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Risk and Potential:An Asset Allocation Framework with Applications to Robo-Advising

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Journal of the Operations Research Society of China 2022年第3期10卷 529-558页

作者： xiang-yu cui Duan Li Xiao Qiao Moris S.Strub School of Statistics and Management Shanghai University of Finance and EconomicsShanghai200437China School of Data Science City University of Hong KongHong KongChina School of Data Science and Hong Kong Institute for Data Science City University of Hong KongHong KongChina Department of Information Systems and Management Engineering Southern University of Science and TechnologyShenzhen518055GuangdongChina

We propose a novel dynamic asset allocation framework based on a family of mean-variance-induced utility functions that alleviate the non-monotonicity and time-inconsistency problems of mean-variance *** utility functions are motivated by the equivalence between the mean-variance objective and a quadratic utility ***,our framework differs from mean-variance analysis in that we allow different treatment of upside and downside deviations from a target wealth *** naturally leads to a different characterization of possible investment outcomes below and above a target wealth as risk and *** proposed asset allocation framework retains two attractive features of mean-variance optimization:an intuitive explanation of the investment objective and an easily computed optimal *** establish a semi-analytical solution for the optimal trading strategy in our framework and provide numerical examples to illustrate its ***,we discuss applications of this framework to robo-advisors.

关键词： Mean-risk optimization Mean-variance Expected utility maximization Portfolio choice Risk Potential Robo-advising FinTech

Methane emissions from shale gas production sites in southern Sichuan,China:A field trial of methods

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气候变化研究进展:英文版 2023年第4期14卷 624-631页

作者： Ming XUE Xing-CHUN Li Yi-Wei ZHAO Dong-Dong CAO xiang-yu cui Guang-Quan LIU Qian DING State Key Laboratory of Petroleum Pollution Control Beijing 102206China CNPC Research Institute of Safety and Environmental Technology Beijing 102206China Petroleum Exploration and Production Research Institute SINOPECBeijing 102206China

Shale gas is an important alternative natural gas source that can meet China's growing energy ***,methane emissions during shale gas production could largely determine whether it could be considered as a bridging clean energy *** this study,we performed methane emission measurements using three methods(on-site optical gas imaging,on-site methane patrolling,and downwind measurement)at shale gas production sites in Sichuan province,China,covering 18 well sites with 81 *** results showed that flowback water tanks were the major methane sources,with valves,separators,chemical injection pumps,and pneumatic controllers as other *** methane concentrations inside the 18 sites ranged from 1.42 to 459μmol mol−1,with over 59%of the sites having the highest concentration less than 50μmol mol−*** optical gas imaging method,with its low detection limit over 5000μmol mol−1,could not capture the emission *** three successful downwind measurements resulted in site level emission rates between 0.02 and 0.17 kg h−*** divided by the number of wells at each site,the emission intensity was 4%–28%of the wellhead emission factor for natural gas production in *** measurements are required to better quantify methane emissions from shale gas sites in *** sites in mountainous regions or long-term low-wind regions,detection methods other than downwind measurements should be suitable for quantifying site-level emissions.

关键词： Methane emission Shale gas On-site methane patrolling Downwind measurements Emission factor

Factors and Their Impact on Treatment Effect of Acupuncture in Different Outcomes:A Meta-Regression of Acupuncture Randomized Controlled Trials

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Chinese Journal of Integrative Medicine 2024年第3期30卷 260-266页

作者： XIU Wen-cui GANG Wei-juan ZHOU Qi SHI Lan-jun HU xiang-yu MING Tian-yu LUO Zhen ZHANG yu-qing JING xiang-hong Institute of Acupuncture and Moxibustion China Academy of Chinese Medical SciencesBeijing100700China China Center for Evidence-Based Traditional Chinese Medicine China Academy of Chinese Medical SciencesBeijing100700China Department of Health Research Methods Evidenceand ImpactMcMaster UniversityHamiltonOntarioL8S 4L8Canada Center for Evidence-Based Integrative Medicine-Clarity Collaboration Guang’anmen HospitalChina Academy of Chinese Medical SciencesBeijing100053China

