检索结果-南通市图书馆

Research on Credit Default Swaps Pricing Considering Moral Hazard Incentive under Reduce-Form Model

Journal of Systems Science and Systems Engineering 2024年第3期33卷 311-329页

作者： Liang wu Kangjie He zhe Guo School of Mathematical Science Henan Institute of Science and TechnologyXinxiang453003China Public Front Office Department Industrial and Commercial Bank of ChinaZhengzhou450000China

Equilibrium pricing of credit default swaps(CDS)promotes efficient identification of credit risk in the market,which in turn leads to efficient allocation of resources.However,even when CDS have been priced in equilibrium,i.e.,when premiums are equal to anticipated payments,the moral hazard incentives of CDS buyers increase with CDS transactions.Consequentially,it becomes an interesting research direction to study the impact of moral hazard incentives on the trading mechanism or pricing of derivatives(CDS).Most of the existing literature on the impact of moral hazard incentives in CDS pricing on derivatives trading mechanisms takes a macro perspective and focuses on the agreement risk effect.The literature exploring the analysis of the impact of moral hazard on the probability of agreement default from a micro perspective is not yet available.With this in mind,this paper focuses on the mechanisms by which“fraud”,an extreme manifestation of micro-moral hazard incentives,affects the probability of default.This paper introduces for the first time the concept of“claiming fraud”by credit protection buyers,which is different from the macro perspective of moral hazard incentives,and thus defines a specific extreme form of moral hazard incentives.Meanwhile,to address the intrinsic feature of the lack of economic explanatory power of the reduce-form model,this paper introduces a moral hazard incentive factor into the reduce-form model,and proposes a moral hazard state variable as a function of the asset value of the reference entity,which gives the reduce-form model strong economic explanatory power,and the default predictability is reduced by the description of the reduce-form model.In terms of the object of study,this paper considers the issue of moral hazard incentives in the presence of claiming fraud in two reference entities to further explore the impact of moral hazard incentives on default protection at the micro level in terms of cyclic default.Finally,based on the analysis of the results of the numerical simulat

关键词： Financial engineering moral hazard incentive claiming fraud reduce-form model probability of default calculation CDS pricing

来源：

维普期刊数据库评论

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

A credibility-aware swarm-federated deep learning framework in internet of vehicles

引用

Digital Communications and Networks 2024年第1期10卷 150-157页

作者： zhe Wang Xinhang Li Tianhao wu Chen Xu Lin Zhang School of Artificial Intelligence Beijing University of Posts and TelecommunicationsBeijing100876China

Although Federated Deep Learning(FDL)enables distributed machine learning in the Internet of Vehicles(IoV),it requires multiple clients to upload model parameters,thus still existing unavoidable communication overhead and data privacy risks.The recently proposed Swarm Learning(SL)provides a decentralized machine learning approach for unit edge computing and blockchain-based coordination.A Swarm-Federated Deep Learning framework in the IoV system(IoV-SFDL)that integrates SL into the FDL framework is proposed in this paper.The IoV-SFDL organizes vehicles to generate local SL models with adjacent vehicles based on the blockchain empowered SL,then aggregates the global FDL model among different SL groups with a credibility weights prediction algorithm.Extensive experimental results show that compared with the baseline frameworks,the proposed IoV-SFDL framework reduces the overhead of client-to-server communication by 16.72%,while the model performance improves by about 5.02%for the same training iterations.

关键词： Swarm learning Federated deep learning Internet of vehicles Privacy Efficiency

来源：

维普期刊数据库评论

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Tunable quantum anomalous Hall effects in ferromagnetic van der Waals heterostructures

引用

National Science Review 2024年第3期11卷 100-107页

作者： Feng Xue Yusheng Hou zhe Wang Zhiming Xu Ke He Ruqian wu Yong Xu Wenhui Duan Beijing Academy of Quantum Information Sciences State Key Laboratory of Low Dimensional Quantum Physics Department of Physics Tsinghua University Guangdong Provincial Key Laboratory of Magnetoelectric Physics and Devices Center for Neutron Science and Technology School of Physics Sun Yat-sen University State Key Laboratory of Surface Physics Key Laboratory of Computational Physical Sciences and Department of PhysicsFudan University Frontier Science Center for Quantum Information Department of Physics and Astronomy University of California-Irvine Tencent Quantum Laboratory Tencent Technology(Shenzhen)Co.Ltd RIKEN Center for Emergent Matter Science(CEMS) Institute for Advanced Study Tsinghua University

