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Barrier Option Pricing in Regime Switching Models with Rebates

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Acta Mathematicae Applicatae Sinica 2024年第3期40卷 849-861页

作者： Yue-xu ZHAO Jia-yong BAO School of Economics Hangzhou Dianzi UniversityHangzhou 310018China School of Sciences Hangzhou Dianzi UniversityHangzhou 310018China

This paper is concerned with the valuation of single and double barrier knock-out call options in a Markovian regime switching model with specific *** integral formulas of the rebates are derived via matrix Wiener-Hopf factorizations and Fourier transform techniques,also,the integral representations of the option prices are ***,the first-passage time density functions in two-state regime model are *** applications,several numerical algorithms and numerical examples are presented.

关键词： option pricing Markovian regime switching Wiener-Hopf factorization Fourier transform

Dynamic analysis of major public health emergency transmission considering the dual-layer coupling of community–resident complex networks

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Chinese Physics B 2024年第7期33卷 158-169页

作者：杨鹏范如国王奕博张应青 School of Economics and Management Wuhan UniversityWuhan 430072China Postdoctoral Research Station China International Engineering Consulting CorporationBeijing 100000China School of Business Administration Guizhou University of Finance and EconomicsGuiyang 550025China

We construct a dual-layer coupled complex network of communities and residents to represent the interconnected risk transmission network between communities and the disease transmission network among residents. It characterizes the process of infectious disease transmission among residents between communities through the SE2IHR model considering two types of infectors. By depicting a more fine-grained social structure and combining further simulation experiments, the study validates the crucial role of various prevention and control measures implemented by communities as primary executors in controlling the epidemic. Research shows that the geographical boundaries of communities and the social interaction patterns of residents have a significant impact on the spread of the epidemic, where early detection, isolation and treatment strategies at community level are essential for controlling the spread of the epidemic. In addition, the study explores the collaborative governance model and institutional advantages of communities and residents in epidemic prevention and control.

关键词： propagation dynamics complex networks public health events community structure

Effects of extracellular vesicle-derived noncoding RNAs on pre-metastatic niche and tumor progression

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Genes & Diseases 2024年第1期11卷 176-188页

作者： Zhuang Chen Qiming Wang Jinbo Liu Wenkang Wang Weitang Yuan Yang Liu Zhenqiang Sun Chengzeng Wang Department of Colorectal Surgery The First Affiliated Hospital of Zhengzhou UniversityZhengzhouHenan 450052China Academy of Medical Sciences of Zhengzhou University ZhengzhouHenan 450001China Department of Internal Medicine Affiliated Cancer Hospital of Zhengzhou UniversityHenan Cancer HospitalZhengzhouHenan 450008China Department of Breast Surgery The First Affliated Hospital of Zhengzhou UniversityZhengzhouHenan 450052China Department of Radiotherapy Affiliated Cancer Hospital of Zhengzhou UniversityHenan Cancer HospitalZhengzhouHenan 450008China The First Affiliated Hospital of Zhengzhou University ZhengzhouHenan 450052China

A pre-metastatic niche(PMN)is a protective microenvironment that facilitates the colonization of disseminating tumor cells in future metastatic *** vesicles(EVs)play a role in intercellular communication by delivering cargoes,such as noncoding RNAs(ncRNAs).The pivotal role of extracellular vesicle-derived noncoding RNAs(EV-ncRNAs)in the PMN has attracted increasing *** this review,we summarized the effects of EV-ncRNAs on the PMN in terms of immunosuppression,vascular permeability and angiogenesis,inflammation,metabolic reprogramming,and fibroblast *** particular,we provided a comprehensive overview of the effects of EV-ncRNAs on the PMN in different ***,we discussed the promising clinical applications of EV-ncRNAs,including their potential as diagnostic and prognostic markers and therapeutic targets.

关键词： Biomarker Extracellular vesicles Noncoding RNAs

Dual-functional microneedle with programmatic regulation of macrophage for autoimmune psoriasis treatment

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Nano Research 2024年第8期17卷 7436-7448页

作者： Ze Qiang Zhao Bo Zhi Chen Jia Li Gan Yun Hao Feng Ling Liang Lingyun Yu Zi Yi Wang Samin Abbaszadeh Mohammad-Ali Shahbazi Ruixing Yu Xin Dong Guo State Key Laboratory of Organic-Inorganic Composites Beijing University of Chemical TechnologyBeijing 100029China Beijing Laboratory of Biomedical Materials College of Materials Science and EngineeringBeijing University of Chemical TechnologyBeijing 100029China china-Japan Friendship Hospital Chinese Academy of Medical Sciences&Peking Union Medical CollegeBeijing 100029China Department of Dermatology China-Japan Friendship HospitalBeijing 100029China Department of Pharmaceutical Biomaterials School of PharmacyZanjan University of Medical SciencesZanjan 45139-56184Iran Department of Biomaterials and Biomedical Technology University Medical Center GroningenUniversity of GroningenAntonius Deusinglaan 19713 AV GroningenThe Netherlands W.J.Kolff Institute for Biomedical Engineering and Materials Science University of GroningenAntonius Deusinglaan 19713 AV GroningenThe Netherlands

