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A Study on Transport Costs and China＇s Exports： An Extended Gravity Model

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Journal of Systems Science & Complexity 2017年第6期30卷 1403-1424页

作者： XU Lizhi LAI kin Keung QIAO Han WANG Shouyang Collaborative Innovation Center of eTourism Beijing Union University Beijing 100101 China Tourism Institute Beijing Union University Beijing 100101 China Department of Management Sciences City University of Hong Kong Hong Kong China School of Economics and Management University of Chinese Academy of Sciences Beijing 100190 China Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100190 China

This paper suggests an extending conventional gravity model design to empirically analyze the effect of transport costs and port efficiency on China's export flows. It shows that factor endowment and transport costs variables affect export trade value in directions that New Trade Theory(NTT) predicted. Also, the evidence indicates that, controlling for the effects of transport costs on trade, variables in traditional gravity model are consistent with previous empirical studies in both magnitudes and directions. Moreover, more than 22% of the variation in Chinese export trade can be explained by those three variables alone. The findings reported in this paper empirically explains how seriously transport costs and port efficiency affect China's export growth by comparing effects of labour production factor costs on external trade. It suggests that the improvement of port efficiency and reduction of road transport costs play a vital role in China's export competitiveness in the global market.

关键词： Extended gravity model transport costs port efficiency manufacturing base processing center

Growing Threat of Rapidly-Intensifying Tropical Cyclones in East Asia

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Advances in Atmospheric Sciences 2022年第2期39卷 222-234页

作者： kin Sik LIU Johnny C.L.CHAN Guy Carpenter Asia-Pacific Climate Impact Centre School of Energy and EnvironmentCity University of Hong KongTat Chee Ave.KowloonHong KongChina

This study examines the long-term change in the threat of landfalling tropical cyclones(TCs) in East Asia over the period 1975–2020 with a focus on rapidly intensifying(RI) TCs. The increase in the annual number of RI-TCs over the western North Pacific and the northwestward shift of their genesis location lead to an increasing trend in the annual number of landfalling RI-TCs along the coast of East Asia. The annual power dissipation index(PDI), a measure of the destructive potential of RI-TCs at landfall, also shows a significant increasing trend due to increases in the annual frequency and mean landfall intensity of landfalling RI-TCs. The increase in mean landfall intensity is related to a higher lifetime maximum intensity(LMI) and the LMI location of the landfalling RI-TCs being closer to the coast. The increase in the annual PDI of East Asia is mainly associated with landfalling TCs in the southern(the Philippines, South China, and Vietnam) and northern parts(Japan and the Korean Peninsula) of East Asia due to long-term changes in vertical wind shear and TC heat potential. The former leads to a northwestward shift of favorable environments for TC genesis and intensification, resulting in the northwestward shift in the genesis, RI, and LMI locations of RI-TCs. The latter provides more heat energy from the ocean for TC intensification, increasing its chances to undergo RI.

关键词： tropical cyclone landfall tropical cyclone intensity climate change rapid intensification

Bi-Cubic B-Spline Fitting-Based Local Volatility Model with Mean Reversion Process

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Journal of Systems Science & Complexity 2016年第1期29卷 119-132页

作者： ZHOU Shifei WANG Hao YEN Jerome LAI kin Keung Department of Management Sciences City University of Hong KongHong KongChina Department of Finance Hong Kong University of Science and TechnologyHong KongChina International Business School Shaanxi Normal UniversityXi'an710061 China

This paper studies the traditional local volatility model and proposes:A novel local volatility model with mean-reversion *** larger is the gap between local volatility and its mean level,the higher will be the rate at which local volatility will revert to the ***,a B-spline method with proper knot control is applied to interpolate the local volatility *** bi-cubic B-spline is used to recover the local volatility surface from this local volatility ***,empirical tests show that the proposed mean-reversion local volatility model offers better prediction performance than the traditional local volatility model.

