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Intraday Volume Percentages Forecasting Using a Dynamic SVM-Based Approach

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Journal of Systems Science & Complexity 2017年第2期30卷 421-433页

作者： LIU Xiaotao lai kin Keung Department of Finance Central China Normal University International Business School Shaanxi Normal University Department of Management Sciences City University of Hong Kong

This paper proposes a dynamic model to forecast intraday volume percentages by decomposing the trade volume into two parts: The average part as the intraday volume pattern and the residual term as the abnormal changes. An empirical test on data spanning half-a-year gold futures and S&P 500 futures reveals that a rolling average of the previous days' volume percentages shows great predictive ability for the average part. An SVM approach with the input pattern consisting of two categories is employed to forecast the residual term. One is the previous days' volume percentages in the same time interval and the other is the most recent volume percentages. The study shows that this dynamic SVM-based forecasting approach outperforms the other commonly used statistical methods and enhances the tracking performance of a VWAP strategy greatly.

关键词： Intraday 体积百分比主要部件分解 SVM VWAP

Variable precision rough set for multiple decision attribute analysis

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Journal of Southeast University(English Edition) 2008年第S1期24卷 1-6页

作者： lai kin Keung Department of Management Sciences City University of Hong Kong

A variable precision rough set (VPRS) model is used to solve the multi-attribute decision analysis (MADA) problem with multiple conflicting decision attributes and multiple condition attributes. By introducing confidence measures and a β-reduct, the VPRS model can rationally solve the conflicting decision analysis problem with multiple decision attributes and multiple condition attributes. For illustration, a medical diagnosis example is utilized to show the feasibility of the VPRS model in solving the MADA problem with multiple decision attributes and multiple condition attributes. Empirical results show that the decision rule with the highest confidence measures will be used as the final decision rules in the MADA problem with multiple conflicting decision attributes and multiple condition attributes if there are some conflicts among decision rules resulting from multiple decision attributes. The confidence-measure-based VPRS model can effectively solve the conflicts of decision rules from multiple decision attributes and thus a class of MADA problem with multiple conflicting decision attributes and multiple condition attributes are solved.

关键词： variable precision rough set multiple attributes decision making multiple decision attributes β-reduct confidence measure

Effects of biochar on soil water retention curves of compacted clay during wetting and drying

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Biochar 2022年第1期4卷 1117-1130页

作者： James Tsz Fung Wong Ka lai Chow Xun Wen Chen Charles Wang wai Ng Ming Hung Wong Department of Civil and Environmental Engineering The Hong Kong University of Science and TechnologyClear Water BayKowloonHong KongSARChina Department of Geography Hong Kong Baptist UniversityKowloon TongHong KongSARChina Consortium on Health EnvironmentEducation and Research(CHEER)Department of Science and Environmental StudiesThe Education University of Hong KongTai PoHong KongSARChina Guangdong Provincial Key Laboratory of Soil and Groundwater Pollution Control School of Environmental Science and EngineeringSouthern University of Science and TechnologyShenzhen 518055China State Environmental Protection Key Laboratory of Integrated Surface Water Groundwater Pollution Control School of Environmental Science and EngineeringSouthern University of Science and TechnologyShenzhen 518055China

Compacted clay possesses a low water permeability and has been widely used in geo-environmental facilities such as landfill cover *** studies revealed the potential applications of compacted biochar-amended clay(BAC)as an alternative landfill cover ***,the effects of biochar on the soil water retention curves(SWRCs)of clay at low suction are not *** study can help fill this knowledge gap by measuring the wetting and drying SWRCs of clay and BAC(20%biochar).Soils were compacted in instrumented soil columns and subjected to a wetting and drying cycle,and soil water content and suction were measured along with the soil *** was saturated faster when compared with *** drying,the soil water content of clay at 65 mm depth dropped to almost zero,while about 5%of water was retained in *** showed that biochar increased the soil water retention capacity of compacted clay upon *** showed that biochar-clay composite possesses a higher soil water retention capacity at a low soil suction range(<1000 kPa)compared with clay *** revealed the benefits of using compacted biochar-clay composite as a hydraulic barrier to minimize desiccation-induced cracks and potentially promote its serviceability,especially in arid and semi-arid *** composite is also a carbon sink material that can reduce landfill gas emissions and pollutant leaching.

