Nanjing, China

Nanjing Audit University

english.nau.edu.cn/
Nanjing, China

Nanjing Audit University is an accounting-focused university with its campus at Jianye, a district of Nanjing, China.The university was founded in 1983 and has emphasis on Economics and Management, with Law, Language and Literature, Science and Engineering. It is under the auspices of the Jiangsu Provincial Government, the China National Audit Office and the People's Bank of China.There are more than 22,000 students on two campuses covering 2200 acres: Mochou Campus, in the Jianye District of Nanjing, named after nearby Mochou Lake, and the Pukou Campus on the southern slope of Laoshan Mountain, a national forest and park. Wikipedia.


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Wang T.,Nanjing University of Information Science and Technology | Guo B.,CAS Beijing Institute of Applied Physics And Computational Mathematics | Xu Q.,Nanjing Audit University
Journal of Computational Physics | Year: 2013

In this paper, a fourth-order compact and energy conservative difference scheme is proposed for solving the two-dimensional nonlinear Schrödinger equation with periodic boundary condition and initial condition, and the optimal convergent rate, without any restriction on the grid ratio, at the order of O(h4 + τ2) in the discrete L2-norm with time step τ and mesh size h is obtained. Besides the standard techniques of the energy method, a new technique and some important lemmas are proposed to prove the high order convergence. In order to avoid the outer iteration in implementation, a linearized compact and energy conservative difference scheme is derived. Numerical examples are given to support the theoretical analysis. © 2013 Elsevier Inc.


Liu L.,Nanjing Audit University | Wang Y.,Shanghai JiaoTong University
Physica A: Statistical Mechanics and its Applications | Year: 2014

In this paper, we investigate cross-correlations between nonferrous metal spot and futures markets using detrended cross-correlation analysis (DCCA). We find the existence of significant cross-correlations for both return and volatility series. The DCCA-based cross-correlation coefficients are very high and decrease with the futures maturity increases. Using the multifractal extension of DCCA, the multifractality in cross-correlations is revealed. We also detect the source of cross-correlations between spot and futures markets. We use the vector error correction model and bivariate BEKK-GARCH to model the interactions between returns and volatilities of spot and futures, respectively. Our findings indicate that the volatility spillover between spot and futures markets contributes major to nonlinear cross-correlation while the contribution of mean spillover is very minor. © 2014 Elsevier B.V. All rights reserved.


Yang Y.,Nanjing Audit University | Yang Y.,Nanjing Southeast University | Wang Y.,Soochow University of China
Extremes | Year: 2013

Let the random vector (X,Y) follow a bivariate Sarmanov distribution, where X is real-valued and Y is nonnegative. In this paper we investigate the impact of such a dependence structure between X and Y on the tail behavior of their product Z = XY. When X has a regularly varying tail, we establish an asymptotic formula, which extends Breiman's theorem. Based on the obtained result, we consider a discrete-time insurance risk model with dependent insurance and financial risks, and derive the asymptotic and uniformly asymptotic behavior for the (in)finite-time ruin probabilities. © 2012 Springer Science+Business Media, LLC.


Huang B.,Nanjing Audit University | Wei D.-K.,Hunan University of Science and Technology | Li H.-X.,Nanjing University | Zhuang Y.-L.,Nanjing Audit University
Information Sciences | Year: 2013

Interval-valued intuitionistic fuzzy information systems are generalizations of conventional fuzzy-valued information systems. We introduce a dominance relation in the framework of interval-valued intuitionistic fuzzy information systems to come up with the concept we call a dominance-based interval-valued intuitionistic fuzzy information system (DIIFIS). This system is used to establish a dominance-based rough set model, which is grounded primarily on the substitution of the indiscernibility relation in the classic rough set theory with the aforementioned dominance-based relation. This relation is defined by the score and accuracy of interval-valued intuitionistic fuzzy value. To simplify knowledge representation and extract useful and simple dominance-based interval-valued intuitionistic fuzzy rules, we present two attribute reduction approaches to eliminating redundant information. To demonstrate the potential of these approaches, we apply them to computer auditing risk assessment, decision-making problems in wealth management, and pattern classification. Our findings confirm that the proposed rough set model is an effective means of extracting knowledge from dominance-based interval-valued intuitionistic fuzzy information systems. © 2012 Elsevier Inc. All rights reserved.


Liu L.,Nanjing Audit University | Ma G.,Tongji University
Physica A: Statistical Mechanics and its Applications | Year: 2014

In this paper, we investigate cross-correlations between crude oil and refined product prices based on the well-known detrended cross-correlation analysis (DCCA). Our findings indicate that the cross-correlations are significant and strong. Furthermore, the multifractality in cross-correlations is also revealed. The cross-correlation coefficients are as high as 0.9 for larger time scales and are greater than those for smaller time scales. Two popular models, vector error correction model and bivariate BEKK volatility model, are found to have very limited power in capturing long-range cross-correlations, suggesting the drawbacks of these conventional models in actual applications. Long-term cross-correlations are stronger in recent ten years than those in the past decades. © 2014 Elsevier B.V. All rights reserved.