关键词： Bi-cubic B-spline local volatility mean reversion surface fitting

Recent Decrease in the Difference in Tropical Cyclone Occurrence between the Atlantic and the Western North Pacific

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Advances in Atmospheric Sciences 2022年第9期39卷 1387-1397页

作者： Johnny C.L.CHAN kin Sik LIU Guy Carpenter Asia-Pacific Climate Impact Centre School of Energy and EnvironmentCity University of Hong KongTat Chee Ave.KowloonHong KongChina

Climatologically,among all ocean basins,the western North Pacific(WNP)has the largest annual number of tropical cyclones(TCs)of around 26 while the Atlantic has around 13,yielding a difference of ***,the difference is-7 in 2020,with 30 TCs in the Atlantic and 23 in the WNP,which is the most negative difference within the last 46 *** fact,during the last 26 years,the difference in TC number is below 10 in ten years,with four years being *** a decreasing difference in TC number can be attributed to the natural multidecadal variation of the Atlantic Multidecadal Oscillation and Interdecadal Pacific Oscillation,as well as other external forcings such as anthropogenic aerosol forcing and increased greenhouse gases,with the additional impact from the La Niña *** result has significant implications on climate model projections of future TC activity in the two ocean basins.

关键词： tropical cyclone frequency Atlantic Multidecadal Oscillation Interdecadal Pacific Oscillation climate change

A TRANSFER FORECASTING MODEL FOR CONTAINER THROUGHPUT GUIDED BY DISCRETE PSO

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Journal of Systems Science & Complexity 2014年第1期27卷 181-192页

作者： XIAO Jin XIAO Yi FU Julei LAI kin Keung Business School Sichuan University Chengdu 610064 China. School of Information Management Central China Normal University Wuhan 430079 China Academy ofMathematics and Systems Science Chinese Academy of Sciences Beijing 100190 China. Information System & Management National University of Defense Technology Changsha 410073 China. Department of Management Sciences City University of Hong Kong Hong Kong China.

Abstract Accurate forecast of future container throughput of a port is very important for its con struction, upgrading, and operation management. This study proposes a transfer forecasting model guided by discrete particle swarm optimization algorithm （TF-DPSO）. It firstly transfers some related time series in source domain to assist in modeling the target time series by transfer learning technique, and then constructs the forecasting model by a pattern matching method called analog complexing. Finally, the discrete particle swarm optimization algorithm is introduced to find the optimal match between the two important parameters in TF-DPSO. The container throughput time series of two im portant ports in China, Shanghai Port and Ningbo Port are used for empirical analysis, and the results show the effectiveness of the proposed model.

关键词： Analog complexing container throughput forecasting discrete particle swarm optimiza-tion transfer forecasting model.

An Improvement to Multiple Criteria ABC Inventory Classification Using Shannon Entropy

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Journal of Systems Science & Complexity 2017年第4期30卷 857-865页

作者： ZHENG Shanshan FU Yelin LAI kin Keung LIANG Liang School of Public Affairs University of Science and Technology of China Department of Industrial and Manufacturing Systems Engineering University of Hong Kong School of Finance Jiangxi University of Finance and Economics International Business School Shaanxi Normal University School of Management Hefei University of Technology

This paper extends the Ng-model [Ng, 2007] for multiple criteria ABC inventory classification based upon Shannon entropy. The proposed approach determines the common weights associated with all criteria importance rankings, and provides a comprehensive scoring scheme by aggregating all rankings of the criteria importance. A numerical illustration is presented to compare the model with previous studies.

关键词： Inventory multiple criteria analysis Shannon entropy.

