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OPTIMAL INVESTMENT WITH NOISE TRADING RISK

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Journal of Systems Science & Complexity 2008年第4期21卷 519-526页

作者： Yunhui XU Zhongfei LI ken Seng TAN Lingnan College Sun Yat-Sen University Guangzhou 510275 China Department of Statistics and Actuarial Science University of Waterloo Waterloo Ontario N2L 3G1 Canada. Lingnan College Sun Yat-Sen University Guangzhou 510275 China Department of Statistics and Actuarial Science University of Waterloo Waterloo Ontario N2L 3G1 Canada China Institute for Actuarial Science Central University of Finance and Economics Beijing 100081 China.

This paper investigates the optimal dynamic investment for an investor who maximizes constant absolute risk aversion （CARA） utility in a discrete-time market with a riskfree bond and a risky stock. The risky stock is assumed to present both the dividend risk and the price risk. With our assumptions, the dividend risk is equivalent to fundamental risk, and the price risk is equivalent to the noise trading risk. The analytical expression for the optimal investment strategy is obtained by dynamic programming. The main result in this paper highlights the importance of differentiating between noise trading risk and fundamental risk for the optimal dynamic investment.

关键词： Dynamic investment noise trade overlapping generation serial correlation.

Comparison of debris collision fluxes for the international space station

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Journal of Beijing Institute of Technology 2016年第S2期25卷 41-49页

作者：周威萍 ken Chan National Astronomical Observatories Chinese Academy of Sciences University of Chinese Academy of Sciences

The calculation of the debris fluxes experienced by the international space station(ISS)traversing through a cloud of orbiting debris is *** cases of modeling the orbits of the debris within a thin spherical shell straddling the ISS orbit are considerded as follows:the debris objects have " almost" circular orbits;all actual elliptical debris orbits are *** accounts for the actual debris population with various inclined orbits,thus resulting in a variation of debris density with *** number of debris objects per year is compared to that obtained by the NASA ORDEM 3.0 Model.

关键词： collision probability number of collision space orbits space debris

Challenge to overcome: Nonstructural protein 5A-P32 deletion in direct-acting antiviral-based therapy for hepatitis C virus

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World Journal of Gastroenterology 2018年第38期24卷 4304-4310页

作者： ken Sato Toshio Uraoka Department of Gastroenterology and Hepatology Gunma University Graduate School of Medicine

Interferon(IFN)-based therapy for hepatitis C virus(HCV) infection has recently been replaced by IFNfree direct-acting antiviral(DAA)-based therapy, which has been established as a 1^(st) line therapy with high efficacy and tolerability due to its reasonable safety profile. Resistance-associated substitutions(RASs) have been a weakness of DAA-based therapy. For example, combination therapy with daclatasvir and asunaprevir(DCV/ASV) is less effective for HCV genotype 1-infected patients with Y93H as a nonstructural protein 5A RAS. However, the problem regarding RASs has been gradually overcome with the advent of recently developed DAAs, such as sofosbuvir-based regimens or combination therapy with glecaprevir and pibrentasvir. Despite the high efficiency of DAA-based therapy, some cases fail to achieve viral eradication. P32 deletion, an NS5A RAS, has been gradually noticed in patients with DCV/ASV failure. P32 deletion has been sporadically reported and the prevalence of this RAS has been considered to be low in patients with DCV/ASV failure. Thus, the picture of P32 deletion has not been fully evaluated. Importantly, currently-commercialized DAA-based combination therapy was not likely to be effective for patients with P32 deletion. Exploring and overcoming this RAS is essential for antiviral therapy for chronic hepatitis C.

