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How to Construct a Lower Risk FOF Based on Correlation Network? The Method of Principal Component Risk Parity Asset Allocation

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Journal of Systems Science & Complexity 2024年第3期37卷 1052-1079页

作者： BAI Wei ZHANG Junting liu Haifei liu Kai School of Management and Engineering Nanjing UniversityNanjing 210093China Postdoctoral Workstation of Bank of Jiangsu Co. LtdNanjing 210006China College of Finance Nanjing Agricultural UniversityNanjing 210095China University of Prince Edward Island 550 University AveCharlottetownPE C1A4P3Canada

In order to build a low-risk Fund of Funds(FOF), from the perspective of correlation, the principal component factor is used to improve the traditional risk parity model. Principal component analysis is used to decompose the underlying assets and generate unrelated principal component factors,and then the authors can construct a principal component risk parity portfolio. The proposed empirical results based on China’s mutual fund market show that the performance of principal component risk parity portfolio(PCRPP) is better than that of equal weight portfolio(EWP) and traditional risk parity portfolio(RPP). That is to say, not only the PCRPP in this paper has much lower risk than EWP and RPP, but also slightly better than EWP and RPP in terms of average return. Moreover, the study of dividing the underlying assets shows that the PCRPP in this paper is not sensitive to the underlying assets. The PCRPP in this paper is better than EWP and RPP for both the better performing funds and the worse performing funds. In addition, the empirical results on dynamic portfolio adjustments show that it is not appropriate to adjust asset allocation too frequently when the expected rate of return is calculated using the arithmetic mean.

关键词： Fund of funds(FOF) mutual funds portfolio risk principal component analysis risk parity portfolio

Cognitive Navigation for Intelligent Mobile Robots:A Learning-Based Approach With Topological Memory Configuration

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IEEE/CAA Journal of Automatica Sinica 2024年第9期11卷 1933-1943页

作者： Qiming liu Xinru Cui Zhe liu Hesheng Wang Department of Automation Shanghai Jiao Tong UniversityShanghai 200240China MoE Key Laboratory of Artificial Intelligence AI InstituteShanghai Jiao Tong UniversityShanghai 200240China Department of Automation Key Laboratory of System Control and Information Processing of Ministry of EducationKey Laboratory of Marine Intelligent Equipment and System of Ministry of EducationShanghai Engineering Research Center of Intelligent Control and ManagementShanghai Jiao Tong UniversityShanghai 200240China

Autonomous navigation for intelligent mobile robots has gained significant attention,with a focus on enabling robots to generate reliable policies based on maintenance of spatial *** this paper,we propose a learning-based visual navigation pipeline that uses topological maps as memory *** introduce a unique online topology construction approach that fuses odometry pose estimation and perceptual similarity *** tackles the issues of topological node redundancy and incorrect edge connections,which stem from the distribution gap between the spatial and perceptual ***,we propose a differentiable graph extraction structure,the topology multi-factor transformer(TMFT).This structure utilizes graph neural networks to integrate global memory and incorporates a multi-factor attention mechanism to underscore elements closely related to relevant target cues for policy *** from photorealistic simulations on image-goal navigation tasks highlight the superior navigation performance of our proposed pipeline compared to existing memory *** validation through behavior visualization,interpretability tests,and real-world deployment further underscore the adapt-ability and efficacy of our method.

关键词： Graph neural networks(GNNs) spatial memory topological map visual navigation

A combinatorial synthesis method for identification of orally bioavailable cyclic peptide

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Science China Chemistry 2024年第8期67卷 2429-2430页

作者： Zhenzhen liu Li liu Bo Tang College of Chemistry Chemical Engineering and Materials ScienceKey Laboratory of Molecular and Nano ProbesMinistry of EducationCollaborative Innovation Center of Functionalized Probes for Chemical Imaging in Universities of ShandongInstitutes of Biomedical SciencesShandong Normal UniversityJinan 250014China Laoshan Laboratory Qingdao 266237China

Cyclic peptides are a type of polypeptide with macrocyclic structure formed by canonical and non-canonical amino *** to their rigid conformation and large surface area,cyclic peptides typically exhibit high binding affinity and specificity with target proteins,particularly those considered undruggable by traditional small molecule drugs,such as protein-protein interactions[1].Additionally,they are convenient to be chemical modified to improve the pharmacological or pharmacokinetic properties.

