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Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity

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Communications in Mathematics and Statistics 2024年第2期12卷 239-263页

作者： Pingtao Duan yuting liu Zhiming Ma School of Science Beijing Jiaotong UniversityBeijing 100044People’s Republic of China Academy of Mathand Systems Science CASZhong-guan-cun East Road 55Beijing 100190People’s Republic of China

This paper considers the problem of numerically evaluating discrete barrier option prices when the underlying asset follows the jump-diffusion model with stochas-tic volatility and stochastic *** derive the three-dimensional characteristic function of the log-asset price,the volatility and the jump *** also provide the approximate formula of the discrete barrier option prices by the three-dimensional Fourier cosine series expansion(3D-COS)*** results show that the 3D-COS method is rather correct,fast and competent for pricing the discrete barrier options.

关键词： Option pricing Discrete barrier options Jump-diffusion model Stochastic volatility Stochastic intensity

Multiple measurements of quasars acting as standard probes: Model independent calibration and exploring the dark energy equation of states

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Science China(Physics,Mechanics & Astronomy) 2021年第5期64卷 97-109页

作者： XiaoGang Zheng Shuo Cao Marek Biesiada XiaoLei Li TongHua liu yuting liu School of Eletrical and Electronic Engineering Wuhan Polytechnic UniversitWuhan 430023China Department of Astronomy Beiing Normnal UniversityBeijing 100875China National Centre for Nuclear Research Warsaw 02-093Poland College of Physics Hebei Normal UniversiryShijiazhuang 050024China

Recently, two classes of quasar samples were identified, which are promising as new cosmological probes extending to higher redshifts. The first sample uses the nonlinear relation between the ultraviolet and X-ray luminosities of quasars to derive luminosity distances, whereas the linear sizes of compact radio quasars in the second sample can serve as standardized rulers, providing angular-diameter distances. In this study, under the assumption of a flat universe, we refreshed the calibration of multiple measurements of high-redshift quasars(in the framework of a cosmological-model-independent method with the newest Hubble parameters data). Furthermore, we placed constraints on four models that characterize the cosmic equation of state(w). The obtained results show that:(1) the two quasar samples could provide promising complementary probes at much higher redshifts,whereas compact radio quasars perform better than ultraviolet and X-ray quasars at the current observational level;(2) strong degeneracy between the cosmic equation of state(w) and Hubble constant(H0) is revealed, which highlights the importance of independent determination of H0 from time-delay measurements of strongly lensed quasars;(3) together with other standard ruler probes, such as baryon acoustic oscillation distance measurements, the combined QSO+BAO measurements are consistent with the standard ΛCDM model at a constant equation of state w =-1;(4) ranking the cosmological models, the polynomial parametrization gives a rather good fit among the four cosmic-equation-of-state models, whereas the Jassal-Bagla-Padmanabhan(JBP) parametrization is substantially penalized by the Akaike Information Criterion and Bayesian Information Criterion.

关键词： dark energy experiments dark energy theory quasars

Detail Injection-Based Convolutional Auto-Encoder for Pansharpening

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Journal of Remote Sensing 2022年第1期2022卷 1-20页

作者： Ming Li Jingzhi Li yuting liu Fan liu Taiyuan University of Technology College of Data ScienceYuci DistrictJinzhong 030600China

The purpose of pansharpening is to generate high-resolution multispectral(MS)images using both low-resolution MS images and high-resolution panchromatic *** remote sensing image fusion algorithms can be simplified to a unified detail injection(Di)context that treats the injected MS details as panchromatic-detail and integration with injection *** injected details are developed from traditional fusion strategies with clear physical interpretation and facilitate fast convergence of deep learning models for high-quality image *** excellent ability of convolutional autoencoder(CAE)networks to retain image information enables its application to remote sensing image *** this paper,a fusion method Di-based CAE(DiCAE)based on Di and CAE is *** method is based on Di as the theoretical foundation and CAE network as the core of the *** addition,our method is evaluated through experiments on different satellite datasets,and the fusion results obtained by DiCAE have better objective evaluation metrics and better visual results compared to other state-of-the-art methods.

