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  1. Cross-Market Infection Research on Stock Herding Behavior Based on DGC-MSV Models and Bayesian Network.Jing Zhang & Ya-Ming Zhuang - 2021 - Complexity 2021:1-8.
    This paper is concerned with the multivariate stochastic volatility modeling of the stock market. We investigate a DGC-t-MSV model to find the historical volatility spillovers between nine markets, including S&P, Nasdaq, SSE, SZSE, HSI, FTSE, CAC, DAX, and Nikkei indices. We use the Bayesian network to analyze the spreading of herd behavior between nine markets. The main results are as follows: the DGC-t-MSV model we considered is a useful way to estimate the parameter and fit the data well in the (...)
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  • CAPTCHA Recognition Method Based on CNN with Focal Loss.Zhong Wang & Peibei Shi - 2021 - Complexity 2021:1-10.
    In order to distinguish between computers and humans, CAPTCHA is widely used in links such as website login and registration. The traditional CAPTCHA recognition method has poor recognition ability and robustness to different types of verification codes. For this reason, the paper proposes a CAPTCHA recognition method based on convolutional neural network with focal loss function. This method improves the traditional VGG network structure and introduces the focal loss function to generate a new CAPTCHA recognition model. First, we perform preprocessing (...)
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  • Performance Evaluation and Sensitivity Analysis of Rural Land Circulation Mode.Shanhui Sun & Wei Lu - 2021 - Complexity 2021:1-11.
    To evaluate the performance of rural land circulation mode through the analytic network hierarchy process, based on the results of the performance evaluation with analytic network process, we implemented efficiency analysis on five types of rural land circulation mode by two improved efficiency analytic procedures. Finally, we implemented sensitivity analysis for each criterion layer of the evaluation index system with the performance evaluation data, interpreted five types of rural land circulation mode from three perspectives including benefits, costs, and risks with (...)
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