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Exploring Long-Memory Process in the Prediction of Interval-Valued Financial Time Series and Its Application

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Journal of Systems Science & Complexity 2024年第2期37卷 759-775页

作者： shen Tingting TAO Zhifu CHEN Huayou School of Economics Anhui UniversityHefei 230601China Center for Financial and Statistical Research Anhui UniversityHefei 230061China Stony Brook Institute at Anhui University Anhui UniversityHefei 230601China Center for Applied Mathematics Anhui UniversityHefei 230601China

Long-memory process has been widely studied in classical financial time series analysis,which has merely been reported in the field of interval-valued financial time *** aim of this paper is to explore long-memory process in the prediction of interval-valued time series(IvTS).To model the long-memory process,two novel interval-valued time series prediction models named as interval-valued vector autoregressive fractionally integrated moving average(IV-VARFIMA)and ARFIMAX-FIGARCH were *** the developed long-memory pattern,both of the short term and long-term influences contained in IvTS can be *** an application of the proposed models,interval-valued form of WTI crude oil futures price series is *** to current IvTS prediction models,IV-VARFIMA and ARFIMAX-FIGARCH can provide better in-sample and out-of-sample forecasts.

关键词： ARFIMAX-FIGARCH interval-valued time series IV-VARFIMA long-memory process WTI crude oil futures price

H_(∞)/Passive Synchronization of Semi-Markov Jump Neural Networks Subject to Hybrid Attacks via an Activation Function Division Approach

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Journal of Systems Science & Complexity 2024年第3期37卷 1023-1036页

作者： ZHANG Ziwei shen Hao SU Lei School of Electrical and Information Engineering Anhui University of TechnologyMa'anshan 243002China Anhui Province Key Laboratory of Special Heavy Load Robot and School of Electrical and Information Engineering Anhui University of TechnologyMa'anshan243002China

In this work,an H_(∞)/passive-based secure synchronization control problem is investigated for continuous-time semi-Markov neural networks subject to hybrid attacks,in which hybrid attacks are the combinations of denial-of-service attacks and deception attacks,and they are described by two groups of independent Bernoulli *** this foundation,via the Lyapunov stability theory and linear matrix inequality technology,the H_(∞)/passive-based performance criteria for semi-Markov jump neural networks are ***,an activation function division approach for neural networks is adopted to further reduce the conservatism of the ***,a simulation example is provided to verify the validity and feasibility of the proposed method.

关键词： Activation function division approach deception attacks denial-of-service attacks H_(∞)/passive synchronization semi-Markov jump neural networks

Study of primordial deuterium abundance in Big Bang nucleosynthesis

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Nuclear Science and Techniques 2024年第3期35卷 208-215页

作者： Zhi-Lin shen Jian-Jun He Key Laboratory of Beam Technology of Ministry of Education College of Nuclear Science and TechnologyBeijing Normal UniversityBeijing 100875China Institute of Radiation Technology Beijing Academy of Science and TechnologyBeijing 100875China

Big Bang nucleosynthesis(BBN)theory predicts the primordial abundances of the light elements^(2) H(referred to as deuterium,or D for short),^(3)He,^(4)He,and^(7) Li produced in the early *** these,deuterium,the first nuclide produced by BBN,is a key primordial material for subsequent *** date,the uncertainty in predicted deuterium abundance(D/H)remains larger than the observational *** this study,the Monte Carlo simulation code PRIMAT wa. used to investigate the sensitivity of 11 important BBN reactions to deuterium *** found that the reaction rate uncertainties of the four reactions d(d,n)^(3)He,d(d,p)t,d(p,γ)^(3)He,and p(n,γ)d had the largest influence on the calculated D/H ***,the calculated D/H uncertainty cannot reach observational precision even with the recent LUNA precise d(p,γ)^(3) He *** the nuclear physics aspect,there is still room to largely reduce the reaction-rate uncertainties;hence,further measurements of the important reactions involved in BBN are still necessary.A photodisintegration experiment will be conducted at the Shanghai Laser Electron Gamma Source Facility to precisely study the deuterium production reaction of p(n,γ)d.