关键词： Soil amendment Biochar-clay composite Soil carbon Soil suction Soil depth

DEPENDENCE BETWEEN STOCK RETURNS AND INVESTOR SENTIMENT IN CHINESE MARKETS:A COPULA APPROACH

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Journal of Systems Science & Complexity 2012年第3期25卷 529-548页

作者： Xunfa LU kin Keung lai Liang LIANG Department of Management Sciences City University of Hong KongHong KongChina School of Business University of Science and Technology of China

用最新打开的存货的数据，做贸易作为投资者情绪索引的一个代理在中国说明，作者与 Hansens 雇用变化时间的 copula-GARCH 模特儿调查在投资者情绪和股票回来之间的动态依赖的扭曲的 Student-t 革新。在投资者情绪的移动断然 asymptotic... 详细信息

用最新打开的存货的数据，做贸易作为投资者情绪索引的一个代理在中国说明，作者与 Hansens 雇用变化时间的 copula-GARCH 模特儿调查在投资者情绪和股票回来之间的动态依赖的扭曲的 Student-t 革新。在投资者情绪的移动断然 asymptotically 被相关到存货的实验调查结果表演在股票在中国出售的一个股票市场和 B 处于极端值状况回来，那是说，当投资者变得更行情看涨时，存货更定价愿望增加(减少)( 熊市) 。另外，结果证明在投资者情绪和股票回来之间的依赖是变化时间的，它意味着传统的皮尔森关联不基于正常分发是足够描述在证券市场行为和投资者行为之间的关系。

关键词： Copula 股票价格中国市场投资者情绪 GARCH模型 A股市场市场行为

A Nonlinear Interval Portfolio Selection Model and Its Application in Banks

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Journal of Systems Science & Complexity 2018年第3期31卷 696-733页

作者： YAN Dawen HU Yaxing lai kin Keung Faculty of Management and Economics Dalian University of Technology Dalian 116024 China School of Mathematical Science Dalian University of Technology Dalian 116024 China Bank of Dalian Dalian 116001 China School of Mathematical Science Dalian University of Technology Dalian 116024 China International Business School Shaanxi Normal University Xi'an 710062 China College of Management Xidian University Xi'an 710126 China

在古典 Markowitzs 吝啬变化的模型，象内在的财产未来回来的平均数和协变性那样的参数被假定确切被知道。然而，这不总是是盒子。参数经常对应于在一个范围以内的秋天，或罐头在投资决定必须被做的时间暧昧地被知道的数量。处于如此的... 详细信息

在古典 Markowitzs 吝啬变化的模型，象内在的财产未来回来的平均数和协变性那样的参数被假定确切被知道。然而，这不总是是盒子。参数经常对应于在一个范围以内的秋天，或罐头在投资决定必须被做的时间暧昧地被知道的数量。处于如此的状况，投资者在投资和风险等等上决定回来并且基于经验和经济智慧做公事包决定。这份报纸试着在模糊集合理论使用间隔数字的概念与一个银行的流畅要求的考虑把古典吝啬变化的公事包选择模型递一个吝啬缺点的半变化模型。半变化限制被采用控制缺点风险，填基于描绘缺点风险的线性半绝对的偏差的存在间隔公事包优化模型。模拟结果证明模型与回来的最高或最低的吝啬的历史的率为危险财产要用体力地表现，最佳的投资比例有好稳定性。这建议为这些种财产，模型能减少偏差根据决定制造者经验和经济智慧引起的高偏差的风险。

关键词：选择模型非线性银行模糊集合理论投资者变化模型优化模型投资比例

Investigation of the genetic etiology in male infertility with apparently balanced chromosomal structural rearrangements by genome sequencing

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Asian Journal of Andrology 2022年第3期24卷 248-254页

作者： Matthew Hoi kin Chau Ying Li Peng Dai Mengmeng Shi Xiaofan Zhu Jacqueline Pui Wah Chung Yvonne K Kwok Kwong wai Choy Xiangdong Kong Zirui Dong Department of Obstetrics and Gynaecology The Chinese University of Hong KongHong KongChina Shenzhen Research Institute The Chinese University of Hong KongShenzhen 518057China Hong Kong Hub of Paediatric Excellence The Chinese University of Hong KongHong KongChina Genetics and Prenatal Diagnosis Center The First Affiliated Hospital of Zhengzhou UniversityZhengzhou 450052China The Chinese University of Hong Kong-Baylor College of Medicine Joint Center for Medical Genetics Hong KongChina

