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Fluctuation and Noise Letters最新文献

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Multifractal Analysis of Chinese Industry and Stock Markets Fluctuation Under the COVID-19 Pandemic COVID-19 大流行下中国工业和股票市场波动的多分形分析
IF 1.8 4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-11 DOI: 10.1142/s0219477524500135
Pan-Ting Liu, Xin-Bang Cao, Hong-Yong Wang
{"title":"Multifractal Analysis of Chinese Industry and Stock Markets Fluctuation Under the COVID-19 Pandemic","authors":"Pan-Ting Liu, Xin-Bang Cao, Hong-Yong Wang","doi":"10.1142/s0219477524500135","DOIUrl":"https://doi.org/10.1142/s0219477524500135","url":null,"abstract":"<p>Researchers and authorities have become increasingly interested in how the COVID-19 pandemic has profoundly impacted the real economy and financial markets around the world since its outbreak in late 2019. Applying the methods of multifractal analysis, this paper investigates the fluctuation characteristics and market risks of Chinese industry and stock markets under the COVID-19 pandemic, and reveals the whole dynamics of industry and stock markets from the perspective of system theory. The empirical results show that the multifractal strength of the industry market has significantly increased during the pandemic with elevated systematic risk, while the situation is different for the stock market. Specifically, the Hurst surfaces generated using the multiscale technique intuitively visualize the dynamical behaviors of the systematic fluctuation of the Chinese industry and stock markets at various scales under the COVID-19 pandemic. Furthermore, it is found that the sources of multifractality of the two types of markets include long-range correlation and fat-tailed distribution, with the contribution of fat-tailed distribution being greater. The chi-square test is promoted in this paper to measure the contribution of the internal components of the multivariate system to the multifractality sources of the whole system, revealing that the real estate industry has a greater impact on the multifractality of the whole industry system, while the Shanghai Composite Index has a stronger influence on the whole stock system.</p>","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":"16 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140128545","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Frequency-weighting Digital Filter in Sound Level Meter based on Neural Computing Method 基于神经计算方法的声级计频率加权数字滤波器
4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-09 DOI: 10.1142/s021947752450007x
Haiyun Lin, Xinjie Shen, Gang Long, Haijun Lin
{"title":"A Frequency-weighting Digital Filter in Sound Level Meter based on Neural Computing Method","authors":"Haiyun Lin, Xinjie Shen, Gang Long, Haijun Lin","doi":"10.1142/s021947752450007x","DOIUrl":"https://doi.org/10.1142/s021947752450007x","url":null,"abstract":"Frequency weighting networks are a critical component of a sound level meter (SLM), and their error characteristics directly determine the performances of SLM. For reducing the high-frequency error of the [Formula: see text] frequency-weighting filters with the bilinear transformation method (BTM), a design method for [Formula: see text] frequency-weighting filters based on neural computing method (NCM) is proposed. A detailed algorithm for solving the filter coefficients is provided, and the amplitude-frequency characteristics of the [Formula: see text] frequency-weighting filters with BTM and NCM are compared in detail. The experimental results show that the amplitude-frequency characteristics of the [Formula: see text] frequency-weighting filters in SLM with NCM are significantly better than those of BTM. The filter meets the requirements of the first class SLM defined by IEC61672, which demonstrates the effectiveness of this proposed method.","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":" 83","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135191125","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Parrondo-like behavior in continuous-time random walks with periodically alternating jumps 具有周期性交替跳跃的连续时间随机行走中的类帕隆多行为
4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-09 DOI: 10.1142/s021947752450010x
Jiyeon Lee
{"title":"Parrondo-like behavior in continuous-time random walks with periodically alternating jumps","authors":"Jiyeon Lee","doi":"10.1142/s021947752450010x","DOIUrl":"https://doi.org/10.1142/s021947752450010x","url":null,"abstract":"As a natural generalization of the discrete-time random walk, the continuous-time random walk (CTRW) has been applied to stochastic models with random dynamics in various fields. In this paper, we show that the deterministic alternation of two unbiased CTRWs can lead to a phenomenon similar to the Parrondo paradox, in which the asymptotic mean drift of the combined CTRW becomes positive or negative depending on the parameter values. This extends the case in which the paradox occurs due to the random combination of two CTRWs with memory shown by Montero [Phys. Rev. E 84 (2011) 051139].","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":" 45","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135190998","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