关键词： Big Bang nucleosynthesis Abundance of deuterium Reaction cross section Reaction rate Monte Carlo method

Investigation of Ce/BEA as a passive NO_(x)adsorber:*** aging deactivation mechanism

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Journal of Rare Earths 2024年第8期42卷 1524-1530,I0004页

作者： Yiying Ding Minghui Yu Xiaojie Yu Meiqing shen Jianqiang wa.g Jun wa.g Gurong shen School of Chemical Engineering and Technology Tianjin UniversityTianjin300350China School of Materials Science and Engineering Tianjin UniversityTianjin300350China National Rare Earth Catalysis Research Institute Dongying257000China

Ce/BEA has the potential to be applied as a novel passive NO_(x)absorber(PNA)in the after-treatment of vehicles due to its considerable NO_(x)storage ***,as a vehicle exhaust after-treatment material,it must withstand the test of long-term hydrothermal *** work examined the deactivation mechanism of Ce/BEA during hydrothermal aging.3.0 wt%Ce/BEA wa. prepared using the ionexchange method,and then subjected to hydrothermal treatment at 650℃with 10%H_(2)O for 1-12 h to obtain samples with different aging *** comparison,the H-BEA support wa. aged under the same ***-Emmett-Teller(BET)method,X-ray diffraction(XRD),NH_(3)temperature programmed reduction(NH_(3)-TPD),^(27)Al MAS nuclear magnetic resonance(^(27)Al MAS NMR),H_(2)temperature programmed reduction(H_(2)-TPR),and high resolution-transmission electron microscopy(HR-TEM)were performed to characterize the changes in PNA performance,structure,Ce species,and *** HR-TEM and H_(2)-TPR results show that CeO_(x)particles appear after hydrothermal aging,which results from the detachment and aggregation of active Ce *** on the^(27)Al MAS NMR results,we conclude that BEA zeolite dealumination leads to the loss of acidic sites and the transformation of active Ce species on the acidic sites into the less active CeO_(x).This is the primary reason for the hydrothermal aging deactivation of Ce/BEA.

关键词： Passive NO_(x)adsorber Ce/BEA Hydrothermal aging CeO_(x) Dealumination Rare earths

Toughening ultrastrong low-density steel by textured δ-ferrite lamellas

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Defence Technology（防务技术） 2024年第2期32卷 405-411页

作者： Bin Hu Guosen Zhu Guohui shen Zheng wa.g Qinghua Wen Xiao shen Haiwen Luo School of Metallurgical and Ecological Engineering University of Science and Technology BeijingXue Yuan Rd.30Beijing 100083China Shougang Research Institute of Technology Yangzhuang Street 69Beijing 100043China Steel Institute RWTH Aachen UniversityIntzestraße 152072AachenGermany

By both the Charpy V-notched impact and the projectile tests, we here investigated the dynamic fracture behavior of a recently developed ultrastrong lightweight steel comprising a hierarchical martensitic matrix, dispersed ultra-fine-retained austenite grains and oriented δ-ferrite lamellas, the latter being due to high Al and Si contents employed for low-density design. This steel shows a superior combination of specific ultimate tensile strength and impact toughness to other ultrastrong steels and has successfully arrested a real steel-cored bullet shot. These are attributed to the densely textured δ-ferrite lamellas that can deflect the propagating cracks until they are trapped and enclosed besides austenite-to-martensite transformation crack closure, leading to more energy consumed before failure. These results suggest a new pathwa. for toughening ultrastrong lightweight steels.

关键词： Ultrastrong and light steel d-Ferrite lamellas Crack propagation Toughness

Eventually homological isomorphisms and Gorenstein projective modules

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Science China Mathematics 2024年第8期67卷 1719-1734页

作者： Yongyun Qin Dawei shen School of Mathematics Yunnan Normal UniversityKunming 650500China School of Mathematics and Statistics Henan UniversityKaifeng 475004China

We prove that a certain eventually homological isomorphism between module categories induces triangle equivalences between their singularity categories,Gorenstein defect categories and stable categories of Gorenstein projective ***,we show that the Auslander-Reiten conjecture and the Gorenstein symmetry conjecture can be reduced by eventually homological *** these results to arrow removal and vertex removal,we describe the Gorenstein projective modules over some non-monomial algebras and verify the Auslander-Reiten conjecture for certain algebras.

关键词： singularity categories Gorenstein defect categories Gorenstein projective modules AuslanderReiten conjecture Gorenstein symmetry conjecture eventually homological isomorphisms

Research on a Monte Carlo global variance reduction method based on an automatic importance sampling method

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Nuclear Science and Techniques 2024年第5期35卷 200-215页

作者： Yi-sheng Hao Zhen Wu shen-shen Gao Rui Qiu Hui Zhang Jun-Li Li Department of Engineering Physics Tsinghua UniversityBeijing 100084China Key Laboratory of Particle and Radiation Imaging of Ministry of Education Beijing 100084China Nuctech Company Limited Beijing 100084China

