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Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation

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Journal of Systems Science & Complexity 2023年第1期36卷 328-359页

作者： lei Ziqi ZHOU Qing wu Weixing WANG Zengwu School of Science Beijing University of Posts and TelecommunicationsBeijing 100876China Research Center of Applied Finance and School of Finance and Banking University of International Business and EconomicsBeijing 100029China Institute of Finance and Banking Chinese Academy of Social SciencesBeijing 100029China

This paper presents two new versions of uncertain market models for valuing vulnerable European call *** dynamics of underlying asset,counterparty asset,and corporate liability are formulated on the basis of uncertain differential equations and uncertain fractional differential equations of Caputo type,respectively,and the solution to an uncertain fractional differential equation of Caputo type is presented by employing the Mittag-Leffler function andα-***,the pricing formulas of vulnerable European call option based on the proposed models are investigated as well as some *** numerical experiments are performed to verify the effectiveness of the results.

关键词： α-path uncertainty uncertain fractional differential equation vulnerable option pricing

Fault diagnosis of HVAC system with imbalanced data using multi-scale convolution composite neural network

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Building Simulation 2024年第3期17卷 371-386页

作者： Rouhui wu Yizhu Ren Mengying Tan lei Nie School of Mechanical Engineering Hubei University of TechnologyWuhan430068China Industrial Research Institute of Xiangyang Hubei University of Technology Xiangyang441100China

Accurate fault diagnosis of heating,ventilation,and air conditioning(HVAC)systems is of significant importance for maintaining normal operation,reducing energy consumption,and minimizing maintenance ***,in practical applications,it is challenging to obtain sufficient fault data for HVAC systems,leading to imbalanced data,where the number of fault samples is much smaller than that of normal ***,most existing HVAC system fault diagnosis methods heavily rely on balanced training sets to achieve high fault diagnosis ***,to address this issue,a composite neural network fault diagnosis model is proposed,which combines SMOTETomek,multi-scale one-dimensional convolutional neural networks(M1DCNN),and support vector machine(SVM).This method first utilizes SMOTETomek to augment the minority class samples in the imbalanced dataset,achieving a balanced number of faulty and normal ***,it employs the M1DCNN model to extract feature information from the augmented ***,it replaces the original Softmax classifier with an SVM classifier for classification,thus enhancing the fault diagnosis *** the SMOTETomek-M1DCNN-SVM method,we conducted fault diagnosis validation on both the ASHRAE RP-1043 dataset and experimental dataset with an imbalance ratio of 1:*** results demonstrate the superiority of this approach,providing a novel and promising solution for intelligent building management,with accuracy and F1 scores of 98.45%and 100%for the RP-1043 dataset and experimental dataset,respectively.

关键词： fault diagnosis chiller imbalanced data SMOTETomek multi-scale neural networks

Soft transmission of 3D video for low power and low complexity scenario

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Digital Communications and Networks 2023年第3期9卷 769-778页

作者： Ao Li Taihai Yang Wenxin wu lei Luo School of Communications and Information Engineering Chongqing University of Posts and TelecommunicationsChongqing400065China School of Computer Science and Technology East China Normal UniversityShanghai200062China School of Information and Communication Engineering University of Electronic Science and Technology of ChinaChengdu611731China

Thanks to the rapid development of naked-eye 3D and wireless communication technology,3D video related applications on mobile devices have attracted a lot of ***,the time-varying characteristics of the wireless channel is very challenging for conventional source-channel coding based transmission ***,the high complexity of source-channel coding based transmission scheme is undesired for low power mobile *** advanced transmission scheme named Softcast was proposed to achieve efficient transmission performance for 2D image/***,it cannot be directly applied to wireless 3D video transmission with high *** paper proposes a more efficient soft transmission scheme for 3D video with a graceful quality adaptation within a wide range of channel Signal-to-Noise Ratio(SNR).The proposed method first extends the linear transform to 4 dimensions with additional view dimension to eliminate the view redundancy,and then metadata optimization and chunk interleaving are designed to further improve the transmission ***,a synthesis distortion based chunk discard strategy is developed to improve the overall 3D video quality under the condition of limited *** experimental results demonstrate that the proposed method significantly improves the 3D video transmission performance over the wireless channel for low power and low complexity scenarios.