Apparently balanced chromosomal structural rearrangements are known to cause male infertility and account for approximately 1%of azoospermia or severe ***,the underlying mechanisms of pathogenesis and etiologies are still largely ***,we investigated apparently balanced interchromosomal structural rearrangements in six cases with azoospermia/severe oligospermia to comprehensively identify and delineate cryptic structural rearrangements and the related copy number *** addition,high read-depth genome sequencing(GS)(30-fold)was performed to investigate point mutations causative of male ***-pair GS(4-fold)revealed additional structural rearrangements and/or copy number changes in 5 of 6 cases and detected a total of 48 ***,the breakpoints caused truncations of 30 RefSeq genes,five of which were associated with ***,the breakpoints disrupted 43 topological-associated *** disruptions or potential dysregulations of genes,which play potential roles in male germ cell development,apoptosis,and spermatogenesis,were found in all cases(n=6).In addition,high read-depth GS detected dual molecular findings in case MI6,involving a complex rearrangement and two point mutations in the gene ***,our study provided the molecular characteristics of apparently balanced interchromosomal structural rearrangements in patients with male *** demonstrated the complexity of chromosomal structural rearrangements,potential gene disruptions/dysregulation and single-gene mutations could be the contributing mechanisms underlie male infertility.

关键词： azoospermia balanced structural rearrangements genome sequencing male infertility severe oligospermia

Manufacturers' Channel Competition with Retailer Demand-Enhancing Service

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Journal of Systems Science & Complexity 2015年第4期28卷 887-906页

作者： BIAN Junsong lai kin Keung HUA Zhongsheng School of Management University of Science and Technology of China Department of Management Sciences City University of Hong Kong

Manufacturers’channel competition with service is examined in this ***,the authors consider channel competition within a supply chain comprising two manufacturers and one single retailer where each manufacturer can choose to sell its products either directly to the end market(online channel,say)or through the potential retail channel,based on the profit maximization criterion,which is influenced by exogenous market conditions,such as the degree of competition,***,the retailer provides additional demand-enhancing service to promote the manufacturer’s products distributed via *** only one of the manufacturers sells products through the retailer,its products will be promoted by the additional retail service,which poaches demand of products of the manufacturer who adopts direct online *** of both manufacturers are supported by the retailer’s promotional service when both distribute their product through the common ***,some managerial implications are derived from numerical analyses of our model,which explain the phenomena in practice and conclude the paper.

关键词：零售商制造商渠道服务竞争产品分布利润最大化终端市场

Validation model of fibrosis-8 index score to predict significant fibrosis among patients with nonalcoholic fatty liver disease

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World Journal of Gastroenterology 2022年第15期28卷 1563-1573页

作者： Thaninee Prasoppokakorn Wah-Kheong Chan Vincent wai-Sun Wong Panyavee Pitisuttithum Sanjiv Mahadeva Nik Raihan Nik Mustapha Grace lai-Hung Wong Howard Ho-wai Leung Pimsiri Sripongpun Sombat Treeprasertsuk Department of Medicine Division of GastroenterologyFaculty of MedicineChulalongkorn University and King Chulalongkorn Memorial HospitalThai Red Cross SocietyBangkok 10330Thailand Department of Medicine Division of GastroenterologyDivision of Gastroenterology and Hepatology UnitFaculty of MedicineUniversity of MalayaKuala Lumpur 50603Malaysia Department of Medicine and Therapeutics The Chinese University of Hong KongHong KongChina Department of Medicine Division of General Internal MedicineFaculty of MedicineChulalongkorn University and King Chulalongkorn Memorial HospitalThai Red Cross SocietyBangkok 10330Thailand Department of Pathology Hospital Sultanah BahiyahAlor SetarKedah 05460Malaysia Department of Anatomical and Cellular Pathology The Chinese University of Hong KongHong KongChina Department of Internal Medicine Prince of Songkla UniversityHat Yai 90110Thailand Department of Medicine Division of Gastroenterology and HepatologyStanford University School of MedicinePalo AltoCA 94305United States

