Optimal traffic calming: A mixed-integer bi-level programming model for locating sidewalks and crosswalks in a multimodal transportation network to maximize pedestrians’ safety and network usability

We study the effect that installing sidewalks and crosswalks, as traffic calming facilities, has on the safety and usability of a transportation network with automobile, public transit and walking as modes of transportation. A mathematical programming model is proposed for this problem whose objective is to minimize the safety hazard for pedestrians and the total transportation cost of the network. We utilize a customized greedy heuristic and a simulated annealing algorithm for solving the problem. The computational results indicate that installing sidewalks and crosswalks at proper locations can reduce the overall transportation cost and improve pedestrians’ safety.     

混沌学视角下的民族语言文化

混沌学为民族语言文化的研究提供了理论依据。本文针对传统语言学研究的不足,依据混沌学的特点,阐述了自己的混沌框架和模型,最终希望民族语言文化在混沌状态下能够得以延续并健康发展。     

国际贸易中的非线性分析与预测方法研究评述

国际贸易是世界各国经济、政治、文化交流的重要纽带,是一个复杂时变的非线性系统。科学地分析与预测是作出正确的国际贸易决策的前提。对国际贸易非线性定量分析与预测方法的研究与应用现状进行评述,并讨论我国近年来的发展情况,以期为该方面的研究与应用者提供参考。     

Crude oil prices and the balance of trade: Asymmetric evidence from selected OPEC member countries

The contribution of this article is to assess whether the effects of crude oil price fluctuations on the trade balance are symmetric or asymmetric in the context of an individual oil-exporting country, specifically four OPEC member countries – Iran, Nigeria, Saudi Arabia, and Venezuela. To examine this subject thoroughly, we use three different measures of trade balances such as oil trade balance, non-oil trade balance, and total trade balance, and examine whether oil prices are asymmetrically passed on to the trade balances for those OPEC countries in the long- and short-run. After implementation of the nonlinear autoregressive distributed lag (ARDL) model, we find that changes in oil prices indeed have asymmetric effects on the oil trade balance for all four OPEC countries in the long-run, though not in the short-run. In the case of the non-oil and total trade balance, however, the asymmetry of oil price changes is not detected in both the long- and short-run.     

卫星信道中高阶APSK调制的非线性失真补偿算法

针对高阶APSK调制在卫星信道中存在有记忆非线性失真的现象,提出一种联合补偿算 法,该算法充分利用APSK调制信号星座图的特点,在大幅度减小无记忆数据预失真计算量的 基础上,联合非线性均衡实现对有记忆非线性卫星信道的自适应补偿。其优点是存储量和计 算复杂度随调制阶数的增加变化很小。仿真结果表明,该算法能够达到有记忆数据预失真的 补偿性能,且最佳工作点提高0.2 dB。     

一种改进基于瞬时无功功率的谐波电流检测方法

我国电力系统大多数处在不平衡状态下,文章对现有的基于瞬时无功功率谐波的检测方法进行改进,并采用瞬时无功功率闭环检测,使检测系统鲁棒性强、稳定度好.仿真结果验证了该方法的实用性及可行性.     

Price transmission in the international skim milk powder markets

This article investigates the strength and the pattern of spatial price linkages in skimmed milk powder markets using monthly wholesale price data from three major producers and exporters (the U.S.A., the E.U., and Oceania) and the nonlinear autoregressive distributed lag model. The results suggest that prices in the three regions considered are linked with stable long-run relationships. The law of one price, however, does not hold. The dominant pattern of transmission in the long run is asymmetric involving positive price stocks to be transmitted with higher intensity compared to negative prices shocks; asymmetries in price transmission exist in the short run as well.     

Income inequality and FDI: evidence with Turkish data

This article explores how foreign direct investment (FDI) and other determinants impact income inequality in Turkey in the short- and long-run. We apply the nonlinear auto-regressive distributed lag (ARDL) modelling approach, which is suitable for small samples. The data for the study cover the years from 1970 to 2008. The empirical results indicate the existence of a co-integration relationship among the variables with asymmetric adjustment of the income distribution in the short- and long-run. The negative impact of FDI on the Gini coefficient, decreasing income inequality, is statistically significant in the short- and long-run, though with a quantitatively small impact in both cases. In the short run, GDP growth increases inequality initially, an effect that is reversed in the next period, increases in domestic gross capital formation decreases inequality, and increases in the literacy rate have very minor adverse effects on income equality. However, in the long run these variables have no statistically significant effects on the Gini coefficient. A reduction in the population growth rate reduces inequality in the short run but has no effect in the long run, whereas an increase in the rate reduces inequality in the long run but has no effect in the short run.     

A nonlinear Granger causality test between stock returns and investor sentiment for Chinese stock market: a wavelet-based approach

In this article, we re-examine the causality between the stock returns and investor sentiment in China. The number of net added accounts is used as a proxy for investor sentiment. To mimic the different investment horizons of market participants, we use the wavelet method to decompose stock returns and investor sentiment into time series with different frequencies. Additionally, we test for nonlinear causal relationships based on Taylor series approximation. Our results indicate that there is a one-directional linear causality from stock returns to investor sentiment on the original series, while there is a strong bi-directional nonlinear causality between stock returns and investor sentiment at different timescales.     

A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve

This article introduces a new Cramer-Von Misses (CVM) cointegration test robust to nonlinearities. We characterize nonlinear cointegration in terms of a nonlinear moving-average filter (high pass filter) of a matrix based on permutation matrices on the discrepancy of empirical distributions. A Cramer-Von Misses (CVM) test statistic is proposed for testing the null hypothesis of two independent random walks against a broad range of cointegrating alternatives with monotonic nonlinearities and level shifts in the cointegration relationship. We derive the asymptotic distribution of this induced-order Cramer-Von Misses (CVM) cointegration test. This new non-parametric test statistic has two important properties: the invariance to monotonic transformations of the series and the robustness for the presence of several parameter shifts or structural changes. We analyse the small sample properties of this test by Monte Carlo simulations and evaluate the power of the test. Finally, this CVM test is applied to the analysis of long run environmental Kuznets curve which relates economic growth and pollution. In particular, we consider a nonlinear cointegration between gross domestic product (GDP) and CO2 emissions. Our new CVM test is able to find evidence of cointegration while classical single equation cointegration tests are not.