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Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations

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Journal of Systems Science & Complexity 2019年第3期32卷 789-802页

作者： liu ruyi WU Zhen School of Mathematics and Zhongtai Securities Institute for Financial Studies Shandong University

This paper studies the well-posedness of fully coupled linear forward-backward stochastic differential equations (FBSDEs). The authors introduce two main methods-the method of continuation under monotonicity conditions and the unified approach-to ensure the existence and uniqueness of solutions of fully coupled linear FBSDEs. The authors show that the first method (the method of continuation under monotonicity conditions) can be deduced as a special case of the second method (the unified approach). An example is given to illustrate it in linear FBSDEs case. And then, a linear transformation method in virtue of the non-degeneracy of transformation matrix is introduced for cases that the linear FBSDEs can not be dealt with by the the method of continuation under monotonicity conditions and the unified approach directly. As a powerful supplement to the the method of continuation under monotonicity conditions and the unified approach, linear transformation method overall develops the well-posedness theory of fully coupled linear forward-backward stochastic differential equations which have potential applications in optimal control and partial differential equation theory.

关键词： Forward-backward stochastic differential equations linear transformation monotonicity conditions optimal control theory unified approach

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液冷型燃料电池热管理子系统建模与控制研究

电源技术 2024年第4期48卷 701-710页

作者：刘如意王哲李玲莲姜挥同济大学汽车学院上海201804 上海卡鲁自动化科技有限公司上海200439

温度是影响燃料电池系统性能的关键因素之一,利用热管理子系统实现良好的温度控制是提高燃料电池性能及寿命的重要手段。针对液冷型燃料电池热管理子系统,在分析其结构及工作原理的基础上,利用机理及经验公式建立完整的热管理系统模型,... 详细信息

温度是影响燃料电池系统性能的关键因素之一,利用热管理子系统实现良好的温度控制是提高燃料电池性能及寿命的重要手段。针对液冷型燃料电池热管理子系统,在分析其结构及工作原理的基础上,利用机理及经验公式建立完整的热管理系统模型,并利用该模型分析燃料电池的温度特性,仿真结果表明合适的温度能够有效提高系统性能。制定相应的控制策略实时调节冷却系统进而实现电堆温度控制,采用流量跟随的方法削弱了控制变量间的耦合作用,仿真结果表明该控制策略能够实现电堆温度的有效控制,在负载连续变化的情况下将出口温度及温差稳定在理想范围内。

关键词：燃料电池热管理系统建模温度控制

Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon

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Journal of Systems Science & Complexity 2023年第2期36卷 457-479页

作者： CHEN Tian liu ruyi WU Zhen Zhongtai Securities Institute for Financial Studies Shandong UniversityJinan 250100China School of Mathematics and Statistics University of SydneyNSW 2006Australia School of Mathematics Shandong UniversityJinan 250100China

This paper considers a continuous-time mean-variance portfolio selection with regime-switching and random *** previous works,the dynamic of assets are described by non-Markovian regime-switching models in the sense that all the market parameters are predictable with respect to the filtration generated jointly by Markov chain and Brownian *** Markov chain is assumed to be independent of Brownian motion,thus the market is *** authors formulate this problem as a constrained stochastic linear-quadratic optimal control *** authors derive closed-form expressions for both the optimal portfolios and the efficient *** the results are different from those in the problem with fixed time horizon.

关键词： Backward stochastic differential equation mean-variance portfolio selection random time horizon stochastic LQ control

An optimal pricing policy under a Markov chain model

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Science China Mathematics 2022年第5期65卷 1065-1080页

作者： ruyi liu Jingzhi Tie Zhen Wu Qing Zhang School of Mathematics Shandong UniversityJinan 250100China Department of Mathematics University of GeorgiaAthensGA 30602USA

This paper is about an optimal pricing control under a Markov chain *** objective is to dynamically adjust the product price over time to maximize a discounted reward *** is shown that the optimal control policy is of... 详细信息

关键词： pricing control Markov chain model threshold policy

Malware Detection Algorithm Based on the Attention Mechanism and ResNet

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Chinese Journal of Electronics 2020年第6期29卷 1054-1060页

作者： WANG Lele WANG Binqiang ZHAO Peipei liu ruyi liu Jiangang MIAO Qiguang Institute of Information Technology Information Engineering University School of Computer Science and Technology Xidian University Nanjing Institute of Information Technology

The cost of misclassifying a malware program as normal is often higher than that of misclassifying a normal program as ***,how to improve the detection accuracy of malware programs is a very important *** paper proposes a deep learning malware program detection algorithm based on attention *** 2 Vec model is used to map the Application programming interface(API) into word vectors,and all word vectors of each sample are arranged into a matrix with the same *** this basis,residual network is used to extract features of *** features are input into the attention mechanism to learn the similarity between ***,the features are weighted with the similarity to obtain the new features with better *** new features and the original features are added element by element to obtain the sample features more suitable for ***,samples are classified by *** show that the classification effect of the proposed method is better than that of the traditional machine learning method.

