RESUMEN
The complex financial networks, with their nonlinear nature, often exhibit considerable noises, inhibiting the analysis of the market dynamics and portfolio optimization. Existing studies mainly focus on the application of the global motion filtering on the linear matrix to reduce the noise interference. To minimize the noise in complex financial networks and enhance timing strategies, we introduce an advanced methodology employing global motion filtering on nonlinear dynamic networks derived from mutual information. Subsequently, we construct investment portfolios, focusing on peripheral stocks in both the Chinese and American markets. We utilize the growth and decline patterns of the eigenvalue associated with the global motion to identify trends in collective market movement, revealing the distinctive portfolio performance during periods of reinforced and weakened collective movements and further enhancing the strategy performance. Notably, this is the first instance of applying global motion filtering to mutual information networks to construct an investment portfolio focused on peripheral stocks. The comparative analysis demonstrates that portfolios comprising peripheral stocks within global-motion-filtered mutual information networks exhibit higher Sharpe and Sortino ratios compared to those derived from global-motion-filtered Pearson correlation networks, as well as from full mutual information and Pearson correlation matrices. Moreover, the performance of our strategies proves robust across bearish markets, bullish markets, and turbulent market conditions. Beyond enhancing the portfolio optimization, our results provide significant potential implications for diverse research fields such as biological, atmospheric, and neural sciences.
Asunto(s)
Dinámicas no Lineales , Inversiones en Salud , Modelos Económicos , Humanos , China , AlgoritmosRESUMEN
Spraying harvesting aids is an important step before the mechanical harvesting of cotton. To clarify the direct relationship between the droplet density and the defoliation effect of cotton harvest aid solutions, we evaluated the relationship between the droplet density and the defoliation effect. The determination method and evaluation standard of the number of droplets required per square centimeter to achieve 50% leaves defoliation (DN50) of the harvest aid solution were further explored. The results revealed a linear relationship between the droplet density and the cotton defoliation rate when the spraying volume was 22.5 L/ha and the harvest aid dosage was 1/2 and 2/3 of the recommended dosage. When the harvest aid dosage was 5/6 and 1 times the recommended dosage, the relationship between the droplet density and the defoliation rate of cotton was logarithmic. The DN50 of the low-concentration harvest aid solution (450 L/ha) was significantly higher than that of the high-concentration solution (22.5 L/ha). The addition of spray adjuvant Beidatong significantly reduced the DN50 of cotton harvest aids. The field experiment showed that the droplet density increased with the increase of the spraying volume sprayed by unmanned aerial vehicles. There was a positive correlation between the spraying volume and the defoliation effect after changes in the cotton harvest aid dosage. When the dosage of Mianhai (MH) was 5/6 of the recommended dosage, the defoliation effect at the spraying volumes of 22.5, 27.0, and 30.0 L/ha reached the peak values at 71.54, 78.56, and 83.23%, respectively. This study proposed the concept of DN50 and its determination method. The fitting equations between the droplet density and defoliation effect and between the harvest aid concentration and defoliation effect were established to provide a theoretical basis for the scientific spraying of cotton harvest aid solutions.
RESUMEN
The deposition and spreading of pesticide droplets on the surface of plants is a severe challenge to precise pesticide application, which directly affects the pesticide utilization rate and efficacy. Cotton harvest aids are widely used in machine-picked cotton but the effect of formulation and concentration on the droplet behavior and defoliation effect of cotton defoliants is not clear. To clarify the influence of formulation and concentration on the droplet behavior of cotton defoliants, four formulations (suspension concentrate (SC), water dispersible granule (WG), oil dispersion (OD), and wettable powder (WP)) of cotton defoliants were used to prepare different concentrations of harvest aid solutions, according to the spraying volume. The physicochemical properties, droplet impact, and spreading and deposition behavior were studied. The results indicated that the four kinds of harvest aids have good physicochemical properties and can be wet and spread on cotton leaves. The surface tension of the high-concentration harvest aid solution (the spraying volume was less than 1.2 L/667 m2) was increased, which increased the contact angle and reduced the adhesion tension, adhesion work, and the spreading area. Once the harvest aid solution systems impacted the cotton leaves, it could spread to the maximum in a short time (10 ms). The field experiment showed that the droplet spectrum of harvest aids changed slightly, the coefficient of variation (CV) did not exceed 50%, and the defoliation rate was better when the spraying volume was 1.5 L/667 m2. The correlation and principal component analysis showed that the spraying volume (concentration) and coverage were negatively correlated with the defoliation rate, while the viscosity, diffusion factor, and spreading rate were positively correlated with the defoliation rate. Overall, the use of appropriate spraying volume application in cotton fields can improve the performance of spray, increase the effective deposition and wetting spread of defoliants on cotton leaves, further reduce the dosage of defoliants, and improve pesticide utilization. These results can provide a theoretical basis for the scientific preparation and spraying of cotton harvest aid solutions.