Characteristics and Influencing Factors of Microstructure Noise in China's Stock Market——Based on the Tick-by-tick Data

The characteristics of microstructure noise in Chinese stock market are investigated by using tick-by-tick data of Shanghai stock market.

In the volatility study field in recent years,the effect of the market microstructure noise error on the high frequency finance data has become very serious.

First of all, we propose several kinds of the estimation method of market microstructure noise error under different assumptions and deeply test between them and old ones.

Research on Estimation Method and Application of Volatility Considering Jump and Market Microstructure Noise

Research on FEM to forecast structural noise of basement;

To enhance the signal to noise ratio (SNR) of fundamental ultrasonic echo signals for ultrasonic nondestructive testing (UNDT) and ultrasonic nondestructive evaluation (UNDE), an improved technique to suppress structural noises of ultrasonic signals was presented.

The research of structural noise control is an important aspect of noise and vibration control domains.

Mathematical simulation of rotary machine structure radiant noise;

Research on Structure Radiant Noise of Rotary Machines and the Mechanism to Control It;

In order to control the ship structure-borne sound to reach the purpose of reducing vibration and noise,it is necessary to confirm the position of vibration and the transmitting way of vibration,analyze functions of each machine in the vibration system.

In the view of structure-borne sound,the wave propagation and power flow characteristics were investigated for multiple damaged beams loaded by point force.

Under the excitation of harmonic force the vibrational power flow characteristics of plate with a surface crack are investigated from the view of structure-borne sound.