The quantum anomalous Hall effect（QAHE） has unique advantages in topotronic applications, but it is still challenging to realize the QAHE with tunable magnetic and topological properties for building functional devices. Through systematic first-principles calculations, we predict that the in-plane magnetization induced QAHE with Chern numbers C = ±1 and the out-of-plane magnetization induced QAHE with high Chern numbers C = ±3 can be realized in a single material candidate, which is composed of van der Waals（vdW）coupled Bi and MnBi2Te4monolayers. The switching between different phases of QAHE can be controlled in multiple ways, such as applying strain or（weak） magnetic field or twisting the vdW materials. The prediction of an experimentally available material system hosting robust, highly tunable QAHE will stimulate great research interest in the field. Our work opens a new avenue for the realization of tunable QAHE and provides a practical material platform for the development of topological electronics.

关键词： quantum anomalous Hall effect topological quantum phase transition van der Waals heterostructures tunable Chern number high Chern number

来源：

同方期刊数据库评论

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

Risk factors for brain injury in patients with exertional heatstroke:A 5-year experience

引用

Chinese Journal of Traumatology 2024年第2期27卷 91-96页

作者： Li Zhong Ming wu zhe-Ying Liu Yan Liu Zhi-Feng Liu Department of Traditional Chinese Medicine The First Affiliated HospitalGuizhou University of Chinese MedicineGuiyang550001China Department of Infection and Critical Care Medicine The Second People's Hospital of Shenzhen&First Affiliated Hospital of Shenzhen UniversityHealth Science CenterShenzhenGuangdong province518035China Department of Medical Critical Care Medicine General Hospital of Southem Theatre Command of PLA.Guangzhou510010China Guangdong Branch Center National Clinical Research Center for Geriatric Diseases(Chinese PLA General Hospital)Guangzhou510010China

Purpose:Minimal data exist on brain injury in patients with exertional heatstroke(EHS)in developing country.In this study,we explored the risk factors for brain injury induced by EHS 90-day after onset.Methods:A retrospective cohort study of patients with EHS was conducted in the intensive care unit of the General Hospital of Southern Theater Command of PLA in China from April 2014 to June 2019.Patients were divided into non-brain injury(fully recovered)and brain injury groups(comprising deceased patients or those with neurological sequelae).The brain injury group was further subdivided into a death group and a sequela group for detailed analysis.General information,neurological performance and information on important organ injuries in the acute stage were recorded and analysed.Multivariable logistic regression was used to identify risk factors for brain injury after EHS and mortality risk factors for brain injury,and Kaplan-Meier survival curve was used to evaluate the effect of the neurological dysfunction on survival.Results:Out of the 147 EHS patients,117 were enrolled,of which 96(82.1%)recovered,13(11.1%)died,and 8(6.8%)experienced neurological sequelae.Statistically significant differences were found between non-brain injury and brain injury groups in age,hypotension,duration of consciousness disorders,time to drop core body temperature below 38.5℃,lymphocyte counts,platelet counts,procalcitonin,alanine aminotransferase,aspartate aminotransferase,creatinine,cystatin C,coagulation parameters,international normalized ratio,acute physiology and chronic health evaluation II scores,sequential organ failure assessment(SOFA)scores,and Glasgow coma scale scores(all p<0.05).Multivariate logistic regression showed that age(OR=1.090,95%CI:1.02-1.17,p=0.008),time to drop core temperature(OR=8.223,95%CI:2.30-29.40,p=0.001),and SOFA scores(OR=1.676,95%CI:1.29-2.18,p<0.001)are independent risk factors for brain injury induced by EHS.The Kaplan-Meier curves suggest significantly prolonged survival(p<0.001)in patients with

关键词： Exertional heatstroke Brain injury Sequela Risk factors Disorders of consciousness

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Numerical modeling and experimental investigation of a two-phase sink vortex and its fluid-solid vibration characteristics

引用

Journal of zhejiang University-Science A(Applied Physics & Engineering) 2024年第1期25卷 47-62页

作者： Zichao YIN Yesha NI Lin LI Tong WANG Jiafeng wu zhe LI Dapeng TAN College of Mechanical Engineering Zhejiang University of TechnologyHangzhou310014China State Key Laboratory of Fluid Power and Mechatronic Systems Zhejiang UniversityHangzhou310058China

