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The Viability Property of Controlled Jump Diffusion Processes

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Acta Mathematica Sinica,English Series 2008年第8期24卷 1351-1368页

作者： Shi Ge PENG xue hong zhu Institute of Mathematics Shandong University Ji'nan 250100 P. R. China School of Science Nanjing University of Aeronautics and Astronautics Nanjing 210016 P. R. China

In this paper, we first give a comparison theorem of viscosity solution to some nonlinear second order integrodifferential equation. And then using the comparison theorem, we obtain a necessary and sufficient condition for the viability property of some controlled jump diffusion processes which can keep the solution within a constraint K.

关键词： viability integrodifferential equation viscosity solution

Design by Analogy:Achieving More Patentable Ideas from One Creative Design

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Chinese Journal of Mechanical Engineering 2018年第2期31卷 25-34页

作者： Li-Zhen Jia Chun-Long Wu xue-hong zhu Run-Hua Tan Civil Aviation University of China Hebei University of Technology National Engineering Research Center for Technological Innovation Method and Tool

A patent is a kind of technical document to protect intellectual property for individuals or enterprises. Patentable idea generation is a crucial step for patent application and analogy is confirmed to be an effective technique to inspire creative ideas. Analogy?based design usually starts from representation of an analogy source and is followed by the retrieval of appropriate analogs, mapping of design knowledge and adaptation of target solution. To diffuse one core idea into other new contexts and achieve more patentable ideas, this paper mainly centered on the first two stages of analogy?based design and proposed a patentable ideation framework. The analogical information of the source system, including source design problems and solution, was mined comprehensively through International Patent Classification analysis and represented in the form of function, behavior and structure. Three heuristics were suggested for searching the set of candidate target systems with a similar design problem, where the source design could be transferred. To systematize the process of source representation, analogs retrieval, idea transfer, and solution generation, an ideation model was put forward. Finally, the bladeless fan was selected as a source design to illustrate the application of this work. The design output shows that the representation and heuristics are beneficial, and this systematic ideation method can help the engineer or designer enhance creativity and discover more patentable opportunities.

关键词： Design by analogy Patentable idea generation IPC analysis Idea transfer heuristics Bladeless fan

Volatility forecasting in Chinese nonferrous metals futures market

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Transactions of Nonferrous Metals Society of China 2017年第5期27卷 1206-1215页

作者： xue-hong zhu hong-wei ZHANG Mei-rui Zhong School of Business Central South University Changsha 410083 China Institute of Metal Resources Strategy Central South University Changsha 410083 China

This paper seeks to model and forecast the Chinese nonferrous metals futures market volatility and allows new insights into the time-varying volatility of realized volatility and leverage effects using high-frequency *** LHAR-CJ model is extended and the empirical research on copper and aluminum futures in Shanghai Futures Exchange suggests the dynamic dependencies and time-varying volatility of realized volatility,which are captured by long memory HAR-GARCH ***,the findings also show the significant weekly leverage effects in Chinese nonferrous metals futures market ***,in-sample and out-of-sample forecasts are investigated,and the results show that the LHAR-CJ-G model,considering time-varyingvolatility of realized volatility and leverage effects,effectively improves the explanatory power as well as out-of sample predictive performance.

关键词： volatility forecasting leverage effect time-varying volatility nonferrous metals futures high-frequency data

Volatility-volume relationship of Chinese copper and aluminum futures market

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Transactions of Nonferrous Metals Society of China 2018年第12期28卷 2607-2618页

作者： Bai-sheng SHI xue-hong zhu hong-wei ZHANG Yi ZENG School of Business Central South UniversityChangsha 410083China Institute of Metal Resources Strategy Central South UniversityChangsha 410083China

Following Bessembinder and Seguins,trading volume is separated into expected and unexpected ***,realized volatility is divided into continuous and discontinuous jump *** make the empirical research to investigate the relationship between trading volume components and various realized volatility using1min high frequency data of Shanghai copper and aluminum ***,the asymmetry of volatility-volume relationship is *** results show that there is strong positive correlation between volatility and trading volume when realized volatility and its continuous component are *** relationship between trading volume and discontinuous jump component is *** expected and unexpected trading volumes have positive influence on ***,the unexpected trading volume,which is caused by arrival of new information,has a larger influence on price *** findings also show that an asymmetric volatility-volume relationship indeed exists,which can be interpreted by the fact that trading volume has more explanatory power in positive realized semi-variance than negative realized *** influence of positive trading volume shock on volatility is larger than that of negative trading volume shock,which reflects strong arbitrage in Chinese copper and aluminum futures markets.

