107 research outputs found

    Dynamic Evolution of Securities Market Network Structure under Acute Fluctuation Circumstances

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    This empirical research applies cointegration in the traditional measurement method first to build directed weighted networks in the context of stock market. Then, this method is used to design the indicators and the value simulation for measuring network fluctuation and studying the dynamic evolution mechanism of stock market transaction networks as affected by price fluctuations. Finally, the topological structure and robustness of the network are evaluated. The results show that network structure stability is strong in the bull market stage and weak in the bear market stage. And the convergence rate of the dynamic evolution of network fluctuation is higher in the bull market stage than in the bear market stage

    Nearly Optimal Internal Dictionary Matching

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    We study the internal dictionary matching (IDM) problem where a dictionary D\mathcal{D} containing dd substrings of a text TT is given, and each query concerns the occurrences of patterns in D\mathcal{D} in another substring of TT. We propose a novel O(n)\mathit{O(n)}-sized data structure named Basic Substring Structure (BASS) where nn is the length of the text T.T. With BASS, we are able to handle all types of queries in the IDM problem in nearly optimal query and preprocessing time. Specifically, our results include: \bulletThe first algorithm that answers the CountDistinct\mathbf{CountDistinct} query in O~\tilde{O}(1) time with O~\tilde{O}(n+d) preprocessing, where we need to compute the number of distinct patterns that exist in T[i..j]T[i..j]. Previously, the best result was O~\tilde{O}(m) time per query after O~(n2/m+d)\tilde{O}(n^2/m+d) or O~(nd/m+d)\tilde{O}(nd/m+d) preprocessing, where mm is a chosen parameter. \bulletFaster algorithms for two other types of internal queries. We improve the runtime for (1) Pattern counting (Count) queries to O(logn/loglogn)O(\log n/\log\log n) time per query with O(n+dlogn)O(n+d\sqrt{\log n}) preprocessing from O(log2n/loglogn)O(\log^2 n/\log\log n) time per query with O(nlogn/loglogn+dlog3/2n)O(n\log n/\log \log n+d\log^{3/2} n) preprocessing. (2) Distinct pattern reporting (ReportDistinct) queries to O(1+output)O(1+|\text{output}|) time per query from O(logn+output)O(\log n+|\text{output}|) per query. In addition, we match the optimal runtime in the remaining two types of queries, pattern existence (Exists), and pattern reporting (Report). We also show that BASS is more generally applicable to other internal query problems.Comment: 26 pages, 4 figures, submitted to SODA2

    Transparent Assessment of the Supervision Information in China's Food Safety: A Fuzzy-ANP Comprehensive Evaluation Method

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    Improving transparency of food safety supervision information can reduce the occurrence of information asymmetry, decrease food safety incidents, and promote socially joint regulation for food safety. In this study, an index system of food safety supervision information transparency (FSSIT) is constructed using the fuzzy-ANP comprehensive evaluation model. Using this system, the FSSIT in China is evaluated. A total of 1651 questionnaires containing 139525 data are collected from food and drug administration (FDA), consumer association (CA), and media at the central, provincial, prefectural, and county levels. Empirical results indicate that the FSSIT achieves a qualified level; however, the works of FDA, CA, and media still present deficiencies. The information transparency in the entirety presents deficiencies and gradually declines when that in the administrative level decreases. The economic development level indirectly determines the transparency level, and the transparency level does not conform to China's current economic development level

    An evolving network model of credit risk contagion in the financial market

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    This paper introduces an evolving network model of credit risk contagion containing the average fitness of credit risk contagion, the risk aversion sentiments, and the ability of resist risk of credit risk holders. We discuss the effects of the aforementioned factors on credit risk contagion in the financial market through a series of theoretical analysis and numerical simulations. We find that, on one hand, the infected path distribution of the network gradually increases with the increase in the average fitness of credit risk contagion and the risk aversion sentiments of nodes, but gradually decreases with the increase in the ability to resist risk of nodes. On the other hand, the average fitness of credit risk contagion and the risk aversion sentiments of nodes increase the average clustering coefficient of nodes, whereas the ability to resist risk of nodes decreases this coefficient. Moreover, network size also decreases the average clustering coefficient. First published online: 29 Feb 201