Huang B.,Nanjing Audit University | Li H.-X.,Nanjing University | Wei D.-K.,Hunan University of Science and Technology
Knowledge-Based Systems | Year: 2012

Intuitionistic fuzzy information systems are generalized types of conventional fuzzy-valued information systems. By introducing a dominance relation to intuitionistic fuzzy information systems, we propose a notion of dominance intuitionistic fuzzy information systems (DIFIS) and establish a dominance-based rough set model, which is mainly based on the substitution of the indiscernibility relation in classic rough set theory by a dominance relation that is defined on the score and accuracy function of intuitionistic fuzzy value in DIFIS. Furthermore, to simplify the knowledge representation and extract useful and simpler dominance intuitionistic fuzzy rules, we provide two attribute reduction approaches to eliminate the redundant information. Finally, we apply these approaches to computer auditing risk assessment, and by using an application as a case study we acquire some valuable assessment rules. These resulting rules can provide an available method to acquire knowledge from DIFISs. © 2011 Elsevier B.V. All rights reserved.


Zhang Y.,Nanjing Audit University
IET Communications | Year: 2012

In linear multi-input multi-output channel systems, reduction process is employed to reduce the computational cost of sphere decoding (SD) algorithm. Usually a reduction process includes not only permutations but also unimodular transformations. However, owing to the box-constraint, the current reduction strategies are limited to only permutations, which makes SD algorithm still very time-consuming. In this study a theoretical complexity analysis on SD algorithm is first proposed to show what kind of criteria a reduction process should pursue. Then a new reduction strategy which combines permutations with unimodular transformations is presented to obtain a better reduced detection problem. Simulation results showed that this new reduction strategy can make SD algorithm much more efficient than those reduction strategies with only permutations. © 2012 The Institution of Engineering and Technology.


Liu L.,Nanjing Audit University
Physica A: Statistical Mechanics and its Applications | Year: 2014

In this paper, we investigate cross-correlations between crude oil and agricultural commodity markets. Based on a popular statistical test proposed by Podobnik et al. (2009), we find that the linear return cross-correlations are significant at larger lag lengths and the volatility cross-correlations are highly significant at all of the lag lengths under consideration. Using a detrended cross-correlation analysis (DCCA), we find that the return cross-correlations are persistent for corn and soybean and anti-persistent for oat and soybean. The volatility cross-correlations are strongly persistent. Using a nonlinear cross-correlation measure, our results show that cross-correlations are relatively weak but they are significant for smaller time scales. For larger time scales, the cross-correlations are not significant. The reason may be that information transmission from crude oil market to agriculture markets can complete within a certain period of time. Finally, based on multifractal extension of DCCA, we find that the cross-correlations are multifractal and high oil prices partly contribute to food crisis during the period of 2006-mid-2008. © 2013 Elsevier B.V. All rights reserved.


Huang B.,Nanjing Audit University
Knowledge-Based Systems | Year: 2011

Dominance interval-based fuzzy objective information systems are generalized models of single-valued fuzzy information systems. By introducing a graded dominance relation to dominance interval-valued fuzzy objective information systems, we establish a graded dominance interval-valued rough set model (RSM), which is mainly based on replacing the indiscernibility relation in classical rough set theory with the graded dominance interval-valued relation. Furthermore, in order to simplify knowledge representation and extract nontrivial simpler graded dominance interval fuzzy decision rules, we propose two attribute reduction approaches to eliminate the redundant condition attributes that are not essential from the viewpoint of graded dominance interval-valued fuzzy decision rules. These results are helpful for decision-making analysis in dominance interval-valued fuzzy objective information systems. © 2011 Elsevier B.V. All rights reserved.


Wang X.,Nanjing Audit University
Advances in Information Sciences and Service Sciences | Year: 2012

In order to conduct grey relational analysis of the teaching skills and learning results of aerobics, based on brief introduction of related theories of the grey relational analysis method, this paper uses the viewpoints of system theory to systematically classify the teaching skills of aerobics. Finally, the grey relational analysis method in statistics is combined with the study on the learning results of aerobics to quantitatively demonstrate the viewpoint that "teaching skills of the aerobics teacher is a key factor to improve the learning results of the students", and the relevancy of various factors related to the learning results is obtained: in the teaching of aerobics, the teaching skill with biggest influence is the lesson preparation situation of the teacher, the next step is the teacher's explanation of the basic theoretical knowledge, and the four factors of teaching enthusiasm, devices and equipment in teaching location, action modeling by the teacher and training of classic actions have close influences on the learning results.

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