East China University Of Science And Technology

Displaying 1-5 of 5 results

  • White Papers // Apr 2011

    Strategies Used As Spectroscopy Of Financial Markets Reveal New Stylized Facts

    The authors propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. They study the detailed order...

    Provided By East China University Of Science And Technology

  • White Papers // Mar 2011

    Multifractal Detrending Moving Average Cross-correlation Analysis

    There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The MultiFractal Detrended Cross-Correlation Analysis (MF-DCCA) approaches can be used to quantify such cross-correlations, such as the MF-DCCA based on Detrended Fluctuation Analysis (MF-X-DFA) method. The authors develop in...

    Provided By East China University Of Science And Technology

  • White Papers // Mar 2011

    Analysis Of Trade Packages In Chinese Stock Market

    This paper conducts an empirically study on the trade package composed of a sequence of consecutive purchases or sales of 23 stocks in Chinese stock market. The authors investigate the probability distributions of the execution time, the number of trades and the total trading volume of trade packages, and analyze...

    Provided By East China University Of Science And Technology

  • White Papers // Jan 2011

    Improved FCM Algorithm for Clustering on Web Usage Mining

    In this paper the authors present that the clustering method is very sensitive to the initial center values, requirements on the data set too high, and cannot handle noisy data. The proposal method is using information entropy to initialize the cluster centers and introduce weighting parameters to adjust the location...

    Provided By East China University Of Science And Technology

  • White Papers // Oct 2009

    Robust Realtime Face Recognition And Tracking System

    There's some very important meaning in the study of real-time face recognition and tracking system for the video monitoring and artificial vision. The current method is still very susceptible to the illumination condition, non-real time and very common to fail to track the target face especially when partly covered or...

    Provided By East China University Of Science And Technology

  • White Papers // Jan 2011

    Improved FCM Algorithm for Clustering on Web Usage Mining

    In this paper the authors present that the clustering method is very sensitive to the initial center values, requirements on the data set too high, and cannot handle noisy data. The proposal method is using information entropy to initialize the cluster centers and introduce weighting parameters to adjust the location...

    Provided By East China University Of Science And Technology

  • White Papers // Mar 2011

    Multifractal Detrending Moving Average Cross-correlation Analysis

    There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The MultiFractal Detrended Cross-Correlation Analysis (MF-DCCA) approaches can be used to quantify such cross-correlations, such as the MF-DCCA based on Detrended Fluctuation Analysis (MF-X-DFA) method. The authors develop in...

    Provided By East China University Of Science And Technology

  • White Papers // Mar 2011

    Analysis Of Trade Packages In Chinese Stock Market

    This paper conducts an empirically study on the trade package composed of a sequence of consecutive purchases or sales of 23 stocks in Chinese stock market. The authors investigate the probability distributions of the execution time, the number of trades and the total trading volume of trade packages, and analyze...

    Provided By East China University Of Science And Technology

  • White Papers // Apr 2011

    Strategies Used As Spectroscopy Of Financial Markets Reveal New Stylized Facts

    The authors propose a new set of stylized facts quantifying the structure of financial markets. The key idea is to study the combined structure of both investment strategies and prices in order to open a qualitatively new level of understanding of financial and economic markets. They study the detailed order...

    Provided By East China University Of Science And Technology

  • White Papers // Oct 2009

    Robust Realtime Face Recognition And Tracking System

    There's some very important meaning in the study of real-time face recognition and tracking system for the video monitoring and artificial vision. The current method is still very susceptible to the illumination condition, non-real time and very common to fail to track the target face especially when partly covered or...

    Provided By East China University Of Science And Technology