关键词： Softcast Low power 3D video Wireless

Exploiting user behavior learning for personalized trajectory recommendations

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Frontiers of Computer Science 2022年第3期16卷 141-152页

作者： Xiao PAN lei wu Fenjie LONG Ang MA School of Economics and Management Shijiazhuang Tiedao UniversityShijiazhuang 050043China

With increasing popularity of mobile devices and flourish of social networks,a large number of trajectory data is *** data contains a wealth of information,including spatiality,time series,and other external descriptive attributes(i.e.,travelling mode,activities,etc.).Trajectory recommendation is especially important to users for finding the routes meeting the user’s travel needs *** existing trajectory recommendation works return the same route to different users given an origin and a ***,the users’behavior preferences can be learned from users’historical multi-attributes *** this paper,we propose two novel personalized trajectory recommendation methods,i.e.,user behavior probability learning based on matrix decomposition and user behavior probability learning based on Kernel density *** transform the route recommendation problem to a shortest path problem employing Bayesian probability *** the user input(i.e.,an origin and a destination),the trajectory query is performed on a behavior graph based on the learned behavior probability ***,a series of experiments on two real datasets validate the effectiveness of our proposed methods.

关键词： trajectory recommendation big trajectory data trajectory computing geo-social networks

Rectangling irregular videos by optimal spatio-temporal warping

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Computational Visual Media 2022年第1期8卷 93-103页

作者： Jin-Liang wu Jun-Jie Shi lei Zhang The 54th Research Institute of CETC Shijiazhuang 050050China School of Computer Science Beijing Institute of TechnologyBeijing 100081China.

Image and video processing based on geometric principles typically changes the rectangular shape of video frames to an irregular shape. This paper presents a warping based approach for rectangling such irregular frame boundaries in space and time, i.e., making them rectangular again. To reduce geometric distortion in the rectangling process, we employ contentpreserving deformation of a mesh grid with line structures as constraints to warp the frames. To conform to the original inter-frame motion, we keep feature trajectory distribution as constraints during motion compensation to ensure stability after warping the frames. Such spatially and temporally optimized warps enable the output of regular rectangular boundaries for the video frames with low geometric distortion and jitter. Our experiments demonstrate that our approach can generate plausible video rectangling results in a variety of applications.

关键词： rectangling warping content-preserving

Transport of Propylene Carbonate-LiTFSI Electrolytes in P(VDF-HFP)Using Time-resolved ATR-FTIR Spectroscopy:Diffusion Coefficients and Molecular Interactions

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Chinese Journal of Polymer Science 2021年第8期39卷 975-983,I0005页

作者： Hui-Xian Li lei Hou Pei-Yi wu National Engineering Research Center for Dyeing and Finishing of Textiles College of ChemistryChemical Engineering and BiotechnologyDonghua UniversityShanghai 201620China

The time-resolved attenuated total reflectance-Fourier transform infrared(ATR-FTIR)spectroscopy is employed to investigate the transport mechanism of gel electrolytes by monitoring the diffusion behavior of propylene carbonate-lithium bis(trifluoromethylsulfonyl)imide(PC-LiTFSI)solution through poly(vinylidene fluoride-co-hexafluoropropylene)(P(VDF-HFP))*** behavior has been observed for both TFSr and *** temperature leads to faster diffusion of TFSI'and PC,which could be related to the increased free volume in P(VDF-HFP)matrix and rapid molecular movements upon *** molecular interactions among LiTFSI,PC and P(VDF-HFP)have been *** the diffusion process,PC molecules,in the form of small clusters,can firstly diffuse through the P(VDF-HFP)film and interact with P(VDF-HFP)by dipole-dipole interaction,acting as the ***,Li+diffuses into P(VDF-HFP)with the help of ion-dipole interactions between Li+and C=0 of ***,TFSI-diffuses through the polymer matrix in solvation *** addition,slight ion-dipole interactions between Li+and P(VDF-HFP)have been observed as *** in this work contribute to a better understanding of transport process in gel polymer electrolytes for lithium-ion batteries and support the development of improved gel polymer electrolytes by rationally regulating molecular interactions.

