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Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation

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Journal of the Operations Research Society of China 2024年第1期12卷 215-241页

作者： Sergey n.Smirnov Faculty of Computational Mathematics and Cybernetics Lomonosov Moscow State UniversityMoscow119991Russian Federation

The present paper continues the topic of our recent paper in the same journal,aiming to show the role of structural stability in financial *** the context of financial market modeling,structural stability means that a specific“no-arbitrage”property is unaffected by small(with respect to the Pompeiu–Hausdorff metric)perturbations of the model’s *** formulate,based on our economic interpretation,a new requirement concerning“no arbitrage”properties,which we call the“uncertainty principle”.This principle in the case of no-trading constraints is equivalent to structural *** demonstrate that structural stability is essential for a correct model approximation(which is used in our numerical method for superhedging price computation).We also show that structural stability is important for the continuity of superhedging prices and discuss the sufficient conditions for this continuity.

关键词： Uncertainty Structural stability no arbitrage Continuity of superhedging price Compact-valued multifunction Financial market model approximation Trading constraints

A note on Transition Kernels for the Most UnfavourableMixed Strategies of the Market

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Journal of the Operations Research Society of China 2024年第1期12卷 35-50页

作者： Sergey n.Smirnov Faculty of Computational Mathematics and Cybernetics Lomonosov Moscow State UniversityMoscowRussian Federation 119991

We consider a deterministic model of market evolution with trading constraints andapply a game-theoretic approach to the superhedging *** obtain sufﬁcientconditions for the game equilibrium and prove under these conditions the existenceof a Borel-measurable transition kernel describing dependence on price prehistory ofthe most unfavourable mixed strategy of the market.

关键词： Superhedging Guaranteed deterministic approach Optimal mixedstrategies of the market Borel-measurable transition kernel Game equilibrium

Inclusion of CoTiO_(3) to ameliorate the re/dehydrogenation properties of the Mg–na–Al system

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Journal of Magnesium and Alloys 2024年第3期12卷 1215-1226页

作者： n.A.Ali n.Y.Yusnizam n.A.Sazelee Sami-ullah Rather Haizhen Liu M.Ismail Energy Storage Research Group Faculty of Ocean Engineering TechnologyUniversiti Malaysia Terengganu21030 Kuala NerusTerengganuMalaysia Department of Chemical and Materials Engineering King Abdulaziz UniversityP.O.Box80204Jeddah 21589Saudi Arabia Guangxi novel Battery Materials Research Center of Engineering Technology School of Physical Science and TechnologyGuangxi UniversityNanning 530004China State Key Laboratory of Featured Metal Materials and Life-Cycle Safety for Composite Structures Nanning 530004China

For the first time,the MgH_(2)–naAlH_(4)(ratio 4:1)destabilized system with CoTiO_(3) addition has been *** CoTiO_(3)-doped MgH_(2)–naAlH_(4) sample begins to dehydrogenate at 130℃,which is declined by 40℃ compared to the undoped MgH_(2)–naAlH_(4).Moreover,the de/rehydrogenation kinetics characteristics of the CoTiO_(3)-doped MgH_(2)–naAlH_(4) were greatly *** the inclusion of CoTiO_(3),the MgH_(2)–naAlH_(4) composite absorbed 5.2 wt.%H_(2),higher than undoped MgH_(2)–naAlH_(4).In the context of dehydrogenation,the CoTiO_(3)-doped MgH_(2)–naAlH_(4) sample desorbed 2.6 wt.%H_(2),almost doubled compared to the amount of hydrogen desorbed from the undoped MgH_(2)–naAlH_(4) *** activation energy obtained by the Kissinger analysis for MgH_(2) decomposition was significantly lower by 35.9 kJ/mol than the undoped MgH_(2)–naAlH_(4) *** reaction mechanism demonstrated that new phases of MgCo and AlTi_(3) were generated in situ during the heating process and are likely to play a substantial catalytic function and be useful in ameliorating the de/rehydrogenation properties of the destabilized MgH_(2)–naAlH_(4) system with the inclusion of CoTiO_(3).

关键词： Destabilize system Magnesium hydride Sodium alanate Hydrogen storage Additive.

