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A Nonlinear Interval Portfolio Selection Model and Its Application in Banks

Journal of Systems Science & Complexity 2018年第3期31卷 696-733页

作者： YAN Dawen HU Yaxing LAI kin Keung Faculty of Management and Economics Dalian University of Technology Dalian 116024 China School of Mathematical Science Dalian University of Technology Dalian 116024 China Bank of Dalian Dalian 116001 China School of Mathematical Science Dalian University of Technology Dalian 116024 China International Business School Shaanxi Normal University Xi'an 710062 China College of Management Xidian University Xi'an 710126 China

In classical Markowitz＇s Mean-Variance model, parameters such as the mean and covari- ance of the underlying assets＇ future return are assumed to be known exactly. However, this is not always the case. The parameters often correspond to quantities that fall within a range, or can be known ambiguously at the time when investment decision must be made. In such situations, investors determine returns on investment and risks etc. and make portfolio decisions based on experience and economic wisdom. This paper tries to use the concept of interval numbers in the fuzzy set theory to extend the classical mean-variance portfolio selection model to a mean-downside semi-variance model with consideration of liquidity requirements of a bank. The semi-variance constraint is employed to control the downside risk, filling in the existing interval portfolio optimization model based on the linear semi-absolute deviation to depict the downside risk. Simulation results show that the model behaves robustly for risky assets with highest or lowest mean historical rate of return and the optimal investment proportions have good stability. This suggests that for these kinds of assets the model can reduce the risk of high deviation caused by the deviation in the decision maker＇s experience and economic wisdom.

关键词： Downside-risk management interval return portfolio selection semi-variance simulation.

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PacBio Sequencing and Its Applications

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Genomics, Proteomics & Bioinformatics 2015年第5期13卷 278-289页

作者： Anthony Rhoads kin Fai Au Department of Biostatistics University of Iowa Department of Internal Medicine University of Iowa

Single-molecule, real-time sequencing developed by Pacific BioSciences offers longer read lengths than the second-generation sequencing （SGS） technologies, making it well-suited for unsolved problems in genome, transcriptome, and epigenetics research. The highly-contiguous de novo assemblies using PacBio sequencing can close gaps in current reference assemblies and characterize structural variation （SV） in personal genomes. With longer reads, we can sequence through extended repetitive regions and detect mutations, many of which are associated with dis- eases. Moreover, PacBio transcriptome sequencing is advantageous for the identification of gene isoforms and facilitates reliable discoveries of novel genes and novel isoforms of annotated genes, due to its ability to sequence full-length transcripts or fragments with significant lengths. Addition- ally, PacBio＇s sequencing technique provides information that is useful for the direct detection of base modifications, such as methylation. In addition to using PacBio sequencing alone, many hybrid sequencing strategies have been developed to make use of more accurate short reads in conjunction with PacBio long reads. In general, hybrid sequencing strategies are more affordable and scalable especially for small-size laboratories than using PacBio Sequencing alone. The advent of PacBio sequencing has made available much information that could not be obtained via SGS alone.

关键词： Third-generation sequencing De novo assembly Gene isoform detection Methylation Hybrid sequencing

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Exploring the Inclusive Potential of Pet Parks From the Perspective of Spatial Justice:Hong Kong’s Experience and Implications

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景观设计学（中英文） 2024年第4期12卷 58-77页

作者： Izzy Yi JIAN Jiemei LUO Caterina VILLANI kin Wai Michael SIU Department of Social Science and Policy Studies The Education University of Hong KongHong Kong 999077China Department of Urban and Rural Planning Shenzhen International School of DesignHarbin Institute of TechnologyShenzhen 518055China School of Architecture Planning and Environmental PolicyUniversity College DublinDublin D14 E099Ireland School of Design The Hong Kong Polytechnic UniversityHong Kong 999077China

As social and economic dynamics continue to evolve and the demand for companionship increases,pet ownership has become an increasingly popular lifestyle *** parks,as a new form of urban public space,are gaining significant *** study,grounded in the theory of spatial justice,employs a combination of questionnaires and semi-structured interviews to evaluate four representative pet parks in Hong Kong,*** explores how pet parks,as inclusive green infrastructure in high-density environments,contribute to urban community well-being and broader spatial *** study reveals the conflicts between pet owners and non-pet owners regarding the rights to use public spaces,examining how to guarantee the spatial rights of specific groups while avoiding harm to *** findings indicate that green space availability,sociability and participation,walkability,safety,and flexibility in pet parks play a positive role in achieving urban spatial ***,pet parks also face challenges related to social exclusion and safety,requiring a balance between promoting community integration and ensuring public *** study offers valuable insights for the development of pet parks,the creation of vibrant and diverse public spaces,and the promotion of harmonious human-animal environments in cities across China and other Asian countries.