关键词： Auto networks details

Combing Type-Aware Attention and Graph Convolutional Networks for Event Detection

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Computers, Materials & Continua 2023年第1期74卷 641-654页

作者： Kun Ding Lu Xu Ming liu Xiaoxiong Zhang liu liu Daojian Zeng yuting liu Chen Jin The Sixty-Third Research Institute National University of Defense TechnologyNanjing210007China Hunan Normal University Changsha410000China School of Computer&Software Nanjing University of Information Science and TechnologyNanjing210044China School of Computer Science University of ManchesterManchesterM139PLUK

Event detection(ED)is aimed at detecting event occurrences and categorizing *** task has been previously solved via recognition and classification of event triggers(ETs),which are defined as the phrase or word most clearly expressing event ***,current approaches require both annotated triggers as well as event types in training ***,triggers are non-essential in ED,and it is time-wasting for annotators to identify the“most clearly”word from a sentence,particularly in longer *** decrease manual effort,we evaluate event detectionwithout *** propose a novel framework that combines Type-aware Attention and Graph Convolutional Networks(TA-GCN)for event ***,the task is identified as a multi-label classification *** first encode the input sentence using a novel type-aware neural network with attention ***,a Graph Convolutional Networks(GCN)-based multilabel classification model is exploited for event *** results demonstrate the effectiveness.

关键词： Event detection information extraction type-aware attention graph convolutional networks

DNA N^6-methyladenine demethylase ALKBH1 enhances osteogenic differentiation of human MSCs

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Bone Research 2016年第3期4卷 174-182页

作者： Chenchen Zhou yuting liu Xiaobing Li Jing Zou Shujuan Zou State Key Laboratory of Oral Diseases West China Hospital of StomatologySichuan University

ALKBH1 was recently discovered as a demethylase for DNA N6-methyladenine （N6-mA）, a new epigenetic modification, and interacts with the core transcriptional pluripotency network of embryonic stem cells. However, the role of ALKBH1 and DNA N6-mA in regulating osteogenic differentiation is largely unknown. In this study, we demonstrated that the expression of ALKBH1 in human mesenchymal stem cells （MSCs） was upregulated during osteogenic induction. Knockdown of ALKBH1 increased the genomic DNA N6-mA levels and significantly reduced the expression of osteogenic-related genes, alkaline phosphatase activity, and mineralization. ALKBHl-depleted MSCs also exhibited a restricted capacity for bone formation in vivo. By contrast, the ectopic overexpression of ALKBH1 enhanced osteoblastic differentiation. Mechanically, we found that the depletion of ALKBH1 resulted in the accumulation of N6-mA on the promoter region of ATF4, which subsequently silenced ATF4 transcription. In addition, restoring the expression of ATP by adenovirus-mediated transduction successfully rescued osteogenic differentiation. Taken together, our results demonstrate that ALKBH1 is indispensable for the osteogenic differentiation of MSCs and indicate that DNA N6-mA modifications area new mechanism for the epigenetic regulation of stem cell differentiation.

关键词： ATF Figure MSCs DNA N~6-methyladenine demethylase ALKBH1 enhances osteogenic differentiation of human MSCs

The emerging role of zinc transporters in cellular homeostasisand cancer

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Signal Transduction and Targeted Therapy 2017年第1期2卷 144-155页

作者： Elizabeth Bafaro yuting liu Yan Xu Robert E Dempski Department of Chemistry and Biochemistry Worcester Polytechnic InstituteWorcesterMassachusettsUSA Department of Obstetrics and Gynecology Indiana University School of MedicineIndianapolisIndianaUSA

Zinc is an essential micronutrient that plays a role in the structural or enzymatic functions of many cellular *** zinc homeostasis involves the opposing action of two families of metal transporters:the ZnT(SLC30)family that functions to reduce cytoplasmic zinc concentrations and the ZIP(SLC39)family that functions to increase cytoplasmic zinc *** in intracellular zinc levels mediated by these transporter families affect signaling pathways involved in normal cell development,growth,differentiation and ***,changes in zinc transporter localization and function resulting in zinc dyshomeostasis have pathophysiological *** dyshomeostasis has been implicated in the progression of *** we review recent progress toward understanding the structural basis for zinc transport by ZnT and ZIP family proteins,as well as highlight the roles of zinc as a signaling molecule in physiological conditions and in various *** zinc is emerging as an important signaling molecule in the development and progression of cancer,the ZnT and ZIP transporters that regulate cellular zinc homeostasis are promising candidates for targeted cancer therapy.