A sink vortex is a common physical phenomenon in continuous casting,chemical extraction,water conservancy,and other industrial processes,and often causes damage and loss in production.Therefore,the real-time monitoring of the sink vortex state is important for improving industrial production efficiency.However,its suction-extraction phenomenon and shock vibration characteristics in the course of its formation are complex mechanical dynamic factors for flow field state monitoring.To address this issue,we set up a multi-physics model using the level set method(LSM)for a free sink vortex to study the two-phase interaction mechanism.Then,a fluid–solid coupling dynamic model was deduced to investigate the shock vibration characteristics and reveal the transition mechanism of the critical flow state.The numerical results show that the coupling energy shock induces a pressure oscillation phenomenon,which appears to be a transient enhancement of vibration at the vortex penetration state.The central part of the transient enhancement signal is a high-frequency signal.Based on the dynamic coupling model,an experimental observation platform was established to verify the accuracy of the numerical results.The water-model experiment results were accordant with the numerical results.The above results provide a reference for fluid state recognition and active vortex control for industrial monitoring systems,such as those in aerospace pipe transport,hydropower generation,and microfluidic devices.

关键词： Free sink vortex Fluid-solid coupling Level set method(LSM) Multi-physics model Vibration characteristics

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Bioprinting of inorganic-biomaterial/neural-stem-cell constructs for multiple tissue regeneration and functional recovery

引用

National Science Review 2024年第4期11卷 228-244页

作者： Hongjian Zhang Chen Qin zhe Shi Jianmin Xue Jianxin Hao Jinzhou Huang Lin Du Hongxu Lu Chengtie wu State Key Laboratory of High Performance Ceramics and Superfine Microstructure Shanghai Institute of Ceramics Chinese Academy of Sciences Center of Materials Science and Optoelectronics Engineering University of Chinese Academy of Sciences

Tissue regeneration is a complicated process that relies on the coordinated effort of the nervous, vascular and immune systems. While the nervous system plays a crucial role in tissue regeneration, current tissue engineering approaches mainly focus on restoring the function of injury-related cells, neglecting the guidance provided by nerves. This has led to unsatisfactory therapeutic outcomes. Herein, we propose a new generation of engineered neural constructs from the perspective of neural induction, which offers a versatile platform for promoting multiple tissue regeneration. Specifically, neural constructs consist of inorganic biomaterials and neural stem cells(NSCs), where the inorganic biomaterials endows NSCs with enhanced biological activities including proliferation and neural differentiation. Through animal experiments, we show the effectiveness of neural constructs in repairing central nervous system injuries with function recovery. More importantly, neural constructs also stimulate osteogenesis, angiogenesis and neuromuscular junction formation, thus promoting the regeneration of bone and skeletal muscle, exhibiting its versatile therapeutic performance. These findings suggest that the inorganic-biomaterial/NSC-based neural platform represents a promising avenue for inducing the regeneration and function recovery of varying tissues and organs.

关键词： 3D bioprinting neural stem cells inorganic biomaterials neural constructs multiple tissue regeneration

来源：

同方期刊数据库评论

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

Identifying Comprehensive Genomic Alterations and Potential Neoantigens for Cervical Cancer Immunotherapy in a Cohort of Chinese Squamous Cell Carcinoma of the Cervix

引用

Biomedical and Environmental Sciences 2024年第6期37卷 565-580页

作者： Meng wu Jialu Zhou zhe Zhang Yuanguang Meng School of Medicine Nankai UniversityTianjin 300071China Department of Obstetrics and Gynecology The First Medical Center of Chinese PLA General HospitalBeijing 100853China Department of Obstetrics and Gynecology Chinese PLA Medical SchoolBeijing 100853China Department of Obstetrics and Gynecology The Seventh Medical Center of Chinese PLA General HospitalBeijing 100700China

Objective Genomic alterations and potential neoantigens for cervical cancer immunotherapy were identified in a cohort of Chinese patients with cervical squamous cell carcinoma(CSCC).Methods Whole-exome sequencing was used to identify genomic alterations and potential neoantigens for CSCC immunotherapy.RNA Sequencing was performed to analyze neoantigen expression.Results Systematic bioinformatics analysis showed that C>T/G>A transitions/transversions were dominant in CSCCs.Missense mutations were the most frequent types of somatic mutation in the coding sequence regions.Mutational signature analysis detected signature 2,signature 6,and signature 7 in CSCC samples.PIK3CA,FBXW7,and BICRA were identified as potential driver genes,with BICRA as a newly reported gene.Genomic variation profiling identified 4,960 potential neoantigens,of which 114 were listed in two neoantigen-related databases.Conclusion The present findings contribute to our understanding of the genomic characteristics of CSCC and provide a foundation for the development of new biotechnology methods for individualized immunotherapy in CSCC.