关键词： Chronic hepatitis C Direct-acting antivirals Resistant-associated substitution P32 deletion Nonstructural protein 5A

Emergent quantum properties from low-dimensional building blocks and their superlattices

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Nano Research 2024年第12期17卷 10490-10510页

作者： ken Seungmin Hong Ou Chen Yusong Bai Department of Chemistry Brown University324 Brook StreetProvidenceRhode Island 02912USA

Low-dimensional materials,with highly tunable electronic structures depending on their sizes and shapes,can be exploited as fundamental building blocks to construct higher-order structures with tailored emergent *** is akin to molecules or crystals that are assembled by atoms with diverse symmetries and *** low-dimensional materials developed in recent decades include zero-dimensional(0D)quantum dots,one-dimensional(1D)carbon nanotubes,and two-dimensional(2D)van der Waals *** materials enclose a vast diversity of electronic structures ranging from metals and semimetals to semiconductors and ***,low-dimensional materials can be assembled into higher-order architectures known as superlattices,wherein collective electronic and optical behaviors emerge that are absent in the individual building blocks *** composed of interacting low-dimensional entities thus define an ultra-manipulatable materials platform for realizing artificial structures with customizable ***,we review significant milestones and recent progress in the field of low-dimensional materials and their *** survey recently observed exotic emergent electronic and optical properties in these materials and delve into the underlying mechanisms driving these ***,we hint the future opportunities and remaining challenges in advancing this exciting area of research.

关键词： quantum dots carbon nanotubes van der Waals materials superlattices quantum properties

Stable and Accurate Second-Order Formulation of the Shifted Wave Equation

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Communications in Computational Physics 2010年第1期7卷 103-137页

作者： ken Mattsson Florencia Parisi Department of Information Technology Uppsala UniversityP.O.Box 337S-75105 UppsalaSweden FaMAF Universidad Nacional de CordobaMedina Allende S/N Ciudad Universitaria5000 CordobaArgentina

High order finite difference approximations are derived for a one-dimensional model of the shifted wave equation written in second-order form. Thedomain is discretized using fully compatible summation by parts operators and theboundary conditions are imposed using a penalty method, leading to fully explicittime integration. This discretization yields a strictly stable and efficient scheme. Theanalysis is verified by numerical simulations in one-dimension. The present study isthe first step towards a strictly stable simulation of the second-order formulation ofEinstein’s equations in three spatial dimensions.

关键词： High-order finite difference methods wave equation numerical stability second derivatives Einstein’s equations

Deformation behaviors of magnesium alloy AZ31 sheet in cold deep drawing

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中国有色金属学会会刊：英文版 2008年第1期18卷 86-91页

作者：杨连发 MORI ken-ichiro TSUJI Hirokazu School of Electromechnical Engineering Guilin University of Electronic Technology Department of Production Systems Engineering Toyohashi University of Technology

To investigate how the popular magnesium alloy AZ31 sheet(aluminum 3%,zinc 1%)behaves in cold working,deep drawing experiments at room temperature,along with finite element(FE)simulation,were performed on the cold forming sheet of the AZ31 alloy after being annealed under various *** activities were focused on the fracture pattern,limit drawing ratio(LDR),deformation load,thickness distribution,anisotropic effect,as well as the influences of the annealing conditions and tool configuration on *** results display that punch shoulder radius instead of die clearance,has much influence on the thickness *** anisotropy is remarkable in cold working,which adversely impacts the *** fracture often happens on the side wall at an angle to axis of the deformed *** results also imply that the LDR for the material under present experimental conditions is 1.72,and annealing the material at 450 ℃ for 1 h may be preferable for the cold deep drawing.

关键词： AZ31镁合金冷压制各向异性有限元素模拟

Calibration of the HSPF model with a new coupled FTABLE generation method

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Progress in Natural Science:Materials International 2009年第12期19卷 1747-1755页

作者： Mark Ross ken Trout Department of Civil and Environmental Engineering University of South Florida 4202 E.Fowler AveENB 118TampaFL 33620 United States