Modulating the immune microenvironment to establish sustained positive feedback within immune pathways represents a promising avenue for the treatment of ***,the precise and efficient delivery of therapeutic systems to the subcutaneous basal layer to modulate immune disorders is a major challenge in the treatment of autoimmune *** this project,we introduce a dual-functional microneedle(DF-MN)designed to combine MNs with multiple release kinetics and immunotherapy,the programmed treatment is achieved through segmented design of the MN structure,realizing the unification of rapid and long-lasting treatment of autoimmune *** vivo imaging results showed that GelMA@M-CSF showed fluorescent signals after 5 days of delivery to subcutaneous tissues,whereas HA@IL-13 showed minimal fluorescent signals after 2 *** multistage release behavior of MNs and the diffusion mechanism of drugs were explained at the molecular level,in combination with coarse-grained molecular ***,DF-MN can successfully induce macrophage reprogramming in vitro and ameliorate overall symptoms in a psoriasis mice model,suggesting that it has the potential to be an effective strategy for the treatment of psoriasis and portends to be a transformative platform for the treatment of other autoimmune diseases.

关键词： microneedle psoriasis M2 macrophage immunoregulation

Photo-responsive functional materials based on light-driven molecular motors

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Light(Science & Applications) 2024年第3期13卷 407-420页

作者： Yanping Deng Guiying Long Yang Zhang Wei Zhao Guofu Zhou Ben L.Feringa Jiawen Chen SCNU-UG International Joint Laboratory of Molecular Science and Displays National Center for International Research on Green OptoelectronicsSouth China Normal UniversityGuangzhou 510006China Stratingh Institute for Chemistry University of GroningenNijenborgh 49747AG GroningenThe Netherlands

In the past two decades,the research and development of light-triggered molecular machines have mainly focused on developing molecular devices at the nanoscale.A key scientific issue in the field is how to amplify the controlled motion of molecules at the nanoscale along multiple length scales,such as the mesoscopic or the macroscopic scale,or in a more practical perspective,how to convert molecular motion into changes of properties of a macroscopic ***-driven molecular motors are able to perform repetitive unidirectional rotation upon irradiation,which offers unique opportunities for responsive macroscopic *** several reviews that focus on the design,synthesis and operation of the motors at the nanoscale,photo-responsive macroscopic materials based on light-driven molecular motors have not been comprehensively *** the present review,we first discuss the strategy of confining absolute molecular rotation into relative rotation by grafting motors on ***,examples of self-assemble motors in supramolecular polymers with high internal order are ***,we will focus on building of motors in a covalently linked system such as polymeric gels and polymeric liquid crystals to generate complex responsive ***,a perspective toward future developments and opportunities is *** review helps us getting a more and more clear picture and understanding on how complex movement can be programmed in light-responsive systems and how man-made adaptive materials can be invented,which can serve as an important guideline for further design of complex and advanced responsive materials.

关键词： functions materials material

A new tectonic model for the Itmurundy Zone,central Kazakhstan:linking ocean plate stratigraphy,timing of accretion and subduction polarity

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Geoscience Frontiers 2024年第4期15卷 245-273页

作者： Inna Safonova Ilya Savinskiy Alina Perfilova Olga Obut Alexandra Gurova Sergei Krivonogov Southwest Jiaotong University Xi’an Road 999ChengduChina Sobolev Institute of Geology and Mineralogy SB RASKoptyuga Ave.3NovosibirskRussia Novosibirsk State University Pirogova St.2NovosibirskRussia Trofimuk Institute of Petroleum Geology and Geophysics SB RAS Koptyuga Ave.3NovosibirskRussia

The Itmurundy Zone of Central Kazakhstan is a key structure in the core of the Kazakh Orocline representing a typical Pacific-type orogenic belt hosting accretionary complex,ophiolite massifs and serpentinite mé*** main controversies in the existing tectonic models of the Itmurundy Zone are about the timing of subduction and accretion,the direction and kinematics of subduction and the number of oceanic plates.A new model for the early Paleozoic tectonic story of the Itmurundy Zone is postulated in this paper,based on new detailed geological and U-Pb detrital zircon age data,combined with previously documented geological,U-Pb age,microfossil,geochemical and isotope data from igneous rocks,deep-sea sediments and greywacke *** present study employs the Ocean Plate Stratigraphy(OPS)model to explain the tectonic processes involved in the evolution of the Itmurundy Zone and to pre-sent a holistic story of Ordovician oceanic plate(s),which accretion formed an accretionary *** detailed mapping allows distinguishing three types of OPS assemblages:(1)Chert-dominated,(2)OIB-hosting,and(3)*** U-Pb ages of detrital zircons from sandstones of OIB and Chert types show unimodal distributions with similar main peaks of magmatism at 460-455 Ma in the provenance,and their maximum depositional ages(MDA)span 455-433 *** samples from OPS Type 3 show the peaks of magmatism both at ca.460 Ma and the MDA of 452 Ma and 459 Ma,*** MDA of sandstones and microfossils data from chert show the younging of strata to the south and SE in Types 1 and 2 and to NEE for Type 3(in present coordinates)suggesting double-sided subduction to the NNW and SEE and,accordingly,the co-existence of pieces of two oceanic plates in Ordovician *** U-Pb zircon data from both igneous and clastic rocks indicate a period of subduction erosion in early Ordovician *** a whole,the accreted OPS units of the Itmurundy Zone record the timing of subduction and accre