关键词： Cervical squamous cell carcinoma Genome alteration Neoantigens Immunotherapy

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Fusion network for small target detection based on YOLO and attention mechanism

引用

Optoelectronics Letters 2024年第6期20卷 372-378页

作者： XU Caie DONG zhe ZHONG Shengyun CHEN Yijiang PAN Sishun wu Mingyang School of Information and Electronic Engineering Zhejiang University of Science and TechnologyHangzhou 310012China Research Development Department Hangzhou Xinhe Data Technology Co.Ltd.Hangzhou 311202China College of Mechanical Engineering Zhejiang UniversityHangzhou 310013China

Target detection is an important task in computer vision research, and such an anomaly detection and the topic of small target detection task is more concerned. However, there are still some problems in this kind of researches, such as small target detection in complex environments is susceptible to background interference and poor detection results. To solve these issues, this study proposes a method which introduces the attention mechanism into the you only look once(YOLO) network. In addition, the amateur-produced mask dataset was created and experiments were conducted. The results showed that the detection effect of the proposed mothed is much better.

关键词： Fusion network for small target detection based on YOLO and attention mechanism

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Sub-10-nm-sized Au@AuxIr1-x metal-core/alloy-shell nanoparticles as highly durable catalysts for acidic water splitting

引用

National Science Review 2024年第4期11卷 130-140页

作者： Huimin Wang zhe-ning Chen Yuanyuan Wang Dongshuang wu Minna Cao Fanfei Sun Rong Cao State Key Laboratory of Structural Chemistry Fujian Institute of Research on the Structure of Matter Chinese Academy of Sciences University of Chinese Academy of Sciences School of Materials Science and Engineering Nanyang Technological University Shanghai Synchrotron Radiation Facility Shanghai Institute of Applied Physics Chinese Academy of Sciences Fujian Science & Technology Innovation Laboratory for Optoelectronic Information of China

The absence of efficient and durable catalysts for oxygen evolution reaction（OER） is the main obstacle to hydrogen production through water splitting in an acidic ele ctrolyte.Here,we report a controllable synthesis method of surface IrOxwith changing Au/Ir compositions by constructing a range of sub-10-nm-sized core-shell nanocatalysts composed of an Au core and AuxIr1-xalloy shell.In particular,Au@Au0.43Ir0.57exhibits 4.5 times higher intrinsic OER activity than that of the commercial Ir/C.Synchrotron X-ray-based spectroscopies,electron microscopy and density functional theory calculations revealed a balanced binding of reaction intermediates with enhanced activity.The water-splitting cell using a load of 0.02 mgIr/cm2of Au@Au0.43Ir0.57as both anode and cathode can reach 10 mA/cm2at 1.52 V and maintain activity for at least194 h,which is better than the cell using the commercial couple Ir/C‖Pt/C（1.63 V,0.2 h）.

关键词： controllable synthesis of surface IrOx oxygen evolution reaction acidic water splitting catalytic stability transition metal catalysts

来源：

同方期刊数据库评论

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

Fully endoscopic far-lateral supracerebellar infratentorial approach for trigeminal neuralgia: illustrative case reports

引用

中华神经外科杂志(英文) 2024年第2期10卷 1-5页

作者： Yao Hong Yang Wenlei Tang Hao Cheng Yijun Lin Shaojian wu zhe Bao Department of Neurosurgery Center of Pituitary Tumor Ruijin Hospital Shanghai Jiao Tong University School of Medicine# Ruijin Er Road Shanghai China

Background Trigeminal neuralgia (TN) is a common cause of craniofacial pain. The retrosigmoid approach is usually used to treat TN, but no cases of endoscopic far-lateral supracerebellar infratentorial approach (EF-SCITA) were used to undergo operation for TN.Case presentation Two patients were presented with severe facial pain and preliminary diagnosis was TN. Preoperative magnetic resonance imaging revealed that a superior cerebellar artery (SCA) compressed the trigeminal nerve in case 1, and a tumor located in the petrous apex extending into the Meckel’s cave compressed the trigeminal nerve in case 2. Operations were achieved through the EF-SCITA. The pain was totally relieved with no postsurgical complications in both cases.Conclusions We present the first two case reports of EF-SCITA to relieve classical and secondary TN successfully. The EF-SCITA can be a promising approach for treating TN.

关键词： Approach Endoscopic surgery Trigeminal neuralgia

来源：

同方期刊数据库评论

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

欢迎您,

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

请选择保存的检索档案：

请选择收藏分类：

通借通还

欢迎您,

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

在线全文

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：