关键词： application program interfaces feature extraction invasive software learning (artificial intelligence) pattern classification text analysis machine learning method API deep learning malware program detection accuracy normal program malware detection algorithm sample features word vectors application programming interface word2Vec model attention mechanism Malware program Word2Vec Residual network structure Self-attention mechanism

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基于有限元模型的人行悬索桥舒适度检测研究

江西建材 2024年第5期 95-97,100页

作者：向艳国陈法辉刘如意深圳高速工程检测有限公司广东深圳518000

文中阐述了人行悬索桥舒适度评估的重要性和必要性,以某人行天桥工程为例,建立了人行悬索桥的有限元空间模型,在行人荷载激励作用下进行自振特性和加速度分析,旨在对基于有限元模型的人行悬索桥舒适度进行研究,为同类型人行悬索桥舒适... 详细信息

文中阐述了人行悬索桥舒适度评估的重要性和必要性,以某人行天桥工程为例,建立了人行悬索桥的有限元空间模型,在行人荷载激励作用下进行自振特性和加速度分析,旨在对基于有限元模型的人行悬索桥舒适度进行研究,为同类型人行悬索桥舒适度评价提供参考。

关键词：结构模型悬索桥人行天桥舒适度有限元

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视觉工作记忆中干扰对回溯线索收益的影响

四川师范大学学报（自然科学版） 2024年第2期47卷 179-187页

作者：潘志虎刘茹邑郭利静叶超雄四川师范大学脑与心理科学研究院四川成都610066 于韦斯屈莱大学心理学系芬兰于韦斯屈莱40014

视觉工作记忆容量有限,必须通过注意来选择任务相关的视觉信息进行编码和维护.回溯线索引导内部注意选择性地集中于视觉工作记忆中的相关心理表征,被回溯线索提示的记忆表征相对于未被提示的记忆表征有着质与量上的提升,前人称之为回溯... 详细信息

视觉工作记忆容量有限,必须通过注意来选择任务相关的视觉信息进行编码和维护.回溯线索引导内部注意选择性地集中于视觉工作记忆中的相关心理表征,被回溯线索提示的记忆表征相对于未被提示的记忆表征有着质与量上的提升,前人称之为回溯线索收益.众多学者使用带有回溯线索的变化检测或回忆报告任务在记忆阵列消失后呈现干扰,研究干扰对回溯线索收益的影响,但这方面的结论仍然存在不同的结果.主要梳理前人相关研究,提出4个可能的影响因素(外部干扰、内部干扰、干扰时程、线索类型)来解释以往研究的不同结果产生的原因,并构建干扰影响回溯线索收益的认知模型.

关键词：视觉工作记忆回溯线索收益干扰

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Optical coherence tomography angiography metrics in different stages of diabetic macular edema

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Eye and Vision 2024年第3期10卷 13-20页

作者： ruyi Han Ruowen Gong Wei liu Gezhi Xu Eye Institute and Department of Ophthalmology Eye and ENT Hospital of Fudan University83 Fenyang RoadShanghai200031People’s Republic of China Key Laboratory of Visual Impairment and Restoration Fudan UniversityShanghaiPeople’s Republic of China Key Laboratory of Myopia(Fudan University) Chinese Academy of Medical SciencesNational Health CommissionShanghaiPeople’s Republic of China

Background To investigate the optical coherence tomography angiography(OCTA)characteristics of diabetic macular edema(DME)at different *** This study was a cross-sectional *** diagnosed with DME were *** was classified into early,advanced,and severe *** vessel density(VD)in the superficial vascular plexus(SVP),deep vascular plexus(DVP)and foveal avascular zone(FAZ)parameters,including FAZ area,FAZ perimeter,acircularity index and foveal VD in a 300-μm-wide region around the FAZ(FD-300),were calculated by the AngioVue software.A multivariate generalized estimating equation was used to evaluate the associations between visual acuity and OCTA *** Ninety-two eyes from 74 patients with DME were included in this *** to early(P=0.006)and advanced DME(P=0.003),the acircularity index was higher in severe *** whole and parafoveal VD in the DVP decreased in eyes with severe DME compared to early DME(P=0.018,P=0.005,respectively)and advanced DME(P=0.035,P=0.012,respectively).In the multivariate generalized estimating equation,DME severity,FAZ area and foveal thickness were positively associated with worse visual acuity(P=0.001,P=0.007 and P=0.001,respectively).Conclusion Compared to early and advanced DME,severe DME showed increased irregularity in the FAZ and more extensive vessel damage in the *** severity level of DME,larger FAZ area,and increased foveal thickness could be risk factors for poor visual *** registration The protocol was published in the Chinese Clinical Trial Registry(ChiCTR2000033082).

关键词： Optical coherence tomography angiography Diabetic macular edema Vessel density Acircularity index

Impacts of agri-food e-commerce on traditional wholesale industry:Evidence from China

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Journal of Integrative Agriculture 2024年第4期23卷 1409-1428页

作者： ruyi Yang Jifang liu Shanshan Cao Wei Sun Fantao Kong Institute of Agricultural Information Chinese Academy of Agricultural SciencesBeijing 100081China Institute of Special Animal and Plant Sciences Chinese Academy of Agricultural SciencesChangchun 130112China

Rapidly expanding studies investigate the effects of e-commerce on company operations in the retail ***,the interaction between agri-food e-commerce(AEC)and the traditional agri-food wholesale industry(AWI)has not received enough attention in the existing *** on the provincial panel data from 2013 to 2020 in China,this paper examines the effect of AEC on AWI,comprising three dimensions:digitalization(DIGITAL),agrifood e-commerce infrastructure and supporting services(AECI),and agri-food e-commerce economy(AECE).First,AWI and AEC are measured using an entropy-based combination of *** results indicate that for China as a whole,AWI has remained practically unchanged,whereas AEC exhibits a significant rising ***,the findings of the fixed-effect regression reveal that DIGITAL and AECE tend to raise AWI,whereas AECI negatively affects ***,threshold regression results indicate that AECI tends to diminish AWI with three-stage inhibitory intensity,which manifests as a first increase and then a drop in the inhibition *** results suggest that with the introduction of e-commerce for agricultural product circulation,digital development will have catfish effects that tend to stimulate the vitality of the conventional wholesale industry and promote technical ***,the traditional wholesale industry benefits financially from e-commerce even while it diverts part of the traditional wholesale circulation for agricultural products.

关键词： agri-food e-commerce traditional wholesale industry panel threshold model dual-channel circulation