关键词： Pet Park Green Space Public Space Spatial Justice Inclusivity Hong Kong

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Manufacturers' Channel Competition with Retailer Demand-Enhancing Service

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Journal of Systems Science & Complexity 2015年第4期28卷 887-906页

作者： BIAN Junsong LAI kin Keung HUA Zhongsheng School of Management University of Science and Technology of China Department of Management Sciences City University of Hong Kong

Manufacturers’channel competition with service is examined in this ***,the authors consider channel competition within a supply chain comprising two manufacturers and one single retailer where each manufacturer can choose to sell its products either directly to the end market(online channel,say)or through the potential retail channel,based on the profit maximization criterion,which is influenced by exogenous market conditions,such as the degree of competition,***,the retailer provides additional demand-enhancing service to promote the manufacturer’s products distributed via *** only one of the manufacturers sells products through the retailer,its products will be promoted by the additional retail service,which poaches demand of products of the manufacturer who adopts direct online *** of both manufacturers are supported by the retailer’s promotional service when both distribute their product through the common ***,some managerial implications are derived from numerical analyses of our model,which explain the phenomena in practice and conclude the paper.

关键词： Channel mix channel strategy demand-enhancing service supply chain management.

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DEPENDENCE BETWEEN STOCK RETURNS AND INVESTOR SENTIMENT IN CHINESE MARKETS:A COPULA APPROACH

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Journal of Systems Science & Complexity 2012年第3期25卷 529-548页

作者： Xunfa LU kin Keung LAI Liang LIANG Department of Management Sciences City University of Hong KongHong KongChina School of Business University of Science and Technology of China

Using data of newly opened stock trading accounts in China as a proxy of investor sentiment index, the authors employ the time-varying copula-GARCH model with Hansen＇s skewed Student-t innovations to investigate the dynamic dependence between investor sentiment and stock returns. The empirical findings show that shifts in investor sentiment are asymptotically positively correlated to stock returns in extreme value situations in both A shares market and B shares market in China, that is to say, stock prices will increase （decrease） more when investors become more bullish （bearish）. Also, results show that the dependence between investor sentiment and stock returns is time-varying, which means that the traditional Pearson＇s correlation based on normal distribution is not enough to describe the relationship between stock market behavior and investor behavior.

关键词： Behavioral finance copula GARCH investor sentiment newly opened stock trading accounts.

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考虑偏好差异的企业环境、社会和公司治理(ESG)综合排序

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系统科学与数学 2024年第2期44卷 342-354页

作者：付业林喻寅昀张帆顺黎建强深圳大学经济学院深圳518060 重庆交通大学经济与管理学院重庆400074 湘潭大学商学院湘潭411105 陕西师范大学国际商学院西安710000

ESG投资理念是指投资者在投资决策过程中除了关注资本收益率,还关注企业在环境(environment)、社会(social)、公司治理(governance)方面的表现.可靠的ESG排名能够对投资者决策行为起到良好的引导作用.前人研究发现,由于ESG评级机构之间... 详细信息

ESG投资理念是指投资者在投资决策过程中除了关注资本收益率,还关注企业在环境(environment)、社会(social)、公司治理(governance)方面的表现.可靠的ESG排名能够对投资者决策行为起到良好的引导作用.前人研究发现,由于ESG评级机构之间缺乏一致性,导致同一家企业在不同评级体系下的ESG排名存在差异,这阻碍了ESG发展.针对决策者偏好差异带来的ESG排序差异问题,文章提出一种融合群决策和吉布斯熵的ESG排序方法.具体来说,对于给定的ESG评价数据,首先,依据评价维度重要性顺序构建初始群决策矩阵;其次,利用吉布斯熵与数理模型计算被评企业的最优熵值;最后,给出ESG指数计算模型,实现对被评企业的排序.该研究使用嘉实基金与秩鼎公司发布的ESG数据对所提方法进行仿真研究.同时,基于斯皮尔曼相关系数和满意度指数对该方法的有效性和先进性进行检验.

关键词： ESG评价偏好差异群决策吉布斯熵

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A two-step surface-based 3D deep learning pipeline for segmentation of intracranial aneurysms

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Computational Visual Media 2023年第1期9卷 57-69页

作者： Xi Yang Ding Xia Taichi kin Takeo Igarashi The University of Tokyo 7 Chome-3-1 HongoBunkyo CityTokyo 113-8654Japan Jilin University No.2699Qianjin RoadChangchunChina

The exact shape of intracranial aneurysms is critical in medical diagnosis and surgical *** voxel-based deep learning frameworks have been proposed for this segmentation task,their performance remains *** this study,we offer a two-step surface-based deep learning pipeline that achieves significantly better *** proposed model takes a surface model of an entire set of principal brain arteries containing aneurysms as input and returns aneurysm surfaces as output.A user first generates a surface model by manually specifying multiple thresholds for time-of-flight magnetic resonance angiography *** system then samples small surface fragments from the entire set of brain arteries and classifies the surface fragments according to whether aneurysms are present using a point-based deep learning network(PointNet++).Finally,the system applies surface segmentation(SO-Net)to surface fragments containing *** conduct a direct comparison of the segmentation performance of our proposed surface-based framework and an existing voxel-based method by counting voxels:our framework achieves a much higher Dice similarity(72%)than the prior approach(46%).

