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Article
Publication date: 20 February 2017

Juan Tao, Wu Yingying and Zhang Jingyi

The purpose of this paper is to re-examine the effectiveness of price limits on stock volatilities in China over a more recent time period spanning from 2007 to 2012. The…

614

Abstract

Purpose

The purpose of this paper is to re-examine the effectiveness of price limits on stock volatilities in China over a more recent time period spanning from 2007 to 2012. The motivation stems from the fact that very high stock market volatilities are observed in China and we are sceptical of the volatility mitigating effect claimed by advocates of price limits.

Design/methodology/approach

The effectiveness of price limits on volatilities is examined using an event study methodology and within an expanded framework of volatility-volume relationships. The sample stocks include the 300 component stocks of the CSI300 Index.

Findings

Both event study and regression analysis suggest that price limits exaggerate market volatilities by causing volatility spillovers. The destabilising effect is much more pronounced for small firm stocks and when the market falls. In addition to the informational source of volatilities (represented by volume), price limits create another non-trivial frictional source of volatilities in China’s stock market.

Originality/value

This research is the first to re-examine the price limit effect in China’s stock market in an expanded framework of volatility-volume relationships. It identifies price limits, in addition to information, as another non-trivial frictional source of volatilities. The findings derived from a recent sample period confirm the conventional view of inefficiency of price limits raised by Fama (1989) and provide evidence in support of the pervasive trend of stock market deregulations.

Details

China Finance Review International, vol. 7 no. 1
Type: Research Article
ISSN: 2044-1398

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Article
Publication date: 13 July 2015

Gebeyehu Belay Gebremeskel, Chai Yi, Chengliang Wang and Zhongshi He

Behavioral pattern mining for intelligent system such as SmEs sensor data are vitally important in many applications and performance optimizations. Sensor pattern mining (SPM) is…

749

Abstract

Purpose

Behavioral pattern mining for intelligent system such as SmEs sensor data are vitally important in many applications and performance optimizations. Sensor pattern mining (SPM) is also dynamic and a hot research issue to pervasive and ubiquitous of smart technologies toward improving human life. However, in large-scale sensor data, exploring and mining pattern, which leads to detect the abnormal behavior is challenging. The paper aims to discuss these issues.

Design/methodology/approach

Sensor data are complex and multivariate, for example, which data captured by the sensors, how it is precise, what properties are recorded or measured, are important research issues. Therefore, the method, the authors proposed Sequential Data Mining (SDM) approach to explore pattern behaviors toward detecting abnormal patterns for smart space fault diagnosis and performance optimization in the intelligent world. Sensor data types, modeling, descriptions and SPM techniques are discussed in depth using real sensor data sets.

Findings

The outcome of the paper is measured as introducing a novel idea how SDM technique’s scale-up to sensor data pattern mining. In the paper, the approach and technicality of the sensor data pattern analyzed, and finally the pattern behaviors detected or segmented as normal and abnormal patterns.

Originality/value

The paper is focussed on sensor data behavioral patterns for fault diagnosis and performance optimizations. It is other ways of knowledge extraction from the anomaly of sensor data (observation records), which is pertinent to adopt in many intelligent systems applications, including safety and security, efficiency, and other advantages as the consideration of the real-world problems.

Details

Industrial Management & Data Systems, vol. 115 no. 6
Type: Research Article
ISSN: 0263-5577

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The Emerald Handbook of Computer-Mediated Communication and Social Media
Type: Book
ISBN: 978-1-80071-598-1

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Article
Publication date: 8 April 2016

Zhen Li, Xianwei Liu, Yiwei Lian, Juan Xie, Xiaorui Gao and Tao Chang

This paper aims to report the conductivity measurement of ten different surfactant-free microemulsions (SFMEs)

141

Abstract

Purpose

This paper aims to report the conductivity measurement of ten different surfactant-free microemulsions (SFMEs)

Design/methodology/approach

The variations of electrical conductivity as a function of water volume fraction are examined at one constant alcohol (or DMF, ethyl lactate, γ-valerolactone)/water, alcohol (or DMF, ethyl lactate, γ-valerolactone)/oil volume ratios for each sample.

Findings

Most of the results are consistent with percolation character. The conductive mechanism of these SFMEs is discussed by the percolation model, and it is found that it might be described with the static percolation model below the percolation threshold.

Originality/value

Our report gives a systematic research on the percolation mechanism of as many species of SFMEs as possible by the theoretical models

Details

World Journal of Engineering, vol. 13 no. 2
Type: Research Article
ISSN: 1708-5284

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Article
Publication date: 1 April 2005

Ma Juan, Chen Jian‐jun, Zhang Jian‐guo and Jiang Tao

The uncertainty of the interval variable is represented by interval factor, and the interval variable is described as its mean value multiplied by its interval factor. Based on…

171

Abstract

The uncertainty of the interval variable is represented by interval factor, and the interval variable is described as its mean value multiplied by its interval factor. Based on interval arithmetic rules, an analytical method of interval finite element for uncertain structures but not probabilistic structure or fuzzy structure is presented by combining the interval analysis with finite element method. The static analysis of truss with interval parameters under interval load is studied and the expressions of structural interval displacement response and stress response are deduced. The influences of uncertainty of one of structural parameters or load on the displacement and stress of the structure are examined through examples and some significant conclusions are obtained.