Background:The effects of acupuncture have varied in different randomized controlled trials(RCTs),and there are many factors that influence treatment effect of acupuncture in different outcomes,with conflicting ***:To identify factors and their impact on the treatment effect of acupuncture in different ***:Acupuncture RCTs were searched from 7 databases including Medline(Pub Med),Embase,Cochrane Central Register of Controlled Trials,China National Knowledge Infrastructure,Wanfang Database,VIP Database,and China Biology Medicine disc between January 1st,2015 and December 31st,*** studies must compare acupuncture to no acupuncture,sham acupuncture,or waiting lists,and report at least 1patient-important outcome.A multi-level meta-regression was conducted using a 3-level robust mixed model and univariate analyses were performed for all independent variables,even those excluded from the multivariable model due to *** used thresholds of 0.2 and 0.4 for the difference of standardized mean differences(SMDs),categorising them as small(0.4) ***:The pain construct analysis involved 211 effect estimates from 153 studies and 14 independent ***-frequency acupuncture treatment sessions produced larger effects compared to low-frequency sessions [large magnitude,the difference of adjusted SMDs 0.46,95% confidence interval(CI) 0.07 to 0.84;P=0.02].The non-pain symptoms construct analysis comprised 323 effect estimates from 231 studies and 15 independent *** acupuncture showed moderately larger effects when compared to non-penetrating acupuncture(0.30,95% CI 0.06 to 0.53;P=0.01).The function construct analysis included 495 effect estimates from 274 studies and 14 independent *** acupuncture and the flexible acupuncture regimen showed moderately larger effects,compared to non-penetrating acupuncture and fixed regimen,respectively(0.40,95% CI 0

关键词： acupuncture randomized controlled trial patient-important outcome meta-regression

Morphological Classification of Infrared Galaxies Based on WISE

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Research in Astronomy and Astrophysics 2024年第4期24卷 222-236页

作者： Zhi-Ren Pan Bo Qiu cui-xiang Liu A-Li Luo Xia Jiang Xiao-yu Guo School of Electronic and Information Engineering Hebei University of TechnologyTianjin 300401China Key Laboratory of Optical Astronomy National Astronomical ObservatoriesChinese Academy of SciencesBeijing 100101China

This study introduces a novel convolutional neural network,the WISE Galaxy Classification Network(WGC),for classifying spiral and elliptical galaxies using Wide-field Infrared Survey Explorer(WISE)*** attains an accuracy of 89.03%,surpassing the combined use of K-means or SVM with the Color-Color method in more accurately identifying galaxy *** enhanced variant,WGC_mag,integrates magnitude parameters with image features,further boosting the accuracy to 89.89%.The research also delves into the criteria for galaxy classification,discovering that WGC primarily categorizes dust-rich images as elliptical galaxies,corresponding to their lower star formation rates,and classifies less dusty images as spiral *** paper explores the consistency and complementarity of WISE infrared images with SDSS optical images in galaxy morphology *** SDSS Galaxy Classification Network(SGC),trained on SDSS images,achieved an accuracy of 94.64%.The accuracy reached 99.30% when predictions from SGC and WGC were *** the complementarity of features in WISE and SDSS images,a novel variant of a classifier,namely the Multi-band Galaxy Morphology Integrated Classifier,has been *** classifier elevates the overall prediction accuracy to 95.39%.Lastly,the versatility of WGC was validated in other data *** the HyperLEDA data set,the distinction between elliptical galaxies and Sc,Scd and Sd spiral galaxies was most pronounced,achieving an accuracy of 90%,surpassing the classification results of the Galaxy Zoo 2 labeled WISE data *** research not only demonstrates the effectiveness of WISE images in galaxy morphology classification but also represents an attempt to integrate multi-band astronomical data to enhance understanding of galaxy structures and evolution.