关键词： intracranial aneurysm(IA)segmentation point-based 3D deep learning medical image segmentation

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《商业观察》看世界专访克奥拉凯娜·金

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商业观察 2024年第27期10卷 18-18,20页

作者：克奥拉凯娜·金柬埔寨驻中国学生会

柬埔寨驻中国学生会代表我叫Keolakena kin,来自柬埔寨,是柬埔寨留华学生会的代表,今年3月毕业于国际关系专业。柬埔寨的正式名称是柬埔寨王国,位于东南亚,与泰国、老挝和越南接壤,人口近1700万。柬埔寨是东盟和《区域全面经济伙伴关系... 详细信息

柬埔寨驻中国学生会代表我叫Keolakena kin,来自柬埔寨,是柬埔寨留华学生会的代表,今年3月毕业于国际关系专业。柬埔寨的正式名称是柬埔寨王国,位于东南亚,与泰国、老挝和越南接壤,人口近1700万。柬埔寨是东盟和《区域全面经济伙伴关系协定》(RCEP)的10个成员国之一。我们的国家拥有丰富的文化遗产。著名寺庙吴哥窟,位于暹粒省,是联合国教科文组织世界遗产。此外,柬埔寨是一个农业国家,我们出口的Phka Rumduol大米是柬埔寨质量非常好的大米之一,它也在2022年被有关机构认定为世界上非常好的大米之一。

关键词：柬埔寨王国世界遗产留华学生国际关系专业联合国教科文组织文化遗产

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Design,challenges,and the potential of transcriptomics to understand social behavior

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Current Zoology 2020年第3期66卷 321-330页

作者： Wen kin LIM Ajay S.MATHURU Science Division Yale-NUS College12 College Avenue W estSingapore Institute of Molecular and Cell Biology(IMCB) 61 Biopolis DriveSingapore Department of Physiology Yong Loo Lin School of Medicine(YLL)National University of SingaporeSingapore

Rapid advances in Ribonucleic Acid sequencing(or RNA-seq)technology for analyzing entire transcriptomes of desired tissue samples,or even of single cells at scale,have revolutionized biology in the past *** accessibility and falling costs are making it possible to address many problems in biology that were once considered intractable,including the study of various social ***-seq is opening new avenues to understand long-standing questions on the molecular basis of behavioral plasticity and individual variation in the expression of a *** whole transcriptomes are examined,it has become possible to make unbiased discoveries of underlying mechanisms with little or no necessity to predict genes involved in ***,researchers need to be aware of technical limitations and have to make specific decisions when applying RNA-seq to study social ***,we provide a perspective on the applications of RNA-seq and experimental design considerations for behavioral scientists who are unfamiliar with the technology but are considering using it in their research.

关键词： behavioral variability behavioral plasticity neurotranscriptomics RNA-seq social behaviors

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Retrohepatic vena cava deroofing in living donor liver transplantation for caudate hepatocellular carcinoma

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Hepatobiliary & Pancreatic Diseases International 2013年第5期12卷 552-555页

作者： See Ching Chan William W Sharr Tan To cheung Albert CY Chan Simon HY Tsang Kenneth SH Chok kin Chung Leung Chung Mau Lo Department of Surgery The University of Hong Kong State Key Laboratory for Liver Research The University of Hong Kong Department of Pathology The University of Hong Kong

The removal of tumor together with the native liver in living donor liver transplantation for hepatocellular carcinoma is challenged by a very close resection margin if the tumor abuts the inferior vena *** is in contrast to typical deceased donor liver transplantation where the entire retrohepatic inferior vena cava is included in total *** we report a case of deroofing the retrohepatic vena cava in living donor liver transplantation for caudate hepatocellular *** order to ensure clear resection margins,the anterior portion of the inferior vena cava was *** right liver graft was inset into a Dacron vascular graft on the back table and the composite graft was then implanted to the recipient inferior vena *** this technique,we observed the no-touch technique in tumor removal,hence minimizing the chance of positive resection margin as well as the chance of shedding of tumor cells during manipulation in operation.

关键词： hepatocellular carcinoma liver transplantation

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