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Bi-Cubic B-Spline Fitting-Based Local Volatility Model with Mean Reversion Process

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Journal of Systems Science & Complexity 2016年第1期29卷 119-132页

作者： ZHOU Shifei WANG Hao YEN jerome LAI kin keung Department of Management Sciences City University of Hong KongHong KongChina Department of Finance Hong Kong University of Science and TechnologyHong KongChina International Business School Shaanxi Normal UniversityXi'an710061 China

This paper studies the traditional local volatility model and proposes:A novel local volatility model with mean-reversion *** larger is the gap between local volatility and its mean level,the higher will be the rate at which local volatility will revert to the ***,a B-spline method with proper knot control is applied to interpolate the local volatility *** bi-cubic B-spline is used to recover the local volatility surface from this local volatility ***,empirical tests show that the proposed mean-reversion local volatility model offers better prediction performance than the traditional local volatility model.

关键词： Bi-cubic B-spline local volatility mean reversion surface fitting

Mapping common and glossy buckthorns (Frangula alnus and Rhamnus cathartica) using multi-date satellite imagery WorldView-3, GeoEye-1 and SPOT-7

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International Journal of Digital Earth 2023年第1期16卷 31-42页

作者： Fiston Nininahazwe Mathieu Varin jerome Theau Departement de Geomatique appliquee Universite de SherbrookeSherbrookeCanada Centre d'enseignement et de recherche en foresterie(CERFO) QuebecCanada Centre de la science de la biodiversite du Quebec MontrealCanada

Buckthorns(Glossy buckthorn,Frangula alnus and common buckthorn,Rhamnus cathartica)represent a threat to *** high competitivity lead to the replacement of native species and the inhibition of forest *** detection strategies are therefore necessary to limit invasive alien plant species’impacts,and remote sensing is one of the techniques for early invasion *** studies have used phenological remote sensing approaches to map buckthorn distribution from medium spatial resolution *** studies highlighted the difficulty of detecting buckthorns in low densities and in understory using this category of *** main objective of this study was to develop an approach using multi-date very high spatial resolution satellite imagery to map buckthorns in low densities and in the understory in the Québec city *** machine learning classifiers(Support Vector Machines,Random Forest and Extreme Gradient Boosting)were applied to WorldView-3,GeoEye-1 and SPOT-7 satellite *** Random Forest classifier performed well(kappa=0.72).The SVM and XGBoost’s coefficient kappa were 0.69 and 0.66,***,buckthorn distribution in understory was identified as the main limit to this approach,and LiDAR data could be used to improve buckthorn mapping in similar environments.

关键词： Invasive alien plant species remote sensing buckthorns multi-date satellite imagery machine learning

Spatial distribution of Vespa velutina individuals hunting at domestic honeybee hives： heterogeneity at a local scale

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Insect Science 2014年第6期21卷 765-774页

作者： karine Monceau Olivier Bonnard jerome Moreau Denis Thiery INRA UMR1065 Sante et Agroecologie du Vignoble F-33883 Villenave d'Omon ISVV UMR1065 Sante et Agroecologie du Vignoble Bordeaux Sciences Agro Universite de Bordeaux F-33883 Villenave d'Omon Equipe Ecologie Evolutive UMR 6282 Biogeosciences 6 Bd Gabriel Universite de Bourgogne F-21000 Dijon France

Since its recent introduction into Europe, the yellow-legged hornet, Vespa velutina, has become a major predator of the domestic honeybee, Apis mellifera, but little is known about its hunting behavior. We studied V. velutina hunting behavior by a capture- mark-recapture procedure in an experimental apiary. A total of 360 hornets were captured and tagged, and we determined：（i） the number of hornets visiting the apiary and the changes in time, （ii） the average number of individual visits per half-day and the time elapsed between consecutive recaptures, and （iii） the individual and global distribution of the hornets in the apiary. More than 50% of the marked hornets were recaptured at least once, this increased to 74% in considering the first marked individuals. We estimated 350 hornets visiting the patch daily with at least 1 visit per half-day. The number of marked hornets decreased over time while the number of unmarked ones increased, suggesting a turnover of individuals. The reduction of the delay between consecutive visits indicates that hornets became more efficient over time. Most of the hornets （88%） were recaptured in front of different hives but, overall, the global distribution was aggregative. Hornets were mainly recaptured in front of 1 hive which was neither the smallest nor the biggest colony, suggesting that the major cue used by hornets is not the amount of food. We hypothesize that the defensive behavior of the honeybee colony could explain our results which may be promising to further studies.

