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Barrier Option Pricing in Regime Switching Models with Rebates

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Acta Mathematicae Applicatae Sinica 2024年第3期40卷 849-861页

作者： Yue-xu ZHAO jia-yong BAO School of Economics Hangzhou Dianzi UniversityHangzhou 310018China School of Sciences Hangzhou Dianzi UniversityHangzhou 310018China

This paper is concerned with the valuation of single and double barrier knock-out call options in a Markovian regime switching model with specific *** integral formulas of the rebates are derived via matrix Wiener-Hopf factorizations and Fourier transform techniques,also,the integral representations of the option prices are ***,the first-passage time density functions in two-state regime model are *** applications,several numerical algorithms and numerical examples are presented.

关键词： option pricing Markovian regime switching Wiener-Hopf factorization Fourier transform

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Downscaling Seasonal Precipitation Forecasts over East Africa with Deep Convolutional Neural Networks

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Advances in Atmospheric Sciences 2024年第3期41卷 449-464页

作者： Temesgen Gebremariam ASFAW Jing-jia LUO Institute for Climate and Application Research(ICAR)/CIC-FEMD/KLME/ILCEC Nanjing University of Information Science and TechnologyNanjing 210044China Institute of Geophysics Space Science and Astronomy Addis Ababa UniversityAddis Ababa 1176Ethiopia

This study assesses the suitability of convolutional neural networks(CNNs) for downscaling precipitation over East Africa in the context of seasonal forecasting. To achieve this, we design a set of experiments that compare different CNN configurations and deployed the best-performing architecture to downscale one-month lead seasonal forecasts of June–July–August–September(JJAS) precipitation from the Nanjing University of Information Science and Technology Climate Forecast System version 1.0(NUIST-CFS1.0) for 1982–2020. We also perform hyper-parameter optimization and introduce predictors over a larger area to include information about the main large-scale circulations that drive precipitation over the East Africa region, which improves the downscaling results. Finally, we validate the raw model and downscaled forecasts in terms of both deterministic and probabilistic verification metrics, as well as their ability to reproduce the observed precipitation extreme and spell indicator indices. The results show that the CNN-based downscaling consistently improves the raw model forecasts, with lower bias and more accurate representations of the observed mean and extreme precipitation spatial patterns. Besides, CNN-based downscaling yields a much more accurate forecast of extreme and spell indicators and reduces the significant relative biases exhibited by the raw model predictions. Moreover, our results show that CNN-based downscaling yields better skill scores than the raw model forecasts over most portions of East Africa. The results demonstrate the potential usefulness of CNN in downscaling seasonal precipitation predictions over East Africa,particularly in providing improved forecast products which are essential for end users.

关键词： East Africa seasonal precipitation forecasting downscaling deep learning convolutional neural networks(CNNs)

Neuropeptide Y receptor Y8b(npy8br)regulates feeding and digestion in Japanese medaka(Oryzias latipes)larvae:evidence from gene knockout

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Journal of Zhejiang University-Science B(Biomedicine & Biotechnology) 2024年第7期25卷 605-616页

作者： Xiaodan jia Ke LU Xufang LIANG College of Fisheries Chinese Perch Research CenterHuazhong Agricultural UniversityWuhan 430070China Engineering Research Center of Green Development for Conventional Aquatic Biological Industry in the Yangtze River Economic Belt Ministry of EducationWuhan 430070China

Neuropeptide Y receptor Y8(NPY8R)is a fish-specific receptor with two subtypes,NPY8AR and *** in expression levels during physiological processes or in vivo regulation after ventricular injection suggest that NPY8BR plays an important role in feeding regulation;this has been found in only a few fish,at *** order to better understand the physiological function of npy8br,especially in digestion,we used clustered regularly interspaced short palindromic repeats(CRISPR)/CRISPR-associated protein 9(Cas9)technology to generate npy8br-/-japanese medaka(Oryzias latipes).We found that the deletion of npy8br in medaka larvae affected their feeding and digestion ability,ultimately affecting their ***,npy8br deficiency in medaka larvae resulted in decreased feed intake and decreased expression levels of orexigenic genes(npy and agrp).npy8br-/-medaka larvae fed for 10 d(10th day of feeding)still had incompletely digested brine shrimp(Artemia nauplii)in the digestive tract 8 h after feeding,the messenger RNA(mRNA)expression levels of digestion-related genes(amy,lpl,ctra,and ctrb)were significantly decreased,and the activity of amylase,trypsin,and lipase also significantly *** deletion of npy8br in medaka larvae inhibited the growth and significantly decreased the expression of growth-related genes(gh and igf1).Hematoxylin and eosin(H&E)sections of intestinal tissue showed that npy8br-/-medaka larvae had damaged intestine,thinned intestinal wall,and shortened intestinal *** far,this is the first npy8br gene knockout model established in fish and the first demonstration that npy8br plays an important role in digestion.