Details

Multidiscipline Modeling in Materials and Structures, vol. 1 no. 4
Type: Research Article
ISSN: 1573-6105

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Book part
Publication date: 5 October 2018

Nima Gerami Seresht, Rodolfo Lourenzutti, Ahmad Salah and Aminah Robinson Fayek

Due to the increasing size and complexity of construction projects, construction engineering and management involves the coordination of many complex and dynamic processes and…

Abstract

Due to the increasing size and complexity of construction projects, construction engineering and management involves the coordination of many complex and dynamic processes and relies on the analysis of uncertain, imprecise and incomplete information, including subjective and linguistically expressed information. Various modelling and computing techniques have been used by construction researchers and applied to practical construction problems in order to overcome these challenges, including fuzzy hybrid techniques. Fuzzy hybrid techniques combine the human-like reasoning capabilities of fuzzy logic with the capabilities of other techniques, such as optimization, machine learning, multi-criteria decision-making (MCDM) and simulation, to capitalise on their strengths and overcome their limitations. Based on a review of construction literature, this chapter identifies the most common types of fuzzy hybrid techniques applied to construction problems and reviews selected papers in each category of fuzzy hybrid technique to illustrate their capabilities for addressing construction challenges. Finally, this chapter discusses areas for future development of fuzzy hybrid techniques that will increase their capabilities for solving construction-related problems. The contributions of this chapter are threefold: (1) the limitations of some standard techniques for solving construction problems are discussed, as are the ways that fuzzy methods have been hybridized with these techniques in order to address their limitations; (2) a review of existing applications of fuzzy hybrid techniques in construction is provided in order to illustrate the capabilities of these techniques for solving a variety of construction problems and (3) potential improvements in each category of fuzzy hybrid technique in construction are provided, as areas for future research.

Details

Fuzzy Hybrid Computing in Construction Engineering and Management
Type: Book
ISBN: 978-1-78743-868-2

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Article
Publication date: 31 December 2006

Juan Ignacio Vazquez, Diego López de Ipiña and Iñigo Sedano

Despite several efforts during the last years, the web model and semantic web technologies have not yet been successfully applied to empower Ubiquitous Computing architectures in…

404

Abstract

Despite several efforts during the last years, the web model and semantic web technologies have not yet been successfully applied to empower Ubiquitous Computing architectures in order to create knowledge‐rich environments populated by interconnected smart devices. In this paper we point out some problems of these previous initiatives and introduce SoaM (Smart Objects Awareness and Adaptation Model), an architecture for designing and seamlessly deploying web‐powered context‐aware semantic gadgets. Implementation and evaluation details of SoaM are also provided in order to identify future research challenges.

Details

International Journal of Web Information Systems, vol. 2 no. 3/4
Type: Research Article
ISSN: 1744-0084

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Details

The Emerald Handbook of Computer-Mediated Communication and Social Media
Type: Book
ISBN: 978-1-80071-598-1

Available. Content available
Book part
Publication date: 23 September 2024

Free Access. Free Access

Abstract

Details

Revisiting Sustainable Tourism in the Philippines
Type: Book
ISBN: 978-1-83753-679-5

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Article
Publication date: 1 February 2024

Ismael Gómez-Talal, Lydia González-Serrano, José Luis Rojo-Álvarez and Pilar Talón-Ballestero

This study aims to address the global food waste problem in restaurants by analyzing customer sales information provided by restaurant tickets to gain valuable insights into…

611

Abstract

Purpose

This study aims to address the global food waste problem in restaurants by analyzing customer sales information provided by restaurant tickets to gain valuable insights into directing sales of perishable products and optimizing product purchases according to customer demand.

Design/methodology/approach

A system based on unsupervised machine learning (ML) data models was created to provide a simple and interpretable management tool. This system performs analysis based on two elements: first, it consolidates and visualizes mutual and nontrivial relationships between information features extracted from tickets using multicomponent analysis, bootstrap resampling and ML domain description. Second, it presents statistically relevant relationships in color-coded tables that provide food waste-related recommendations to restaurant managers.

Findings

The study identified relationships between products and customer sales in specific months. Other ticket elements have been related, such as products with days, hours or functional areas and products with products (cross-selling). Big data (BD) technology helped analyze restaurant tickets and obtain information on product sales behavior.

Research limitations/implications

This study addresses food waste in restaurants using BD and unsupervised ML models. Despite limitations in ticket information and lack of product detail, it opens up research opportunities in relationship analysis, cross-selling, productivity and deep learning applications.

Originality/value

The value and originality of this work lie in the application of BD and unsupervised ML technologies to analyze restaurant tickets and obtain information on product sales behavior. Better sales projection can adjust product purchases to customer demand, reducing food waste and optimizing profits.

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