关键词： Apis mellifera capture-mark-recapture learning predation Vespidae yellow-legged hornet

A DIAGONAL SPLIT-CELL MODEL FOR THE OVERLAPPING YEE FDTD METHOD

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Acta Mathematica Scientia 2009年第6期29卷 1670-1676页

作者： Jinjie Liu Moysey Brio jerome V. Moloney Department of Mathematical Sciences Delaware State University Dover DE 19901 USA Arizona Center for Mathematical Sciences Department of Mathematics University of Arizona Tucson AZ 85721 USA

In this paper, we present a nonorthogonal overlapping Yee method for solv- ing Maxwell＇s equations using the diagonal split-cell model. When material interface is presented, the diagonal split-cell model does not require permittivity averaging so that better accuracy can be achieved. Our numerical results on optical force computation show that the standard FDTD method converges linearly, while the proposed method achieves quadratic convergence and better accuracy.

关键词： FDTD method Overlapping Yee method Maxwell's equations Optical force

Entrepreneurship Measurement and Comparison:Holistic Acceptability Global Entrepreneurship Index

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Journal of Systems Science & Complexity 2020年第6期33卷 1959-1979页

作者： SONG Lianlian LAI kin keung TSO kwok Fai Geoffrey YEN jerome Department of Business Management Nanjing University of Aeronautics and AstronauticsNanjing 210016China College of Economics Shenzhen UniversityShenzhen 518060China Department of Management Science City University of Hong KongHong KongChina Faculty of Science and'Technology University of MacaoMacaoChina

The Global Entrepreneurship and Development Institute annually publishes the Global Entrepreneurship Index(GEI)to show entrepreneurship of each country/*** GEI is obtained by averaging the scores of three sub-indexes,entrepreneurial attitudes,entrepreneurial abilities and Entrepreneurial ***,this GEI construction method with equal weights for three subindexes may be controversial,since the relative importance among the three sub-indexes may vary across countries and areas due to economic and social/cultural *** study comprehensively considers all possible weights,and formulates an interval entrepreneurship evaluation *** the Stochastic multicriteria acceptability analysis,the authors build an improved GEI,which the authors term the Holistic Acceptability Global Entrepreneurship *** method differs from the conventional wisdom that assigns exact values to corresponding weights,but explores a weight space considering all possible weight ***,the proposed method is confirmed using an empirical study measuring and comparing the entrepreneurship of the top 20 countries and areas in terms of 2017 GEI.

关键词： Entrepreneurship entrepreneurship evaluation matrix global entrepreneurship index stochastic multicriteria acceptability analysis

Acute upper limb compartment syndrome in children: special focus on nerve recovery

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World Journal of Pediatric Surgery 2020年第3期3卷 11-22页

作者： Terrence Jose jerome Orthopedics Hand and Reconstructive MicrosurgeryOlympia Hospital&Research CentreTiruchirappalliIndia