关键词： properties. canonical synthesis

Enlarged interlayer of separator coating enabling high-performance lithiumsulfur batteries

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Frontiers of Chemical Science and Engineering 2024年第2期18卷 103-112页

作者： Yanqi Feng Hui liu Xiaoting liu Qiongqiong Lu School of Materials&Environment Engineering Chengdu Technological UniversityChengdu 611730China School of Materials Science and Engineering Shaanxi Key Laboratory of Green Preparation and Functionalization for Inorganic MaterialsShaanxi University of Science and TechnologyXi’an 710021China Green Catalysis Center and College of ChemistryZhengzhou UniversityZhengzhou 450001China Institute of Materials Henan Key Laboratory of Advanced Conductor MaterialsHenan Academy of SciencesZhengzhou 450046China Leibniz Institute for Solid State and Materials Research(IFW) Dresden e.V.Dresden 01069Germany

Lithiumsulfur batteries have been intensively studied due to their high theoretical energy density and abundant sulfur resources. However, their commercial application is hindered by the low redox kinetics and high sulfur losses. In principle, in the design of cathodes and separators, the adsorption toward lithium-polysulfides should be enhanced and the conversion of soluble high-order lithium-polysulfides should be catalyzed. Herein, a KV_(3)O_(8)·0.75H_(2)O separator is designed as an effective lithium-polysulfides mediator in lithiumsulfur batteries. The intercalated K+ would enlarge the interlayer spacing of vanadium oxides, preventing the collapse of the layer structure and improving the electrical/ion conductivity of the interface. Moreover, the KV_(3)O_(8)·0.75H_(2)O modified separator possess a prior adsorption and high redox kinetics toward lithium-polysulfides due to the enhanced diffusion kinetics, which guarantees the high-rate capability and efficient utilization of sulfur. As a result, lithiumsulfur batteries exhibit a high capacity of 1362 mAh·g^(-1) and a long lifespan with a low capacity loss of 0.073% per cycle. This work may provide an alternative way to establish a functional separator to balance the adsorption and conversion of polysulfides during the redox back and forth.

关键词： lithium kinetics adsorption

Removal of Cr(Ⅵ)by glutaraldehyde-crosslinked chitosan encapsulating microscale zero-valent iron:Synthesis,mechanism,and longevity

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Journal of Environmental Sciences 2024年第8期142卷 115-128页

作者： Yijun Duan Fang liu Xiang liu Miao Li School of Environment Tsinghua UniversityBeijing 100084China Transportation Institute of Inner Mongolia University Hohhot 010070China

Microscale zero-valent iron(mZVI)has shown great potential for groundwater Cr(Ⅵ)***,low Cr(Ⅵ)removal capacity caused by passivation restricted the wide use of *** prepared mZVI/GCS by encapsulating mZVI in a porous glutaraldehydecrosslinked chitosan matrix,and the formation of the passivation layer was alleviated by reducing the contact between zero-valent iron *** average pore diameter of mZVI/GCS was 8.775 nm,which confirmed the mesoporous characteristic of this *** of batch experiments demonstrated that mZVI/GCS exhibited high Cr(Ⅵ)removal efficiency in a wide range of pH(2-10)and temperature(5-35℃).Common groundwater coexisting ions slightly affected m ZVI/*** material showed great reusability,and the average Cr(Ⅵ)removal efficiency was 90.41%during eight *** this study,we also conducted kinetics and isotherms ***-second-order model was the most matched kinetics *** Cr(Ⅵ)adsorption process was fitted by both Langmuir and Freundlich isotherms models,and the maximum Langmuir adsorption capacity of m ZVI/GCS reached243.63 mg/g,which is higher than the adsorption capacities of materials reported in most of the previous ***,the column capacity for Cr(Ⅵ)removal of a mZVI/GCS-packed column was 6.4 times higher than that of a mZVI-packed column in a 50-day ***,mZVI/GCS with a porous structure effectively relieved passivation problems of mZVI and showed practical application prospects as groundwater Cr(Ⅵ)remediation material with practical application prospects.