关键词： homeostasis cancer Zinc

Multi-scenario Simulation for 2060 and Driving Factors of the Eco-spatial Carbon Sink in the Beibu Gulf Urban Agglomeration, China

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Chinese Geographical Science 2023年第1期33卷 85-101页

作者： QIN Menglin ZHAO Yincheng liu yuting JIANG Hongbo LI Hang ZHU Ziming School of Civil Engineering and Architecture Guangxi UniversityNanning 530004China College of Forestry Guangxi UniversityNanning 530004China Earth&Environmental Systems Science Department Indiana State UniversityTerre Haute 47807U.S

Since China announced its goal of becoming carbon-neutral by 2060, carbon neutrality has become a major target in the development of China's urban agglomerations. This study applied the Future Land Use Simulation(FLUS) model to predict the land use pattern of the ecological space of the Beibu Gulf urban agglomeration, in 2060 under ecological priority, agricultural priority and urbanized priority scenarios. The Integrated Valuation of Ecosystem Services and Trade-offs(In VEST) model was employed to analyse the spatial changes in ecological space carbon storage in each scenario from 2020 to 2060. Then, this study used a Geographically Weighted Regression(GWR) model to determine the main driving factors that influence the changes in land carbon sinking capacity. The results of the study can be summarised as follows: firstly, the agricultural and ecological priority scenarios will achieve balanced urban expansion and environmental protection of resources in an ecological space. The urbanized priority scenario will reduce the carbon sinking capacity. Among the simulation scenarios for 2060, carbon storage in the urbanized priority scenario will decrease by 112.26 × 10^(6) t compared with that for 2020 and the average carbon density will decrease by 0.96 kg/m^(2) compared with that for 2020. Carbon storage in the agricultural priority scenario will increase by 84.11 × 10^(6) t, and the average carbon density will decrease by 0.72 kg/m^(2). Carbon storage in the ecological priority scenario will increase by 3.03 × 10^(6) t, and the average carbon density will increase by 0.03 kg/m^(2). Under the premise that the population of the town will increases continuously, the ecological priority development approach may be a wise ***, slope, distance to river and elevation are the most important factors that influence the carbon sink pattern of the ecological space in the Beibu Gulf urban agglomeration, followed by GDP, population density, slope direction and distance

关键词： Integrated Valuation of Ecosystem Services and Trade-offs(InVEST)model carbon sink multi-scenario simulation ecological space driving factor Beibu Gulf urban agglomeration

An Enhanced Equilibrium Optimizer for Solving Optimization Tasks

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Computers, Materials & Continua 2023年第11期77卷 2385-2406页

作者： yuting liu Hongwei Ding Zongshan Wang Gaurav Dhiman Zhijun Yang Peng Hu School of Information Science and Engineering Yunnan UniversityKunming650500China Department of Electrical and Computer Engineering Lebanese American UniversityByblos1401Lebanon University Centre for Research and Development Department of Computer Science and EngineeringChandigarh UniversityGharuanMohali140413India Department of Computer Science and Engineering Graphic Era(Deemed to be University)Dehradun248002India Research and Development Department Youbei Technology Co.Ltd.Kunming650500China

The equilibrium optimizer(EO)represents a new,physics-inspired metaheuristic optimization approach that draws inspiration from the principles governing the control of volume-based mixing to achieve dynamic mass *** its innovative foundation,the EO exhibits certain limitations,including imbalances between exploration and exploitation,the tendency to local optima,and the susceptibility to loss of population *** alleviate these drawbacks,this paper introduces an improved EO that adopts three strategies:adaptive inertia weight,Cauchy mutation,and adaptive sine cosine mechanism,called ***,a new update formula is conceived by incorporating an adaptive inertia weight to reach an appropriate balance between exploration and ***,an adaptive sine cosine mechanism is embedded to boost the global exploratory ***,the Cauchy mutation is utilized to prevent the loss of population diversity during *** validate the efficacy of the proposed SCEO,a comprehensive evaluation is conducted on 15 classical benchmark functions and the CEC2017 test *** outcomes are subsequently benchmarked against both the conventional EO,its variants,and other cutting-edge metaheuristic *** comparisons reveal that the SCEO method provides significantly superior results against the standard EO and other *** addition,the developed SCEO is implemented to deal with a mobile robot path planning(MRPP)task,and compared to some classical metaheuristic *** analysis results demonstrate that the SCEO approach provides the best performance and is a prospective tool for MRPP.

关键词： Metaheuristic algorithms equilibrium optimizer Cauchy mutation robot path planning

Review on Urban Sociology(2^(nd) Edition)

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China City Planning Review 2016年第1期25卷 76-77页

作者： liu yuting Li Caige School of Architecture South China University of Technology

Urban Sociology(2nd Edition)Author:Gu Chaolin,liu Jiayan,et ***:2013Publisher:Tsinghua University Press ISBN:9787302337591（446 pages,in Chinese）Urban Sociology is a textbook edited by Gu Chaolin,a wellk now n schola... 详细信息

关键词： textbook sociology edition interpretation specialized Edition profound mortgage schools arouse