We use rescaled range analysis to demonstrate that there are self-similarity, long memory and sensitive to initial value in the time series of Chinese stock returns.
论文用重标极差分析方法证明了中国股票收益波动的自相似性,长期记忆性和初始条件敏感性。
By combining it with the rank one phase estimation algorithm, improvement of both accuracy and efficiency can be obtained by overcoming the weakness that ROPE is sensitive to initial value.
通过将其与秩一相位估计法联合使用,克服了秩一法对初始值敏感的缺点,提高了补偿算法的精度和效率。
Iterative TFIDF algorithm belongs to hill-climbing algorithm, it has the common problem of converging to local optimal value and sensitive to initial point.
迭代tfidf算法属于爬山算法,初始值的选取对精度影响较大,算法容易收敛到局部最优值。
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