关键词： nonferrous metals futures volatility-volume relationship high frequency data trading volume asymmetry

Nonlinear correlation between RMB internationalization and nonferrous metal prices

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Transactions of Nonferrous Metals Society of China 2020年第7期30卷 1991-2000页

作者： xue-hong zhu Zi-tao ZHANG hong-wei ZHANG Qiu-fen WANG School of Business Central South UniversityChangsha 410083China Institute of Metal Resources Strategy Central South UniversityChangsha 410083China School of Mathematics and Statistics Central South UniversityChangsha 410083China

The correlation between Renminbi(RMB) internationalization and nonferrous metal prices was studied using the nonlinear Granger causality test and the dynamic conditional correlation-generalized autoregressive conditional heteroskedastic(DCC-GARCH) model. The results indicate that the relationship between RMB internationalization and nonferrous metal prices reflects a complex nonlinear mechanism. There was no mutual influence between RMB internationalization and nonferrous metal prices prior to the trials of the RMB settlement in the cross-border trade in July 2009. Since then, however, a bidirectional causal relationship between RMB internationalization and the price of copper and a unidirectional causal relationship from the price of aluminum to RMB internationalization were examined. In addition, due to the impact of extreme events, such as economic and financial crises, RMB internationalization and nonferrous metal prices are not always positively correlated but are rather occasionally negatively correlated.

关键词： RMB internationalization nonferrous metals nonlinear Granger causality test DCC-GARCH model

Decomposition laws of tungsten prices fluctuation since 1900 and its applications

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Transactions of Nonferrous Metals Society of China 2013年第9期23卷 2807-2816页

作者：朱灏何杭飞王昶张晶朱学红中南大学金属资源战略研究院长沙410083 中南大学数学与统计学院长沙410075 中南大学商学院长沙410083

Tungsten current price was transformed yearly to its constant price since 1900, which is roughly decomposed into four components as trend, cycle, impact and random. The core prices, consisting of the trend and the cycle, present regularities that a long-run cycle is embedded within two major cycles, and major cycle is composed of low-price period and high-price period, along with the rapid rise into a tower, and along with deep down into next trough; three sharply upward shocks occur by the events in a tower. Fluctuations in prices trend to slow cycles and expand the bands. It can be expected that tungsten price will highly stand over 17 a, and is is a advice that reducing production and restricting export maybe maintain a high price level.

关键词： tungsten price cycle trend impact fixed price strategy management

Observation of acoustic hybrid topological phases induced by the p-d orbital interactions

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Science China(Physics,Mechanics & Astronomy) 2025年第1期Mechanics & Astronomy) .卷 132-139页

作者： Xiao Xiang Feng Gao Yu-Gui Peng Peng Wu Zong-Lin Li xue-Feng zhu School of Physics and Innovation Institute Huazhong University of Science and Technology

In spinless systems,growing attention has recently been attracted to synthetic gauge fields,which redefine the fundamental crystal symmetries by utilizing the projective algebraic ***,synthetic gauge fields have been commonly investigated in single orbital systems,and explorations on hybrid orbitals remain elusive in ***,we report the experimental observation of hybrid topological phases induced by hybrid synthetic gauge flux,which is formed by the interaction between p and d orbitals embedded in acoustic *** breaking the translation symmetries of Lxand/or Ly,we unambiguously demonstrate the first-order M?bius edge states and higher-order corner *** work establishes a platform for seeking exotic topological phases induced by hybrid-orbitals interactions and initializing the framework of hybrid-orbitalsrelated topological *** applications can be anticipated in scenarios such as high-quality sensing and robust wave trapping due to the stepwise energy distribution of the hybrid topological phase.