Antibiotic ciprofloxacin removal from aqueous solutions by electrochemically activated persulfate process:Optimization,degradation pathways,and toxicology assessment

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Journal of Environmental Sciences 2024年第9期143卷 85-98页

作者： Elif Yakamercan Ahmet Aygün Halis Simsek Environmental Engineering Department Bursa Technical UniversityBursaTurkey Agricultural and Biological Engineering Department Purdue UniversityWest LafayetteINUSA

Ciprofloxacin(CIP)is a commonly used antibiotic in the fluoroquinolone group and is widely used in medical and veterinary medicine disciplines to treat bacterial *** CIP is discharged into the sewage system,it cannot be removed by a conventional wastewater treatment plant because of its recalcitrant *** this study,boron-doped diamond anode and persulfate were used to degrade CIP in an aquatic solution by creating an electrochemically activated persulfate(EAP)*** added to the system as a coactivator and the process was called EAP+*** effects of independent variables,including pH,Fe^(2+),persulfate concentration,and electrolysis time on the systemwere optimized using the response surface *** results showed that the EAP+Fe process removed 94%of CIP under the following optimum conditions:A pH of 3,persulfate/Fe^(2+)concentration of 0.4 mmol/L,initial CIP concentration 30 mg/L,and electrolysis time of 12.64 *** removal efficiency was increased from 65.10%to 94.35%by adding Fe^(2+)as a transition *** degradation products,7 pathways,and 78 intermediates of CIP were studied,and three of those intermediates(m/z 298,498,and 505)were *** toxicological analysis based on toxicity estimation software results indicated that some degradation products of CIP were toxic to targeted animals,including fathead minnow,Daphnia magna,Tetrahymena pyriformis,and *** optimumoperation costswere similar in EAP and EAP+Fe processes,approximately 0.54€/m^(3).

关键词： Ciprofloxacin Response surface methodology Electrochemically activated persulfate Electrooxidation

EDSUCh:A robust ensemble data summarization method for effective medical diagnosis

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Digital Communications and networks 2024年第1期10卷 182-189页

作者： Mohiuddin Ahmed A.n.M.Bazlur Rashid School of Science Edith Cowan UniversityPerthAustralia

Identifying rare patterns for medical diagnosis is a challenging task due to heterogeneity and the volume of *** summarization can create a concise version of the original data that can be used for effective *** this paper,we propose an ensemble summarization method that combines clustering and sampling to create a summary of the original data to ensure the inclusion of rare *** the best of our knowledge,there has been no such technique available to augment the performance of anomaly detection techniques and simultaneously increase the efficiency of medical *** performance of popular anomaly detection algorithms increases significantly in terms of accuracy and computational complexity when the summaries are ***,the medical diagnosis becomes more effective,and our experimental results reflect that the combination of the proposed summarization scheme and all underlying algorithms used in this paper outperforms the most popular anomaly detection techniques.

关键词： Data summarization Ensemble Medical diagnosis Sampling

Study of asphaltene reaggregation in toluene/heptane mixture by dynamic and static light scattering

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Petroleum Research 2024年第1期9卷 48-54页

作者： Vladimir n.Kuryakov Oil and Gas Research Institute of RAS(OGRI RAS) Gubkina Str.3119333MoscowRussian Federation

This paper presents the study of the effect of multiple ultrasonic impacts on submicron asphaltene aggregates in a toluene/heptane solution,conducted with dynamic light scattering *** objects of the study were four samples of asphaltenes obtained from four different *** all samples,the change in the average size of the asphaltene submicron aggregates with time was measured after the addition of a precipitant(heptane)to a solution of asphaltenes in toluene at an amount above the threshold *** aggregates formed in solution after the addition of the precipitant and were subjected to ultrasonic treatment,which led to the destruction of the asphaltene *** of destroyed asphaltenes was *** kinetics of this aggregation were similar to the kinetics of aggregation of asphaltenes after the addition of a *** iterations of asphaltene aggregate destruction in the sample led to a significant change in the kinetics of aggregation:the growth of aggregates slowed and stabilized at a size of approximately 200 nm and 30 nm for the different studied samples.

关键词： Asphaltenes Aggregation Sonication Dynamic light scattering Re-aggregation Colloidal stability Resins

Heterosis effect for larval performance of fall armyworm interstrain hybrids

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Insect Science 2024年第4期31卷 1296-1312页

作者： Laijiao Lan nicolas nègre DGIMI University of MontpellierINRAEMontpellierFrance