Global variance reduction is a bottleneck in Monte Carlo shielding *** global variance reduction problem requires that the statistical error of the entire space is *** study proposed a grid-AIS method for the global variance reduction problem based on the AIS method,which wa. implemented in the Monte Carlo program *** proposed method wa. validated using the VENUS-Ⅲ international benchmark problem and a self-shielding calculation *** results from the VENUS-Ⅲ benchmark problem showed that the grid-AIS method achieved a significant reduction in the variance of the statistical errors of the MESH grids,decreasing from 1.08×10^(-2) to 3.84×10^(-3),representing a 64.00% *** demonstrates that the grid-AIS method is effective in addressing global *** results of the selfshielding calculation demonstrate that the grid-AIS method produced accurate computational ***,the grid-AIS method exhibited a computational efficiency approximately one order of magnitude higher than that of the AIS method and approximately two orders of magnitude higher than that of the conventional Monte Carlo method.

关键词： Monte Carlo Global variance reduction Reactor shielding Automatic importance sampling

Accurate diagnosis of severe coronary stenosis based on resting magnetocardiography: a prospective, single-center, cross-sectional analysis

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Journal of Geriatric Cardiology 2024年第4期21卷 407-420页

作者： Jian-Guo CUI Feng TIAN Yu-Hao MIAO Qin-Hua JIN Ya-Jun SHI Li LI Meng-Jun shen Xiao-Ming XIE shu-Lin ZHANG Yun-Dai CHEN School of Medicine Nankai UniversityTianjinChina Senior Department of Cardiology the Sixth Medical CenterChinese PLA General HospitalBeijingChina Joint Laboratory of Bioimaging Technology and Applications SAS-SIM-IT&MEDIShanghaiChina Shanghai Institute of Microsystem and Information Technology Chinese Academy of SciencesShanghaiChina

OBJECTIVE To evalu ate the role of resting magnetocardiography in identifying seve re coronary artery stenosis in patients with suspected coronary artery *** A total of 513 patients with angina symptoms were included and divided into two groups based on the extent of coronary artery disease determined by angiography:the non-severe coronary stenusis group(wa. constructed using magnetic field map(MFM) parameters,either individually or in combination with clinical *** performance of the models wa. evaluated using receiver operating characteristic curves,accuracy,sensitivity,specificity,positive predictive value(PPV) and ne gative predictive value(NPV).Calibration plots and decision curve analysis were performed to investigate the clinical utility and performance of the models,*** In the severe coronary stenosis group,QR_MCTDd,S_MDp,and TT_(MA)C_(50) were significantly higher than those in the non-severe coronary stenosis group(10,46±10.66 vs,5.11±6.07,P <0.001;7.2±8.64 vs.4.68±6.95,P=0.003;0.32±57.29 vs.0.26±57.29,P <0.001).While,QR_MV_(amp),R_(MA),and T_(MA) in the severe coronary stenosis group were lower(0.23±0.16 vs.0.28±0.16,P<0.001;55.06±48.68 vs.59.24±53.01,P<0.001;51.67±39.32 vs. 60.45±51.33,P <0.001).Seven MFM parameters were integrated into the model,resulting in an area under the curve of 0.810(95% CI:0.765-0.855).The sensitivity,specificity,PPV,NPV,and accurecy were 71.7%,80.4%,93.3%,42.8 %,and 73.5%;*** combined model exhibited an area under the curve of 0.845(95% CI:0.798-0.892).The sensitivity,specificity,PPV,NPV,and accuracy were 84.3%,73.8%,92.6%,54.6%,and 82.1%;*** curves demonstrate d excellent agreement between the nomogram prediction and actual *** decision curve analysis showed that the c ombine d model provided greater net benefit compared to the magnetocardingraphy model.C

关键词： coronary stenosis specificity

Comprehensive Strategic Planning and Enhancement of China CDC Contributes to High-Quality Development of the National Disease Control and Prevention System

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China CDC weekly 2024年第4期6卷 61-63页

作者： Hongbing shen Director-General of China CDC Academician of the Chinese Academy of EngineeringBeijingChina

The Chinese government has alwa.s attached great importance to disease control and prevention ***,the general office of China’s State Council issued the“Guidelines for High-Quality Development of Disease Prevention and Control”(hereinafter referred to as the“Guidelines”)(1).The Guidelines focus on promoting high-quality development of disease control and prevention and the strategic goal of“Healthy China,”providing specific implementation pathwa.s for the development of national disease control and prevention in the new era,including overall planning,restructuring of governance,enhancing core capabilities,strengthening talent development,and improving organizational support.

关键词： prevention attached Quality