关键词： methods:data analysis infrared:galaxies galaxies:spiral galaxies:elliptical and lenticular cD

In vivo imaging of the neuronal response to spinal cord injury:a narrative review

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Neural Regeneration Research 2024年第4期19卷 811-817页

作者： Junhao Deng Chang Sun Ying Zheng Jianpeng Gao xiang cui yu Wang Licheng Zhang Peifu Tang Department of Orthopedics The Fourth Medical Center of Chinese PLA General Hospital National Clinical Research Center for Orthopedics Sports Medicine and Rehabilitation School of Life Sciences Tsinghua University Department of Orthopedics Air Force Medical CenterPLA Medical School of Chinese PLA Institute of Orthopedics The First Medical CenterChinese PLA General Hospital Key Lab of Regenerative Medicine in Orthopedics Key Laboratory of Musculoskeletal Trauma and War Injuries PLA

Deciphering the neuronal response to injury in the spinal cord is essential for exploring treatment strategies for spinal cord injury(SCI).However,this subject has been neglected in part because appropriate tools are *** in vivo imaging and labeling methods offer great potential for observing dynamic neural processes in the central nervous system in conditions of health and *** review first discusses in vivo imaging of the mouse spinal cord with a focus on the latest imaging techniques,and then analyzes the dynamic biological response of spinal cord sensory and motor neurons to *** then summarize and compare the techniques behind these studies and clarify the advantages of in vivo imaging compared with traditional neuroscience ***,we identify the challenges and possible solutions for spinal cord neuron imaging.

关键词： anterior horn neurons calcium imaging central nervous system dorsal horn neurons dorsal root ganglion in vivo imaging neuronal response spinal cord injury spinal cord two-photon microscopy

Finite Element Method for Transient Electric Field by Using Indirect Laplace Transform with High Accuracy

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CSEE Journal of Power and Energy Systems 2024年第1期10卷 401-411页

作者： Teng Wen xiang cui Xuebao Li Sijia Liu Zhibin Zhao State Key Laboratory of Alternate Electrical Power System with Renewable Energy Sources North China Electric Power UniversityBeijing 102206China China Electric Power Planning&Engineering Institute Beijing 100120China

This paper focuses on the finite element method in the complex frequency domain(CFD-FEM)for the transient electric ***,the initial value and boundary value problem of the transient electric field under the electroquasistatic field in the complex frequency domain is *** addition,the finite element equation and the constrained electric field equation on the boundary are ***,the indirect algorithm of the numerical inverse Laplace transform is *** on it,the calculation procedures of the CFD-FEM are illustrated in ***,the step response,zero-state response under the positive periodic square waveform(PPSW)voltage,and the zero-input response by the CFD-FEM with direct algorithm and indirect algorithm are ***,the reason for the numerical oscillations of the zero-state response under the PPSW voltage is analyzed,and the method to reduce oscillations is *** results show that the numerical accuracy of the indirect algorithm of the CFD-FEM is more than an order of magnitude higher than that of the direct algorithm when calculating the step response of the transient electric *** proposed method can significantly reduce the numerical oscillations of the zero-state response under the PPSW *** proposed method is helpful for the calculation of the transient electric field,especially in the case of frequency-dependent parameters.

关键词： Electroquasistatic field transient electric field finite element method complex frequency domain numerical Laplace transform

A new scheme of climate-vegetation regionalization in the Hengduan Mountains Region

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Science China Earth Sciences 2024年第3期67卷 751-768页

作者： Xueqin ZHANG Xiaoming XU xiang LI Peng cui Du ZHENG Key Laboratory of Land Surface Pattern and Simulation Institute of Geographic Sciences and Natural Resources ResearchChinese Academy of SciencesBeijing 100101China University of Chinese Academy of Sciences Beijing 100049China China-Pakistan Joint Research Center on Earth Sciences Chinese Academy of Sciences-Higher Education Commission of PakistanIslamabad 45320Pakistan