Spodoptera frugiperda,also known as fall armyworm(FAW),is an invasive crop pest that can feed on a variety of host plants,posing a serious threat to food *** are two sympatric strains of FAW that are morphologically identical but described with different food preferences:the“rice strain”(SfR)and the“corn strain”(SfC).A few genetic loci exist to identify these two *** and Z-chromosome-linked haplotypes are the most used,but the biggest part of the genome displays little polymorphism between strains that could explain their adaptation to different *** have previously observed consistent transcription differences between the strains in both laboratory and natural ***,we wonder if there are effects from host-strain-associated loci,maternally or paternally inherited,on FAW performance that could explain the divergence between the two FAW *** test this hypothesis,we first produced two F1 hybrid generations(SfR♀×SfC♂,SfC♀×SfR♂).These reciprocal hybrids should be heterozygous for all chromosomes except for the maternally inherited mitochondrial and sexual W *** evaluate whether plant preference is determined by these genetic loci,we cultivated the two hybrids and the two parental strains in triplicate on an artificial diet and recorded several phenotypic traits such as weight over time,survival rate,emerging rate,developmental time,and sex ***,the same performance experiment was carried out on corn ***,on the artificial diet,the two hybrid genotypes were both more performant than the two parental strains in terms of survival rate,pupal emerging rate,and developmental time,whereas they were intermediate to the inbred parental strains in pupal *** the corn plant diet,both hybrid genotypes outperformed the two parental strains in larval *** these asymmetrical results revealed that mitochondrial or sex-linked haplotypes alone cannot explain the performance differences

关键词： fall armyworm Haldane's rule heterosis hybrid performance mitochondria

A FLEXIBLE OBJECTIVE-COnSTRAInT APPROACH AnD A nEW ALGORITHM FOR COnSTRUCTInG THE PARETO FROnT OF MULTIOBJECTIVE OPTIMIZATIOn PROBLEMS

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Acta Mathematica Scientia 2024年第2期44卷 702-720页

作者： n.HOSEInPOOR M.GHAZnAVI Faculty of Mathematical Sciences Shahrood University of TechnologyShahroodIran

In this article, a novel scalarization technique, called the improved objective-constraint approach, is introduced to find efficient solutions of a given multiobjective programming problem. The presented scalarized problem extends the objective-constraint problem. It is demonstrated that how adding variables to the scalarized problem, can lead to find conditions for (weakly, properly) Pareto optimal solutions. Applying the obtained necessary and sufficient conditions, two algorithms for generating the Pareto front approximation of bi-objective and three-objective programming problems are designed. These algorithms are easy to implement and can achieve an even approximation of (weakly, properly) Pareto optimal solutions. These algorithms can be generalized for optimization problems with more than three criterion functions, too. The effectiveness and capability of the algorithms are demonstrated in test problems.

关键词： multiobjective optimization Pareto front scalarization objective-constraint approach proper efficient solution

Proximity to corridors benefits bird communities in vegetated interrow vineyards in Mendoza, Argentina

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Avian Research 2024年第2期15卷 147-155页

作者： Andrea Paula Goijman Agustín Zarco EEA La Consulta Instituto Nacional de Tecnología Agropecuaria(INTA)San CarlosMendozaArgentina Instituto Argentino de Investigacion en las Zonas Aridas(IADIZA)COnICET 5500MendozaArgentina

Management under ecological schemes and increasing habitat heterogeneity,are essential for enhancing biodiversity in *** provide several contributions to agriculture,for example pest control,recreation and enhancing human mental health,and have intrinsic *** are also ideal model organisms because they are easy to survey,and species respond differently to agricultural land use at different *** borders of crops are key for many species of birds,and distance to the border have been found to be an important factor in vineyard-dominated *** evaluate if there are differences in the bird assemblage,between the interior compared to borders within vineyards,using a hierarchical community occupancy *** hypoth-esized that occupancy of birds is greater in environments with greater heterogeneity,which in this study was considered to be contributed by the proximity to vegetated *** expected that vineyard borders close to corridors will have higher bird occupancy than the center of the *** research was conducted in three vineyards with biodiversity-friendly management practices,in Gualtallary,Mendoza,*** surveys were conducted over three breeding seasons from 2018 to *** and richness of the bird community was more closely associated with the borders adjacent to the corridors than with the interior of the vineyards,as we initially predicted,although the assemblage of birds did not differ *** than 75%of the registered species consume exclusively or partially ***-friendly management and ecological schemes,together with vegetated corridors provide multiple benefits for biodiversity *** ap-proaches not only minimize the use of agrochemicals but also prioritize soil cover with spontaneous vegetation,which supports a diverse community of insectivorous bird species,potentially contributing to pest control.

关键词： Avian Bayesian analysis Field scale agroecosystem Management Multi-species occupancy model nature’s contributions to people