关键词： Neuropeptide Y receptor Y8b(npy8br) Japanese medaka(Oryzias latipes) Knockout Feeding Digestion

A Review on Flow Boiling of the Fluid with Lower Boiling Point in Micro-Channels

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Journal of Thermal Science 2024年第1期33卷 1-17页

作者： ZHANG Zhiqiang jia Li DANG Chao Beijing Key Laboratory of Flow and Heat Transfer of Phase Changing in Micro and Small Scale School of MechanicalElectronic and Control EngineeringBeijing Jiaotong UniversityBeijing 100044China

With the advancement of micro machining technology,the high-heat-flux removal from miniature electronic devices and components has become an attractive *** boiling in micro-channels is an optimal form of heat transfer and has been widely employed in high-heat-flux cooling *** comprehensively-reviewed article focused on the available recent literatures of experimental investigation regarding the flow boiling heat transfer and unstable behaviors of the fluid with lower boiling point in *** thermal-fluid characteristics and potential heat transfer mechanisms of low-boiling-point fluids flow boiling in different narrow passages were summarized and *** literatures regarding the pressure drop and occurrence of the unstable phenomena existing in two-phase flow boiling process were also *** emphasis was given to the heat transfer enhancement methods as well as instability elimination,and various methods such as modification of surface and channel flow geometries were *** future researches in the field of micro-scale flow boiling were suggested.

关键词： flow boiling lower boiling point fluids mini/micro-channels instabilities enhancement suppression

From dichotomy to diversity:deciphering the multifaceted roles of tumor-associated macrophages in cancer progression and therapy

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Cancer Biology & Medicine 2024年第2期21卷 132-138页

作者： Xiumei Wang Jun Chen Guangshuai jia Department of Immunology and Microbiology Zhongshan School of MedicineSun Yat-sen UniversityGuangzhou 510080China Jinfeng Laboratory Chongqing 401329China GMU-GIBH Joint School of Life Sciences Guangzhou Medical UniversityGuangzhou 510182China

Macrophages are innate immune cells that are ubiquitously distributed throughout the vertebrate *** orchestrate sophisticated processes in development,homeostasis,immunity,and *** residing in tumor tissues are commonly known as tumor-associated macrophages(TAMs)and promote or inhibit tumor growth depending on the activation state2.

关键词： immunity homeostasis tumor

Spin-orbit interaction induced Casimir-Lifshitz torque between two-dimensional electron gases

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Science China(Physics,Mechanics & Astronomy) 2024年第8期67卷 134-142页

作者： jia-Nan Rong Liang Chen Kai Chang State Key Laboratory of Superlattices and Microstructures Institute of SemiconductorsChinese Academy of SciencesBeijing 100083China School of Mathematics and Physics North China Electric Power UniversityBeijing 102206China School of Physics Zhejiang UniversityHangzhou 310027China College of Materials Science and Opto-electronic Technology University of Chinese Academy of SciencesBeijing 100049China

We investigate theoretically the Casimir interaction between two parallel two-dimensional electron gases(2DEGs)with Rashba and Dresselhaus spin-orbit interactions(SOIs),based on the quantum field *** derive an analytical expression for the polarization tensor and obtain the solution to the motion equation of the electromagnetic(EM)*** calculate the CasimirLifshitz torque(CLT)between two parallel 2DEGs with Rashba and Dresselhaus SOIs,which can be tuned by changing the relative strength between two *** anisotropic Casimir energy between 2DEGs caused by the interplay between the SOIs of 2DEGs offers a new origin of CLT and a new type of optoelectronic device.