Background Many studies have discussed acute compartment syndrome in children associated with or without fractures and have given their visible *** is known about the nerve involvement and the factors associated with recovery patterns in these *** intend to propose that ischemic nerve and muscles tend to regenerate after surgical decompression but in a different pattern and the given *** Twenty-four children with acute compartment syndrome in the upper limb were analyzed between 2009 and *** included demographic features of these patients,the time interval between the injury and surgery,and the attempt to correlate with motor and sensory *** The average follow-up was 67.3 months(range 59-80).Of the 24,14 patients(58%)had immediate recovery of motor and sensory *** remaining 10 patients had variable recovery patterns with a mean time for the radial nerve,median nerve and ulnar nerve motor recovery of 6.0,7.5 and 8.5 months,respectively,and sensory recovery at 12,12 and 13 months,*** overall study had a mean sensory recovery as per the Medical Research Council(MRC)of S3 in 3(12%)and S4 in 21(88%).The mean 2-point discrimination(2PD)was 6.9 mm(range 5-10).Twenty-one patients(88%)had a full range of movements at their final follow-up with a mean Visual Analog Scale score of 0.6;a quick Disabilities of the Arm,Shoulder and Hand score of 5.9(range 2.3-25.0)and a Mayo wrist score of *** There was a definite motor and sensory recovery in patients who underwent surgical decompression in acute compartment syndrome of the upper limb irrespective of age,gender,delay in presentation and various *** motor and nerve fibers can regenerate after ischemic sequela of compartment syndrome.

关键词： involvement children fibers

Solving generalized lattice Boltzmann model for 3-D cavity flows using CUDA-GPU

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Science China(Physics,Mechanics & Astronomy) 2012年第10期55卷 1894-1904页

作者： LI ChengGong MAA jerome P.-Y kANG HaiGui State key Laboratory of Coastal and Offshore Engineering Dalian University of TechnologyDalian 116023China Virginia Institute of'Marine Science College of William and MaryGloucester PointVA 23062USA

The generalized lattice Boltzmann equation(GLBE),with the addition of the standard Smagorinsky subgrid-stress(SGS) model,has been proved that it is more suitable for simulating high Reynolds number turbulent flows when compared with the lattice BGk Boltzmann equation(LBGk).However,the computing efficiency of lattice Boltzmann method(LBM) is too low to make it for practical applications,unless using a massive parallel computing clusters *** this study,the massive parallel computing power from an inexpensive graphic processor unit(GPU) and a typical personal computer has been developed for improving the computing efficiency,more than 100 *** developed three-dimensional(3-D) GLBE-SGS model,with the D3Q19 scheme for simplifying collision and streaming courses,has been successfully used to study 3-D rectangular cavity flows with Reynolds number up to 10000.

关键词： generalized lattice Boltzmann equation (GLBE) subgrid-stress (SGS) D3Q19 3-D rectangular cavity flows GPU

Ecthyma gangrenosum of the scrotum： a case report

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Frontiers of Medicine 2016年第1期10卷 101-103页

作者： Wei Phin Tan Benjamin A. Sherer jerome Hoeksema Department of Urology Rush University Medical Center Chicago IL 60612 USA

A 43-year-old man with pancytopenia from chemotherapy for acute myeloid leukemia developed left scrotal pain, fever, and rigors. Physical exam revealed an ulcerating lesion with central necrosis and eschar surrounded by a halo of erythema on the inferior aspect of the left scrotum. The condition indicated an early necrofizing soft tissue infection. The patient was started on broad-spectrum antibiotics and taken to the operating room for a wound debridement. Blood and tissue cultures grew Pseudomonas aeruginosa, which confirmed the diagnosis of ecthyma gangrenosum of the scrotum. The fever resolved, and the wound healed without further progression after wet to dry dressing changes.

关键词： ecthyma gangrenosum scrotum genitalia

New Records of Genus Oncocephalus (Hemiptera: Reduviidae: Stenopodainae) from Cambodia

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Entomotaxonomia 2009年第2期31卷 127-128页

作者： CONSTANT jerome 刘霞 CONSTANT jerome 彩万志比利时皇家自然科学院昆虫学系中国农业大学昆虫学系北京100193

The stenopodaine genus Oncocephalus klug, 1850 and two species of this genus, O. breviscutum Reuter, 1882 and O. pudicus Hsiao, are recorded from Cambodia for the first time.

关键词： Hemiptera Reduviidae Oncocephalus new record Cambodia