IoT Data Visualizations for Hospital Insight in Corporate Finance Utilizing Machine Learning Algorithm 利用机器学习算法实现医院洞察企业财务的物联网数据可视化
4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-07 DOI: 10.1142/s0219477524400121
Mengjia Huang, Junjie Wang, Xin Yao, Wenwen Wang, Hui Chen, Zhang Zhiqiang
{"title":"IoT Data Visualizations for Hospital Insight in Corporate Finance Utilizing Machine Learning Algorithm","authors":"Mengjia Huang, Junjie Wang, Xin Yao, Wenwen Wang, Hui Chen, Zhang Zhiqiang","doi":"10.1142/s0219477524400121","DOIUrl":"https://doi.org/10.1142/s0219477524400121","url":null,"abstract":"","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":"113 9","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135541295","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Enhancing Personalization of Customer Services in E-commerce System using Predictive Analytics 利用预测分析增强电子商务系统客户服务的个性化
4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-07 DOI: 10.1142/s021947752440011x
Deepshikha Bhargava, Amitabh Bhargava, Romel P Melgarejo-Bolivar, Abigail M. Montes de Oca-Nina, Sushovan Chaudhury
{"title":"Enhancing Personalization of Customer Services in E-commerce System using Predictive Analytics","authors":"Deepshikha Bhargava, Amitabh Bhargava, Romel P Melgarejo-Bolivar, Abigail M. Montes de Oca-Nina, Sushovan Chaudhury","doi":"10.1142/s021947752440011x","DOIUrl":"https://doi.org/10.1142/s021947752440011x","url":null,"abstract":"","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":"113 8","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135541297","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Research on the influence of depth and breadth of equity reform on the performance of state owned enterprises based on Dynamic Panel Data Model 基于动态面板数据模型的股权改革深度和广度对国有企业绩效的影响研究
4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-07 DOI: 10.1142/s0219477524400145
Guilin Yang, Guihua Yang, Wanping Yang
{"title":"Research on the influence of depth and breadth of equity reform on the performance of state owned enterprises based on Dynamic Panel Data Model","authors":"Guilin Yang, Guihua Yang, Wanping Yang","doi":"10.1142/s0219477524400145","DOIUrl":"https://doi.org/10.1142/s0219477524400145","url":null,"abstract":"","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":"115 18","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135541473","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Under the Background of Economic Structure Optimization, Environmental Governance Promotes Macroeconomic Structural Adjustment Measures 在经济结构优化背景下，环境治理促进宏观经济结构调整
4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-07 DOI: 10.1142/s0219477524400133
Jincai Zhang, Xiangyu Cai
{"title":"Under the Background of Economic Structure Optimization, Environmental Governance Promotes Macroeconomic Structural Adjustment Measures","authors":"Jincai Zhang, Xiangyu Cai","doi":"10.1142/s0219477524400133","DOIUrl":"https://doi.org/10.1142/s0219477524400133","url":null,"abstract":"","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":"113 S10","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135541294","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Employing Machine Learning to deduce a causal link between corporate social responsibility and financial performance 利用机器学习来推断企业社会责任和财务绩效之间的因果关系
4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-07 DOI: 10.1142/s0219477524400157
Bangwei Rong, Kwen Liew, Mamnoon Rahman
{"title":"Employing Machine Learning to deduce a causal link between corporate social responsibility and financial performance","authors":"Bangwei Rong, Kwen Liew, Mamnoon Rahman","doi":"10.1142/s0219477524400157","DOIUrl":"https://doi.org/10.1142/s0219477524400157","url":null,"abstract":"","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":"113 S8","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135541296","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Empirical Analysis of SSE 50 Index Volatility Based on GARCH Model 基于GARCH模型的上证50指数波动率实证分析
4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-07 DOI: 10.1142/s0219477524400108
Shiwang Huang, Niukun Liu, Zhichao Wang
{"title":"Empirical Analysis of SSE 50 Index Volatility Based on GARCH Model","authors":"Shiwang Huang, Niukun Liu, Zhichao Wang","doi":"10.1142/s0219477524400108","DOIUrl":"https://doi.org/10.1142/s0219477524400108","url":null,"abstract":"","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":"113 S7","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135541298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Visualization Methods And Empirical Research On Financial Evaluation Of Listed Companies In China 中国上市公司财务评价的可视化方法与实证研究
4区 工程技术
Fluctuation and Noise Letters Pub Date : 2023-11-07 DOI: 10.1142/s0219477524400169
Xiaohui Shu, Yangkuo Li, Robert Tian, Fang Yin
{"title":"Visualization Methods And Empirical Research On Financial Evaluation Of Listed Companies In China","authors":"Xiaohui Shu, Yangkuo Li, Robert Tian, Fang Yin","doi":"10.1142/s0219477524400169","DOIUrl":"https://doi.org/10.1142/s0219477524400169","url":null,"abstract":"","PeriodicalId":55155,"journal":{"name":"Fluctuation and Noise Letters","volume":"113 S5","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135541064","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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