关键词： Casimir torque two-dimensional electron gas spin-orbit interaction

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Anti-OX40 Antibody Combined with HBc VLPs Delays Tumor Growth in a Mouse Colon Cancer Model

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Biomedical and Environmental Sciences 2024年第2期37卷 187-195页

作者： LIU jia jia SU Qiu Dong YI Yao SHEN Li Ping BI Sheng Li National Institute for Viral Disease Control and Prevention Chinese Center for Disease Control and PreventionBeijing 102206China

Objective Combination immunotherapy strategies targeting OX40,a co-stimulatory molecule that can enhance antitumor immunity by modulating the proliferation,differentiation,and effector function of tumor-infiltrating T cells,have attracted much attention for their excellent therapeutic *** this study,we aimed to evaluate the antitumor efficacy of combined anti-OX40 and hepatitis B core viruslike particles(HBc VLPs)therapy using a mouse colon cancer *** Humanized B-h OX40 mice were injected subcutaneously with MC38 colon tumor cells and treated with HBc VLPs+anti-h OX40 *** growth was *** cytometric analysis was performed to evaluate the populations of T cell subsets in the *** The combination of anti-OX40 with HBc VLPs resulted in a significant delay in tumor growth,suggesting that a potent antitumor immunity was induced by the combination *** studies revealed that HBc VLPs+anti-OX40 treatment induced a significant increase in effector T cells(Teffs)and a significant decrease in regulatory T cells(Tregs)in the tumor microenvironment(TME),which accounted for the synergistic antitumor effect of anti-OX40 in combination with HBc *** Combination therapy of anti-h OX40 and HBc VLPs provides synergistic antitumor activity in colon cancer-bearing mice,which may represent a potential design strategy for cancer immunotherapy.

关键词： Anti-OX40 antibody Hepatitis B core virus-like particles Tumor Combination therapy

Design method and experimental study of a cathode tool with an extremely high leveling ratio for electrochemical machining of blisk

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Chinese Journal of Aeronautics 2024年第4期37卷 593-608页

作者： Moqi SHEN jia LIU Jingtao WANG Di ZHU College of Mechanical and Electrical Engineering Nanjing University of Aeronautics and AstronauticsNanjing 210016China

To obtain final parts with the desired dimensional accuracy and repeatability via electrochemical machining(ECM), the machining process must enter an ECM balanced state. However,for the ECM processing of blisk, a key component of aerospace engines, the surface of the blade blank often has an uneven allowance distribution due to the narrow passage of the cascade. It is difficult to remedy this issue in subsequent processing steps, which is necessary to ensure the dimensional accuracy and repeatability of the final blade profile. To solve this problem, electrolytic machining must be preceded by electrolytic shaping, which requires cathode tools with large leveling ratios to quickly homogenize the blank surface of the blade. In this study, to obtain a cathode tool with an extremely high leveling ratio, a design method based on the variation in the electrode gap in the non-equilibrium electrolytic state is proposed, and a dissolution model based on the nonequilibrium state is established. In this design method, the allowance on the blank to be machined is first divided into many discrete allowances with the normal direction. The initial machining clearance, feed rate, and total machining time are then calculated using classical ECM equilibrium state theory based on the maximum allowance. Meanwhile, the point coordinates of the cathode tool at maximum allowance can be determined. The non-equilibrium model can then be used to calculate the relative coordinate positions corresponding to the remaining discrete allowances. Finally, the entire cathode tool profile is designed. Simulations, fundamental experiments, and blisk unit workpiece experiments were carried out to validate the design approach. In the simulated processing of the plane workpiece, the leveling ratio of the cathode tool designed by the proposed method(0.77)was 83% higher than that of the cathode tool designed using the traditional method. The simulation results were confirmed by processing experiments. In t

关键词： Electrochemical machining(ECM) Non-equilibrium machining Large leveling ratios Cathode design Finite element simulation Blisk

Accurate Analysis of Multi-Mode Interferometric Optical Fiber Sensor

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Photonic Sensors 2024年第1期14卷 48-58页

作者： Lijun LI Congying jia Qian MA Tianzong XU College of Electronic and Information Engineering Shandong University of Science and TechnologyQingdao 266590.China State Key Laboratory of Mining Disaster Prevention and Control Co-Founded by Shandong Province and the Ministry of Science and Technology Qingdao 266590China

In view of the problem that the sensing characteristics of the multi-mode interferometric fiber sensors cannot be accurately analyzed,an analysis method based on the fast Fourier transform(FFT)and inverse fast Fourier transform(IFFT)is proposed and demonstrated theoretically and *** suitabilities of the rectangular window function with the narrow main lobe(high spectrum resolution)and low side lobe(high main mode energy leakage)and the Hanning window function with the wide main lobe(low spectrum resolution)and high side lobe(high energy concentration)in this kind of sensor analysis are discussed,*** method can not only realize the sensing performance analysis of the various modes,but also overcome the inconsistency of the different interference wavelength(dip)sensing characteristics in the conventional analysis *** the same time,this method is also beneficial to solve the repetitive problem of such sensors.

关键词： Window function FFT optical fiber interferometric sensor analysis method