关键词： Chitosan Glutaraldehyde mZVI Cr(Ⅵ) Groundwater

Time-history performance optimization of flapping wing motion using a deep learning based prediction model

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Chinese Journal of Aeronautics 2024年第5期37卷 317-331页

作者： Tianqi WANG liu liu Jun LI Lifang ZENG School of Aeronautics and Astronautics Zhejiang UniversityHangzhou 310027China Huanjiang Laboratory Zhuji 311800China

Flapping Wing Micro Aerial Vehicles(FWMAVs)have caused great concern in various fields because of their high efficiency and *** wing motion is a very important factor that affects the performance of the aircraft,and previous works have always focused on the time-averaged performance ***,the time-history performance is equally important in the design of motion mechanism and flight control *** this paper,a time-history performance optimization framework based on deep learning and multi-island genetic algorithm is presented,which is designed in order to obtain the optimal two-dimensional flapping wing ***,the training dataset for deep learning neural network is constructed based on a validated computational fluid dynamics *** aerodynamic surrogate model for flapping wing is obtained after the convergence of *** surrogate model is tested and proved to be able to accurately and quickly predict the time-history curves of lift,thrust and ***,the optimization framework is used to optimize the flapping wing motion in two specific cases,in which the optimized propulsive efficiencies have been improved by over 40%compared with the ***,a dimensionless parameter C_(variation)is proposed to describe the variation of the time-history characteristics,and it is found that C_(variation)of lift varies significantly even under close time-averaged *** the importance of time-history performance in practical applications,the optimization that integrates the propulsion efficiency as well as C_(variation)is carried *** final optimal flapping wing motion balances good time-averaged and time-history performance.

关键词： FWMAV Flapping wing motion Deep learning Unsteady aerodynamic performance Optimization Time-history curve

Thermoregulatory molecular sieving in crystals

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Science China Materials 2024年第10期67卷 3419-3420页

作者： Guozhen liu Wanqin Jin Gongping liu State Key Laboratory of Materials-Oriented Chemical Engineering College of Chemical EngineeringNanjing Tech UniversityNanjing 211800China

Sub-nanometer channels for the selective recognition of the components in chemical mixtures from others play a crucial role in the adsorption and membrane separation[1].It remains a grand challenge to separate small m... 详细信息

关键词： structure. molecular separation

Towards cultivar-oriented gene discovery for better crops

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The Crop Journal 2024年第3期12卷 670-675页

作者： Dengcai liu Triticeae Research Institute Sichuan Agricultural UniversityChengdu 611130SichuanChina

The continued expansion of the world population,increasingly inconsistent climate and shrinking agricultural resources present major challenges to crop ***,the increasing ability to discover and manipulate genes creates new opportunities to develop more productive and resilient *** genes have been described in papers as being beneficial for yield ***,few of them have been translated into increased yield on *** contrast,commercial breeders are facing gene decidophobia,i.e.,puzzled about which gene to choose for breeding among the many identified,a huge chasm between gene discovery and cultivar *** purpose of this paper is to draw attention to the shortfalls in current gene discovery research and to emphasise the need to align with cultivar *** methodology dictates that genetic studies not only focus on gene discovery but also pay good attention to the genetic backgrounds,experimental validation in relevant environments,appropriate crop management,and data *** close of the gaps should accelerate the application of molecular study in breeding and contribute to future global food security.

关键词： Cultivar innovation Data reusability Gene discovery Gene decidophobia Omnigenic model

Breakdown of effective medium theory:A study of photonic spin Hall effect in deep-subwavelength all-dielectric multilayers

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Science China(Physics,Mechanics & Astronomy) 2024年第4期67卷 173-174页

作者： Yongmin liu Department of Mechanical and Industrial Engineering Northeastern UniversityBoston 02115USA Department of Electrical and Computer Engineering Northeastern UniversityBoston 02115USA

Effective medium theory(EMT)has been widely applied in material science,electromagnetics and photonics to determine the effective material properties for inhomogeneous composites comprising subwavelength *** versatility of this foundational approach has been established through its application in classical Maxwell-Garnet models,which encompass relatively simple structures。

关键词： composites theory dielectric