BACKGROUND Identifying hepatic fibrosis is crucial for nonalcoholic fatty liver disease(NAFLD)*** fibrosis-8(FIB-8)score,recently developed by incorporating four additional variables into the fibrosis-4(FIB-4)score,showed better performance in predicting significant fibrosis in *** To validate the FIB-8 score in a biopsy-proven NAFLD cohort and compare the diagnostic performance of the FIB-8 and FIB-4 scores and NAFLD fibrosis score(NFS)for predicting significant *** We collected the data of biopsy-proven NAFLD patients from three Asian centers in three *** the patients with available variables for the FIB-4 score(age,platelet count,and aspartate and alanine aminotransferase levels)and FIB-8 score(the FIB-4 variables plus 4 additional parameters:The body mass index(BMI),albumin to globulin ratio,gamma-glutamyl transferase level,and presence of diabetes mellitus)were *** fibrosis stage was scored using nonalcoholic steatohepatitis CRN criteria,and significant fibrosis was defined as at least fibrosis stage *** A total of 511 patients with biopsy-proven NAFLD and complete data were included for *** these 511 patients,271(53.0%)were female,with a median age of 51(interquartile range:41,58)*** median BMI was 29(26.3,32.6)kg/m2,and 268(52.4%)had *** the 511 NAFLD patients,157(30.7%)had significant fibrosis(≥F2).The areas under the receiver operating characteristic curves of the FIB-8 and FIB-4 scores and NFS for predicting significant fibrosis were 0.774,0.743,and 0.680,*** FIB-8 score demonstrated significantly better performance for predicting significant fibrosis than the NFS(P=0.001)and was also clinically superior to FIB-4,although statistical significance was not reached(P=0.073).The low cutoff point of the FIB-8 score for predicting significant fibrosis of 0.88 showed 92.36%sensitivity,and the high cutoff point of the FIB-8 score for predicting significant fibrosis of 1.

关键词： Nonalcoholic fatty liver disease Fibrosis-8 score Fibrosis-4 score Nonalcoholic fatty liver disease fibrosis score

The Impact of COVID-19 on the Mental-Emotional Wellbeing of Primary Healthcare Professionals: A Descriptive Correlational Study

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International Journal of Mental Health Promotion 2023年第3期25卷 327-342页

作者： Regina lai-Tong Lee Anson Chiu-Yan Tang Ho-Yu Cheng Connie Yuen-Yu Chong Wilson wai-San Tam wai-Tong Chien Sally wai-Chi Chan The Nethersole School of Nursing Faculty of MedicineThe Chinese University of Hong KongHong Kong518172China School of Nursing and Midwifery College of HealthMedicine and WellbeingUniversity of NewcastleCallaghanNew South Wales2325Australia School of Nursing Tung Wah CollegeHong Kong200051China Alice Lee Centre for Nursing Studies National University of Singapore079903Singapore Tung Wah College Hong Kong200051China

The present study aimed to examine work environment related factors and frontline primary healthcare profes-sionals’mental-emotional wellbeing during the COVID-19 pandemic in school communities of Hong Kong.A total of 61(20%)school health nurses(frontline primary healthcare professionals)participated in a cross-sec-tional online survey from March to June *** of mental-emotional health were measured using the Mental Health Continuum-Short Form(14-item scale with three subscales related to emotional,social and psychological wellbeing);the Perceived Stress Scale(10-item scale with two subscales related to perceived help-lessness and lack of self-efficacy);and the Coping Orientation to Problems Experienced Inventory(Brief COPE),a 28-item inventory with two subscales related to adaptive and maladaptive *** half(42.6%)of par-ticipants experienced mental health *** employed in government subsidized schools had signifi-cantly lower scores in mental health wellbeing than those who worked in private *** relating to increased mental health problems included lack of emotional support,inadequate training relating to infection prevention and control measures,disengagement and self-blame.A variety of factors inﬂuencing school health nurses’social,emotional and psychological wellbeing in their work environment during the COVID-19 pandemic were also *** mental-emotional wellbeing of school nurses may relate to their subjective feeling of lone-liness as participants were the sole frontline primary healthcare professional working in the school community during the COVID-19 *** provide relevant evidence for management teams to build a cul-ture of psychological and social support into workplace policies and *** staff development and adequate social support are important to promote the mental-emotional wellbeing of primary healthcare pro-fessionals in school communities as they play a significant

关键词： Primary healthcare professionals school nurses impact of COVID-19 pandemic stress coping mental health emotional wellbeing