On Adaptive Portfolio Management with Dynamic Black-Litterman Approach

This paper presents a novel framework for adaptive portfolio management that combines a dynamic Black-Litterman optimization with the general factor model and Elastic Net regression. This integrated approach allows us to systematically generate investors' views and mitigate potential estimation errors. Our empirical results demonstrate that this combined approach can lead to computational advantages as well as promising trading performances.Comment: 9 pages, 6 figure

Numerical Simulation of the Effect of Structural Stress Field on Stability of Surrounding Rock in Coal Seam Roadway

AbstractTo research the effect of structural stress field on the stability of rock surrounding underground roadways, Phase2 software was used in the numerical simulation analysis of the stability of underground roadway in different location in the structural stress field. It is concluded that the stability of underground roadways in axis of syncline are poorer than in wings of syncline. Therefore, it is proposed that, in underground roadways configuration, we should base the appearance regularity of field stress, and prevent roadways arranged in the axis of syncline

Data-Driven 3D Placement of UAV Base Stations for Arbitrarily Distributed Crowds

In this paper, we consider an Unmanned Aerial Vehicle (UAV)-assisted cellular system which consists of multiple UAV base stations (BSs) cooperating the terrestrial BSs. In such a heterogeneous network, for cellular operators, the problem is how to determine the appropriate number, locations, and altitudes of UAV-BSs to improve the system sumrate as well as satisfy the demands of arbitrarily flash crowds on data rates. We propose a data-driven 3D placement of UAV-BSs for providing an effective placement result with a feasible computational cost. The proposed algorithm searches for the appropriate number, location, coverage, and altitude of each UAV-BS in the serving area with the maximized system sumrate in polynomial time so as to guarantee the minimum data rate requirement of UE. The simulation results show that the proposed approach can improve system sumrate in comparison with the case without UAV-BSs.Comment: 6 pages, 3 figures, accepted by 2019 IEEE Global Communications Conference: Wireless Communications (Globecom2019 WC