关键词： ATR-FTIR spectroscopy Gel polymer electrolyte Transport mechanism Molecular interaction Diffusion coefficient

Effects of pellet surface roughness and pre-oxidation temperature on CMAS corrosion behavior of Ti_(2)AlC

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Journal of Advanced Ceramics 2022年第6期11卷 945-960页

作者： lei GUO Guang LI Jing wu Xiaohui WANG School of Materials Science and Engineering Tianjin UniversityTianjin 300072China Tianjin Key Laboratory of Advanced Joining Technology Key Lab of Advanced Ceramics and Machining Technology of Ministry of EducationTianjin 300072China School of Materials Science and Engineering Shenyang Ligong UniversityShenyang 110159China Shenyang National Laboratory for Materials Science Institute of Metal ResearchChinese Academy of SciencesShenyang 110016China

Calcium–magnesium–alumina–silicate(CMAS)corrosion is a serious threat to thermal barrier coatings(TBCs).Ti_(2)AlC has been proven to be a potential protection layer material for TBCs to resist CMAS *** this study,the effects of the pellet surface roughness and temperature on the microstructure of the pre-oxidation layer and CMAS corrosion behavior of Ti_(2)AlC were *** results revealed that pre-oxidation produced inner Al_(2)O_(3)layer and outer TiO_(2)clusters on the pellet *** content of TiO_(2)decreased with decreasing pellet surface roughness and increased along with the pre-oxidation *** thickness of Al_(2)O_(3)layer is also positively related to the pre-oxidation *** Ti_(2)AlC pellets pre-oxidized at 1050℃could effectively resist CMAS corrosion by promoting the crystallization of anorthite(CaAl_(2)Si_(2)O_(8))from the CMAS melt rapidly,and the resistance effectiveness increased with the pellet surface ***,the CMAS layer mainly spalled off at the interface of CaAl_(2)Si_(2)O_(8)/Al_(2)O_(3)layer after thermal cycling tests coupled with CMAS *** Al_(2)O_(3)layer grown on the rough interface could combine with the pellets tightly during thermal cycling tests,which was attributed to obstruction of the rough interface to crack propagation.

关键词： thermal barrier coatings(TBCs) Ti2AlC surface roughness pre-oxidation temperature calcium-magnesium-alumina-silicate(CMAS)corrosion thermal cycling

Boron nitride silicone rubber composite foam with low dielectric and high thermal conductivity

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Chinese Journal of Chemical Engineering 2024年第4期68卷 224-230页

作者： Shuilai Qiu Hang wu Fukai Chu lei Song College of Safety and Ocean Engineering China University of Petroleum-BeijingBeijing 102249China State Key Laboratory of Fire Science University of Science and Technology of ChinaHefei 230026China

Silicone rubber(SR)is widely used in the field of electronic packaging because of its low dielectric *** this work,the porosity of the SR was improved,and the dielectric constant of the SR foam was reduced by adding expanded microspheres(EM).Then,the thermal conductivity of the system was improved by combining the modified boron nitride(f-BN).The results showed that after the f-BN was added,the dielectric constant and dielectric loss were much lower than those of pure ***-sized modified boron nitride(f-mBN)improved the dielectric and thermal conductivity of the SR foam better than that of nano-sized modified boron nitride(f-nBN),but f-nBN improved the volume resistivity,tensile strength,and thermal stability of the SR better than *** the mass ratio of f-mBN and fnBN is 2:1,the thermal conductivity of the SR foam reaches the maximum value of 0.808 W·m^(-1)·K^(-1),which is 6.5 times that before the *** heat release rate and fire growth index are the lowest,and the improvement in flame retardancy is mainly attributed to the high thermal stability and physical barrier of f-BN.

关键词： Foam Composites Dielectric properties Thermal conductivity Mechanical properties Flame retardant

Flow behavior in microchannel made of different materials with wall slip velocity and electro-viscous effects

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Acta Mechanica Sinica 2010年第1期26卷 73-80页

作者： lei Wang Jiankang wu Department of Mechanics Huazhong University of Science and Technology Wuhan National Laboratory of Optoelectronics 430074 Wuhan China

In a microfluidic system, flow slip velocity on a solid wall can be the same order of magnitude as the average velocity in a microchannel. The flow-electricity interaction in a complex microfluidic system subjected to joint action of wall slip and electro-viscous effect is an important topic. This paper presents an analytic solution of pressuredriven liquid flow velocity and flow-induced electric field in a two-dimensional microchannel made of different materials with wall slip and electro-viscous effects. The Poisson- Boltzmann equation and the Navier-Stokes equation are solved for the analytic solutions. The analytic solutions agree well with the numerical solutions. It was found that the wall slip amplifies the fow-induced electric field and enhances the electro-viscous effect on flow. Thus the electro-viscous effect can be significant in a relatively wide microchannel with relatively large kh, the ratio of channel width to thickness of electric double layer, in comparison with the channel without wall slip.

关键词： Microchannel Wall slip - Electro-viscous effects