Ningning Sun

2papers

2 Papers

STJul 5, 2021
Clustering Structure of Microstructure Measures

Liao Zhu, Ningning Sun, Martin T. Wells

This paper builds the clustering model of measures of market microstructure features which are popular in predicting stock returns. In a 10-second time-frequency, we study the clustering structure of different measures to find out the best ones for predicting. In this way, we can predict more accurately with a limited number of predictors, which removes the noise and makes the model more interpretable.

NAJul 2, 2017
An improved isogeometric analysis method for trimmed geometries

Jinlan Xu, Ningning Sun, Laixin Shu et al.

Trimming techniques are efficient ways to generate complex geometries in Computer-Aided Design(CAD). In this paper, an improved isogeometric analysis(IGA) method for trimmed geometries is proposed. We will show that the proposed method reduces the numerical error of physical solution by 50% for simple trimmed geometries, and the condition number of stiffness matrix is also decreased. Furthermore, the number of integration elements and integration points involved in the solving process can be significantly reduced compared to previous approaches, drastically improving the computational efficiency for IGA problems on the trimmed geometry. Several examples are illustrated to show the effectiveness of the proposed approach.