: 10.21078/JSSI-2020-170-15

Kunxiang Dong, Yan Sun, Zongxiao Xie, Jie Zhen

引用次数: 0

Single Image Dehazing with V-transform and Dark Channel Prior 单幅图像去雾与v变换和暗通道先验

Journal of Systems Science and Information Pub Date : 2020-04-01 DOI: 10.21078/JSSI-2020-185-10

Xiaochun Wang, Xiangdong Sun, Ruixia Song

{"title":"Single Image Dehazing with V-transform and Dark Channel Prior","authors":"Xiaochun Wang, Xiangdong Sun, Ruixia Song","doi":"10.21078/JSSI-2020-185-10","DOIUrl":"https://doi.org/10.21078/JSSI-2020-185-10","url":null,"abstract":"Abstract Single image dehazing algorithm based on the dark channel prior may cause block effect and color distortion. To improve these limitations, this paper proposes a single image dehazing algorithm based on the V-transform and the dark channel prior, in which a hazy RGB image is converted into the HSI color space, and each component H, I and S is processed separately. The hue component H remains unchanged, the saturation component S is stretched after being denoised by a median filter. In the procession of intensity component, a quad-tree algorithm is presented to estimate the atmospheric light, the dark channel prior and the V-transform are used to estimate the transmission map. To reduce the computational complexity, the intensity component I is decomposed by the V-transform first, coarse transmission map is then estimated by applying the dark channel prior on the low frequency reconstruction image, and the guided filter is finally employed to refine the coarse transmission map. For images with sky regions, the haze removal effectiveness can be greatly improved by just increasing the minimum value of the transmission map. The proposed algorithm has low time complexity and performs well on a wide variety of images. The recovered images have more nature color and less color distortion compared with some state-of-the-art methods.","PeriodicalId":258223,"journal":{"name":"Journal of Systems Science and Information","volume":"195 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116143778","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Could the Stock Market Adjust Itself? An Empirical Study Based on Mean Reversion Theory 股市能自我调整吗?基于均值回归理论的实证研究

Journal of Systems Science and Information Pub Date : 2020-04-01 DOI: 10.21078/JSSI-2020-097-19

Shuangjie Li, X. Hu, Liming Wang

引用次数: 1

Research on the Satisfaction Impact Factors of China-Eurasia Expo: From the Perspectives of Local Residents and Exhibitors 中国-欧亚博览会满意度影响因素研究——基于当地居民和参展商的视角

Journal of Systems Science and Information Pub Date : 2020-04-01 DOI: 10.21078/JSSI-2020-116-14

Jianglong Li, Wei Liu, Yueyang Feng, Zongshui Wang, Hong Zhao

{"title":"Research on the Satisfaction Impact Factors of China-Eurasia Expo: From the Perspectives of Local Residents and Exhibitors","authors":"Jianglong Li, Wei Liu, Yueyang Feng, Zongshui Wang, Hong Zhao","doi":"10.21078/JSSI-2020-116-14","DOIUrl":"https://doi.org/10.21078/JSSI-2020-116-14","url":null,"abstract":"Abstract Understanding the satisfaction impact factors of China-Eurasia Expo is important to hold and improve the Expo. This paper divides the impact factors of satisfaction into local residents and exhibitors’ aspects. Firstly, this paper constructs a five-dimension conceptual model to measure the local residents’ satisfaction which consists of the degree of promoting economic development, environmental protection, cultural quality, urban convenience and urban brand image of the China-Eurasia Expo. 898 valid questionnaires were collected and structural equation model (SEM) was used to validate the constructed model and the proposed hypotheses were proved; the path coefficients of cultural quality, urban convenience and urban brand image to locals’ satisfaction are all greater than 0.90, indicating that they have high impacts on local residents’ satisfaction, while the path coefficient of the degree of promoting economic development to residents’ satisfaction is 0.695, indicating a relatively low impact. Secondly, this paper constructs a five-dimension conceptual model of exhibitors’ satisfaction which includes infrastructure, management level, service quality, organizing effect, and advancement. 708 valid questionnaires were collected and SEM was used to valid the constructed model and the proposed hypotheses. The results show that the five path coefficients to exhibitors’ satisfaction are higher than 0.7, all hypotheses were proved.","PeriodicalId":258223,"journal":{"name":"Journal of Systems Science and Information","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134117460","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Can Positive Entrepreneurship Policies Always Improve Social Welfare? 积极的创业政策总是能改善社会福利吗?

Journal of Systems Science and Information Pub Date : 2020-04-01 DOI: 10.21078/JSSI-2020-148-11

Xiang Li, Yan Xu

引用次数: 1

PMCMC for Term Structure of Interest Rates under Markov Regime Switching and Jumps 马尔可夫制度切换和跳跃下利率期限结构的PMCMC

Journal of Systems Science and Information Pub Date : 2020-04-01 DOI: 10.21078/JSSI-2020-159-11

Xiangdong Liu, Xianglong Li, Shaozhi Zheng, Hangyong Qian

引用次数: 1

Study on the Measurement of Industrial Structure “Sophistication, Rationalization and Ecologicalization” Based on the Dynamic Analysis of Grey Relations — A Case Study of Beijing-Tianjin-Hebei 基于灰色关系动态分析的产业结构“高精尖、合理化、生态化”测度研究——以京津冀为例

Journal of Systems Science and Information Pub Date : 2020-04-01 DOI: 10.21078/JSSI-2020-130-18

Shiyi Yuan, Xiaopeng Sun, Weiguo Chen, Yongwu Li

{"title":"Study on the Measurement of Industrial Structure “Sophistication, Rationalization and Ecologicalization” Based on the Dynamic Analysis of Grey Relations — A Case Study of Beijing-Tianjin-Hebei","authors":"Shiyi Yuan, Xiaopeng Sun, Weiguo Chen, Yongwu Li","doi":"10.21078/JSSI-2020-130-18","DOIUrl":"https://doi.org/10.21078/JSSI-2020-130-18","url":null,"abstract":"Abstract The Beijing-Tianjin-Hebei region is one of the regions with the most dynamic economies, highest degrees of openness, strongest innovation capacities and largest populations, as well as an important engine driving China’s economic development. Currently, the development of the Beijing-Tianjin-Hebei region faces many difficulties, including an inefficient distribution of regional functions, imbalance in industrial structure, low sophistication, and serious overburdening of resources and the environment. Promoting the overall coordinated development of the region has become an urgent challenge. In this paper, according to the conventions of industrial structure optimization, the three core indicators of regional industrial structure rationalization, sophistication and ecologicalization are constructed. With the help of the grey dynamic correlation model, the three indicators are coupled with the economic growth rate, and the industrial structure optimization index of the Beijing-Tianjin-Hebei region is comprehensively measured. The study shows that rationalization of the industrial structure in the Beijing-Tianjin-Hebei region is increasing but that this trend is not obvious; sophistication of the industrial structure is relatively high and has also been operating at a high level; however, the overall ecological level of the industrial structure in the Beijing-Tianjin-Hebei region is not high and presents the characteristics of high in the middle and low at both ends. In terms of the relationship between industrial structure and economic growth in the Beijing-Tianjin-Hebei region, ecologicalization of the industrial structure has the greatest influence on economic growth, followed by sophistication of the industrial structure, and rationalization of the industrial structure has the weakest influence.","PeriodicalId":258223,"journal":{"name":"Journal of Systems Science and Information","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114890629","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 5