The Hengduan Mountains Region(HMR) is essential for the future ecological protection, clean energy production,Sichuan-Xizang and yunnan-Xizang railways, and other major infrastructure projects in China. The distributions of climate and vegetation exhibit significant regional differentiation and vertical zonality due to the rugged longitudinal ranges and gorges and the complex disaster-prone environments in HMR. Therefore, it is urgent to develop the climate-vegetation regionalization in HMR to effectively satisfy the national requirements such as agricultural production and ecological protection, mountain disaster risk prevention, and major project construction. We here develop a new scheme of climate-vegetation regionalization with the latest demarcation outcome of HMR, the ground observation from 122 meteorological stations in HMR and its surrounding areas during 1990–2019, and the high-precision remote sensing data of land cover types. The new scheme first constructs the regionalization index system, fully considering the extraordinarily complicated geomorphic pattern of mountains and valleys, the scarcity of meteorological observations, and the remarkable differentiation of climate and vegetation in HMR. The system consists of three primary regionalization indices(i.e., days with daily average temperature steady above 10°C, aridity index, and main vegetation types, dividing the temperature zones, moisture regions, and vegetation subregions, respectively) and three auxiliary indices of the accumulated temperature above 10°C, and the temperatures in January and July. Then, the HMR is divided into five temperature zones, 20 moisture regions, and 55 vegetation subregions. Compared with previous regionalization schemes, the new scheme optimizes the climate spatial interpolation model of thin plate smoothing spline suitable for the unique terrain in HMR. Moreover, the disputed division index threshold between different climatic zones(regions) is scientifically clarifi

关键词： Climate-vegetation regionalization Thin plate smoothing spline(TPSS) GeoDetector Stepwise downscaling pane division method Hengduan Mountains Region

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Time-Consistent Portfolio Policy for Asset-Liability Mean-Variance Model with State-Dependent Risk Aversion

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Journal of the Operations Research Society of China 2018年第1期6卷 175-188页

作者： Liu-Meng Peng xiang-yu cui yun Shi School of Management Shanghai UniversityShanghai 200444China School of Statistics and Management Shanghai University of Finance and EconomicsShanghai 200433China

In reality,when facing a multi-period asset-liability portfolio selection problem,the risk aversion attitude of a mean-variance investor may depend on the wealth level and liability ***,in this paper,we propose a state-dependent risk aversion model for the investor,in which risk aversion is a linear function of current wealth level and current liability *** to the time inconsistency of the resulting multi-period asset-liability mean-variance model,we investigate its time-consistent portfolio policy by solving a nested mean-variance game *** derive the analytical time-consistent portfolio policy,which takes a linear form of current wealth level and current liability *** also analyze the influence of the risk aversion coefficients on the time-consistent portfolio policy and the investment performance via a numerical example.

关键词： State-dependent risk aversion Asset-liability mean-variance model Time-consistent portfolio policy

Intensified warming suppressed the snowmelt in the Tibetan Plateau

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Advances in Climate Change Research 2024年第3期15卷 452-463页

作者： xiang LI Peng cui Xue-Qin ZHANG Fang ZHANG Key Lab of Land Surface Pattern and Simulation Institute of Geographic Sciences and Natural Resources ResearchBeijing 100101China University of Chinese Academy of Sciences Beijing 100049China China‒Pakistan Joint Research Center on Earth Sciences Chinese Academy of Sciences and Higher Education CommissionIslamabad 45320Pakistan

Understanding how hydrological factors interrelate is crucial when examining the impact of climate warming on ***,these connections are often overlooked,leading to an unclear relationship between temperature and *** study investigates the complex interplay between temperature and snowmelt in the Tibetan Plateau from 1961 to 2020,focusing on how extreme high-temperature events affect the frequency of extreme *** a structural equation model,we detected three temperature-related factors that predominantly influenced snowmelt and extreme *** annual average temperature was found to have a significant indirect impact on snowmelt,mediated by changes in snowfall,snow depth and snow *** contrast,high-temperature days(daily maximum temperatures exceeding the 90th percentile)and heat waves(at least three consecutive high-temperature days)negatively affected extreme snowmelt directly or *** direct effect of increasing extreme temperature events was associated with an earlier onset of high-temperature periods,which accelerated snowmelt and shortened the duration of extreme snowmelt ***,the reduction in snow cover owing to warming emerged as a main factor suppressing snowmelt and extreme snowmelt *** also revealed spatiotemporal variations in the temperature‒snowmelt relationship that highly depended on changes in snowmelt *** study elucidated why warming suppresses snowmelt and extreme snowmelt events in the Tibetan Plateau,highlighting the mediating roles of snow-related and phenological *** findings will provide scientific support for climate simulation and water management policymaking in alpine regions worldwide.

关键词： Climate change Extreme temperature Snowmelt Structural equation model Tibetan Plateau