A Hybrid Approach for Studying the Lead-Lag Relationships Between China’s Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events

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Journal of Systems Science & Complexity 2018年第3期31卷 734-749页

作者： WEI Yunjie WEI Qi WANG Shouyang LAI kin Keung Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100190 China Center for Forecasting Science Chinese Academy of Sciences Beijing 100190 China Department of Management Sciences City University of Hong Kong Hong Kong China School of Finance Central University of Finance and Economics Beijing 100081 China China Great Wall Asset Management Corporation Beijing 100045 China International Business School Shaanxi Normal University Xi'an 710119 China Department of Industrial and Manufacturing Systems Engineering Hong Kong University Hong Kong China

Understanding the characteristics of the dynamic relationship between the onshore Ren- minbi （CNY） and the offshore Renminbi （CNH） exchange rates considering the impact of some extreme events is very important and it has wide implications in several areas such as hedging. For better esti- mating the dynamic relationship between CNY and CNH, the Granger-causality test and Bry-Boschan Business Cycle Dating Algorithm were employed in this paper. Due to the intrinsic complexity of the lead-lag relationships between CNY and CNH, the empirical mode decomposition （EMD） algorithm is used to decompose those time series data into several intrinsic mode function （IMF） components and a residual sequence, from high to low frequency. Based on the frequencies, the IMFs and a residual sequence are combined into three components, identified as short-term composition caused by some market activities, medium-term composition caused by some extreme events and the long-term *** empirical results indicate that when it only matters the short-term market activities, CNH always leads CNY; while the medium-term impact caused by those extreme events may alternate the lead-lag relationships between CNY and CNH.

关键词： CNH CNY EMD lead-lag relationship onshore and offshore markets

A Local Deviation Constraint Based Non-Rigid Structure From Motion Approach

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IEEE/CAA Journal of Automatica Sinica 2020年第5期7卷 1455-1464页

作者： Xia Chen Zhan-Li Sun kin-Man Lam Zhigang Zeng School of Electrical Engineering and Automation Anhui UniversityHefei 230601China Department of Electronic and Information Engineering The Hong Kong Polytechnic UniversityHong Kong 999077China School of Artificial Intelligence and Automation Huazhong University of Science and TechnologyWuhan 430074China IEEE

In many traditional non-rigid structure from motion(NRSFM)approaches,the estimation results of part feature points may significantly deviate from their true values because only the overall estimation error is considered in their *** at solving this issue,a local deviation-constrained-based column-space-fitting approach is proposed in this paper to alleviate estimation *** our work,an effective model is first constructed with two terms:the overall estimation error,which is computed by a linear subspace representation,and a constraint term,which is based on the variance of the reconstruction error for each ***,an augmented Lagrange multipliers(ALM)iterative algorithm is presented to optimize the proposed ***,a convergence analysis is performed with three steps for the optimization *** both the overall estimation error and the local deviation are utilized,the proposed method can achieve a good estimation performance and a relatively uniform estimation error distribution for different feature *** results on several widely used synthetic sequences and real sequences demonstrate the effectiveness and feasibility of the proposed algorithm.

关键词： Augmented Lagrange multipliers(ALM) columnspacefitting non-rigid structure from motion(NRSFM)

Multi scale risk measurement in electricity market:a wavelet based value at risk approach

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Journal of Southeast University(English Edition) 2008年第S1期24卷 54-59页

作者： Guu Sy-Ming Lai kin Keung College of Management Yuan Ze University School of Business Administration Hunan University

Value at risk (VaR) is adopted to measure the risk level in the electricity market. To estimate VaR at higher accuracy and reliability, the wavelet variance decomposed approach for value at risk estimates (WVDVaR) is proposed. Empirical studies conduct in five Australian electricity markets, which evaluate the performances of both the proposed approach and the traditional ARMA-GARCH approach using the Kupiec backtesting procedure. Experimental results suggest that the proposed approach measures electricity market risks at higher accuracy and reliability than the bench mark ARMA-GARCH approach, as indicated by the higher p values during the Kupiec backtesting procedure. In addition, the new approach also provides more insight into the risk evolution process over time and helps in adjusting VaR estimates to the time horizons that best suit investor interests. The distribution of risk according to investor preferences is shown by decomposing VaR across different time horizons. This also provides important information for the appropriate aggregation of risk measures based on investor investment preferences.

关键词： wavelet analysis value at risk risk management Australian electricity market