The hydrological simulation program FORTRAN(HSPF) is a comprehensive watershed model designed to simulate water quantity and quality *** is used widely throughout the *** discharge from a stream reach by HSPF is based mainly on function tables(FTABLEs),which describe the relationship between surface area,stream stage,volume,and *** traditional method of FTABLE generation(using general stream cross-sections and the Manning equation or other discharge relationships) can be time-consuming and inaccurate when there are limited calibration stations and survey *** insights into generalized coupled stage/storage and stage/discharge relationships,however,offer the potential to improve both the speed and accuracy of compiling FTABLEs and thus HSPF *** study tested the application of these insights in generating *** study domain included 18 gauging stations in a coastal plain environment on the Peace River watershed in West-Central *** the calibration of this model, wetlands were treated as reaches in HSPF with storage-attenuation *** the simulation period,the modeled daily flow and stage correlated well with observed data at all gauging stations along the Peace *** Nash-Sutcliffe efficiency and correlation coefficient computed using observed and simulated daily flows were 0.90 and 0.91,respectively,at the Peace River *** testing found that the new system for calibrating the FTABLEs improved the model predictive ability and *** in un-calibrated station performance was also *** model parameters obtained in this study could potentially serve as reference values for model application in similar climatic *** may also have particular relevance in disaster management,as the simulation period extended over the hurricane season of 2004,and the model domain was within a high hurricane impact *** possible effects of hurricanes on discharge are also

关键词： Discharge Hydrologic model HSPF FTABLEs Hurricane

NANO SCIENCE AND ENGINEERING IN SOLID MECHANICS

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Acta Mechanica Solida Sinica 2008年第2期21卷 95-103页

作者： ken P.Chong Engineering Advisor and Director of Mechanics ＆ Materials National Science FoundationArlington VA 22230 U.S.A.

According to National Science Foundation （NSF） Director A. Bement, ‘Transformative research is... research driven by ideas that stand a reasonable chance of radically changing our understanding of an important existing scientific concept or leading to the creation of a new paradigm or field of science is also characterized by its challenge to current understanding or its pathway to new frontiers.＇ Nanotechnology is one of such frontiers. It is the creation of new materials, devices and systems at the molecular level--phenomena associated with atomic and molecular interactions strongly influence macroscopic material properties with significantly improved mechanical, optical, chemical, electrical... properties. Former NSF Director Rita Colwell in 2002 declared, ‘nanoscale technology will have an impact equal to the Industrial Revolution＇. The transcendent technologies include nanotechnology, microelectronics, information technology and biotechnology as well as the enabling and supporting mechanical and civil infrastructure systems and materials. These technologies are the primary drivers of the twenty first century and the new economy. Mechanics is an essential eleraent in all of the transcendent technologies. Research opportunities, education and challenges in mechanics, including experimental, numerical and analytical methods in nanomechanics, carbon nano-tubes, bio-inspired materials, fuel cells, as well as improved engineering and design of materials are presented and discussed in this paper.

关键词： nanomechanics experimental mechanics multi-scales simulation and modeling carbon nanotubes energy, bio-inspired materials

Research and development on hypervelocity impact protection using Whipple shield:An overview

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Defence Technology（防务技术） 2021年第6期17卷 1864-1886页

作者： ken Wen Xiao-wei Chen Yong-gang Lu State Key Laboratory of Explosion Science and Technology Beijing Institute of TechnologyBeijing100081China Institute of Systems Engineering China Academy of Engineering PhysicsMianyangSichuan621999China

Whipple shield,a dual-wall system,as well as its improved structures,is widely applied to defend the hypervelocity impact of space debris(projectile).This paper reviews the studies about the mechanism and process of protection against hypervelocity impacts using Whipple ***-based experiment and numerical simulation for hypervelocity impact and protection are introduced *** steps of the Whipple shield protection are discussed in order,including the interaction between the projectile and bumper,the movement and diffusion of the debris cloud,and the interaction between the debris cloud and rear *** improvements of the protection performance focusing on these three steps are *** works in the last decade are mentioned *** prospects and suggestions for future studies are put forward.

关键词： Space debris Hypervelocity impact Debris cloud Whipple shield Ballistic limit