关键词： topological insulator synthetic gauge field projective symmetry corner states

Dynamic interacting relationships among international oil prices, macroeconomic variables and precious metal prices

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Transactions of Nonferrous Metals Society of China 2015年第2期25卷 669-676页

作者：朱学红谌金宇钟美瑞中南大学商学院长沙410083 中南大学金属资源战略研究院长沙410083

From the perspective of long-term and short-term, the methods of TY causality test, generalized impulse response function, variance decomposition were used to investigate the impacts of international oil prices and macroeconomic variables on Chinese gold, silver and platinum prices, but also the feedback effects of Chinese precious metal prices under this impact. The results show that international oil prices play an important role in precious metal price variation both in long-term and short-term, and exchange rate only has an effect in short-term, while interest rate is ineffective in predicting precious metal prices. In addition, precious metal prices have some feedback effects on international oil prices and interest rate in short-term.

关键词： international oil price precious metal price TY causality test generalized impulse response function variancedecomposition

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异甘草素对小鼠乳腺癌移植瘤的抑制作用研究

中国临床药理学杂志 2023年第15期39卷 2222-2226页

作者：李京高峰薛竹宏天津大学精密仪器与光电子工程学院天津300072 大连大学附属新华医院肿瘤放疗科辽宁大连116000

目的探究异甘草素对小鼠乳腺癌移植瘤的抑制作用及其作用机制。方法将40只成功构建乳腺癌移植瘤的小鼠随机分为对照组和低、中、高剂量实验组(分别灌胃给予10、20、40 mg·kg^(-1)异甘草素),每组10只,共给药10 d。每隔7 d用游标卡尺测... 详细信息

目的探究异甘草素对小鼠乳腺癌移植瘤的抑制作用及其作用机制。方法将40只成功构建乳腺癌移植瘤的小鼠随机分为对照组和低、中、高剂量实验组(分别灌胃给予10、20、40 mg·kg^(-1)异甘草素),每组10只,共给药10 d。每隔7 d用游标卡尺测量肿瘤大小,并计算肿瘤体积,28 d后处死小鼠取肿瘤组织称重后,用免疫组化法检测肿瘤组织中血管内皮生长因子(VEGF)的表达,用原位末端标记(TUNEL)法检测肿瘤细胞凋亡情况,用蛋白质印迹法检测B细胞淋巴瘤-2相关X蛋白(Bax)、裂解的胱天蛋白酶-3(Cl-caspase-3)、上皮细胞钙黏蛋白(E-cadherin)、N-钙黏蛋白(N-cadherin)、Notch1蛋白(Notch1)、发状分裂相关增强子1(Hes1)蛋白的表达水平。结果对照组和低、中、高剂量实验组的28 d肿瘤体积分别为(895.62±65.14)、(701.19±46.33)、(495.67±51.40)和(408.96±30.62)mm^(3),抑瘤率分别为0、(13.17±6.94)%、(35.33±10.38)%和(43.84±4.96)%,VEGF平均光密度值分别为74.90±8.08、59.86±5.63、50.80±2.99和39.15±3.73,细胞凋亡率分别为(3.44±0.27)%、(10.34±0.96)%、(14.60±1.48)%和(21.34±2.15)%,Bax蛋白相对表达水平分别为0.46±0.03、0.61±0.05、0.68±0.06和0.91±0.08,E-cadherin蛋白相对表达水平分别为0.35±0.04、0.51±0.06、0.66±0.08和0.92±0.06,Notch1蛋白相对表达水平分别为0.88±0.10、0.73±0.08、0.58±0.07和0.49±0.05。低、中、高剂量实验组的上述指标与对照组比较,差异均有统计学意义(均P<0.05);中、高剂量实验组的上述指标与低剂量实验组比较,中剂量实验组的上述指标与高剂量实验组比较,差异均有统计学意义(均P<0.05)。结论异甘草素可显著抑制乳腺癌小鼠肿瘤生长及上皮间质转化,这可能与抑制Notch1通路有关。

关键词：异甘草素乳腺癌移植瘤肿瘤生长作用机制