    A Network Diffusion Model of Food Safety Scare Behavior considering Information Transparency

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    This study constructs the network diffusion model of food safety scare behavior under the effect of information transparency and examines the network topology and evolution characteristics of food safety scare behavior in a numerical simulation. The main conclusions of this study are as follows. (1) Under the effect of information transparency, the network degree distribution of food safety scare behavior diffusion demonstrates the decreasing characteristics of diminishing margins. (2) Food safety scare behavior diffusion increases with the information dissemination rate and consumer concern about food safety incidents and shows the characteristics of monotone increasing. And with the increasing of the government food safety supervision information transparency and media food safety supervision information transparency, the whole is declining characteristic of diminishing marginal. In addition, the extinction of food safety scare behavior cannot be achieved gradually given a single regulation of government food safety supervision information transparency and media food safety supervision information transparency. (3) The interaction effects between improving government food safety supervision information transparency or media food safety supervision information transparency and declining consumer concerns about food safety incidents or information transmission rate can engender the suppression of food safety scare behavior diffusion

    Deciphering the functional importance of comammox vs. canonical ammonia oxidisers in nitrification and N2O emissions in acidic agricultural soils

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    Acknowledgments This work was jointly supported by grants from the National Key Research and Development Program of China (2018YFD0800202), the National Key Research and Development Program of China (2017YFD0200707 & 2017YFD0200102), the Fundamental Research Funds for the Central Universities (226-2023-00077) and Zhejiang University-Julong Ecological Environment R&D Centre (2019-KYY-514106-0006).Peer reviewe

    Transparent Assessment of the Supervision Information in China’s Food Safety: A Fuzzy-ANP Comprehensive Evaluation Method

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    Improving transparency of food safety supervision information can reduce the occurrence of information asymmetry, decrease food safety incidents, and promote socially joint regulation for food safety. In this study, an index system of food safety supervision information transparency (FSSIT) is constructed using the fuzzy-ANP comprehensive evaluation model. Using this system, the FSSIT in China is evaluated. A total of 1651 questionnaires containing 139525 data are collected from food and drug administration (FDA), consumer association (CA), and media at the central, provincial, prefectural, and county levels. Empirical results indicate that the FSSIT achieves a qualified level; however, the works of FDA, CA, and media still present deficiencies. The information transparency in the entirety presents deficiencies and gradually declines when that in the administrative level decreases. The economic development level indirectly determines the transparency level, and the transparency level does not conform to China’s current economic development level

    An Entropy Model of Credit Risk Contagion in the CRT Market

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    This paper reports the effect of the change in the credit status of debtors on investors as a result of the banks’ transferring of credit risk to investors in the credit risk transfer (CRT) market. Thus, an entropy spatial model is introduced, in which the spatial distance and nonlinear coupling between the banks and the investors, the transfer ability of credit risk of banks, and investor appetite for risk in the CRT network are considered. The contagion effects of the credit default of debtor on the default rates of investors in the CRT market are investigated using numerical simulation and sensitivity analysis

    Evolutionary dynamics of health food safety regulatory information disclosure from the perspective of consumer participation

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    The “trust” attribute of health food has intensified the serious information asymmetry problem in the health food market. Moreover, it has strengthened the formation and influence of potential or hidden safety risks of health food, bringing huge impacts on social harmony and stability. Therefore, this study builds a model of health food enterprise production and operation and government regulatory information disclosure from the perspective of consumer participation. The study fully considers the government's policy burdens and the degree of consumer response to food safety regulatory information. Moreover, it aims to explore the evolution mechanism of food enterprise production and operation strategies and government regulatory information disclosure strategies and analyze the evolution process of the government behavior in health food safety regulatory information disclosure. The theoretical derivation and simulation analysis found that the more sensitive consumers are to health food safety regulatory information, the more significant the profitability improvement of enterprises producing quality health food, thus urging the government to make an objective and comprehensive disclosure of health food safety regulatory information
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