关键词： Central Asian Orogenic Belt Accretionary complex Magmatic rocks Sedimentary rocks Subduction polarity Lithospheric plates

Green-synthesized, biochar-supported nZVI from mango kernel residue for aqueous hexavalent chromium removal: Performance, mechanism and regeneration

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Chinese Journal of Chemical Engineering 2024年第7期71卷 91-101页

作者： Yuting Zhang Yuwei Tang Ruiping Yan Shuang Liang Zhongmou Liu Yadong Yang Key Laboratory of Songliao Aquatic Environment Ministry of EducationJilin Jianzhu UniversityChangchun 130118China School of Environmental Science and Engineering Yancheng Institute of TechnologyYancheng 224051China

A biochar-supported green nZVI(G-nZVI@MKB)composite was synthesized using mango kernel waste with“dual identity”as reductant and biomass of *** G-nZVI@MKB with a Fe/C mass ratio of 2.0(G-nZVI@MKB2)was determined as the most favorable composite for hexavalent chromium(Cr(VI))*** influencing parameters were discussed,and 99.0%of Cr(VI)removal occurred within 360 min under these optimized ***-second order kinetic model and intra-particle diffusion model well depicted Cr(VI)removal *** XRD,FTIR,SEM,and XPS analyses verified the key roles of G-nZVI and functional groups,as well as the primary removal mechanisms involving electrostatic attraction,reduction,and complexation.G-nZVI@MKB2 exhibited good stability and reusability with only a 16.4%decline in Cr(VI)removal after five *** study offered evidence that mango kernel could be recycled as a beneficial resource to synthesize green nZVI-loaded biochar composite for efficient Cr(VI)elimination from water.

关键词： Synthesis Biochar-supported nZVI Hexavalent chromium Reduction Regeneration

Longitudinal vibration characteristics of a tapered pipe pile considering the vertical support of surrounding soil and construction disturbance

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Earthquake Engineering and Engineering Vibration 2024年第1期23卷 51-63页

作者： Li Zhenya Pan Yunchao He Xianbin Lv Chong Mohammad Towhid Key Laboratory of ministry of education for Geomechanics and Embankment Engineering Hohai UniversityNanjing 210098China Geotechnical Research Institute Hohai UniversityNanjing 210098China MOE Key Laboratory of Soft Soils and Geoenvironmental Engineering Zhejiang UniversityHangzhou 310058China

This research is concentrated on the longitudinal vibration of a tapered pipe pile considering the vertical support of the surrounding soil and construction ***,the pile-soil system is partitioned into finite segments in the vertical direction and the Voigt model is applied to simulate the vertical support of the surrounding soil acting on the pile *** surrounding soil is divided into finite ring-shaped zones in the radial direction to consider the construction ***,the shear complex stiffness at the pile-soil interface is derived by solving the dynamic equilibrium equation for the soil from the outermost to innermost *** displacement impedance at the top of an arbitrary pile segment is obtained by solving the dynamic equilibrium equation for the pile and is combined with the vertical support of the surrounding soil to derive the displacement impedance at the bottom of the upper adjacent ***,the displacement impedance at the pile head is obtained based on the impedance function transfer ***,the reliability of the proposed solution is verified,followed by a sensitivity analysis concerning the coupling effect of the pile parameters,construction disturbance and the vertical support of the surrounding soil on the displacement impedance of the pile.

关键词： tapered pipe pile longitudinal vibration vertical support of the surrounding soil construction disturbance displacement impedance

Evolutionary Optimization Methods for High-Dimensional Expensive Problems:A Survey

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IEEE/CAA Journal of Automatica Sinica 2024年第5期11卷 1092-1105页

作者： MengChu Zhou Meiji Cui Dian Xu Shuwei Zhu Ziyan Zhao Abdullah Abusorrah Department of Electrical and Computer Engineering New Jersey Institute of TechnologyNewarkNJ 07102 USA School of Information and Electronic Engineering Zhejiang Gongshang UniversityHangzhou 310018China School of Intelligent Manufacturing Nanjing University of Science and TechnologyNanjing 210094China Institute of Systems Engineering Macao University of Science and TechnologyMacao 999078China School of Artificial Intelligence and Computer Jiangnan UniversityWuxi 214122China School of Information Science and Engineering Northeastern UniversityShenyang 110819China Center of Research Excellence in Renewable Energy and Power Systems Department of Electrical and Computer EngineeringFaculty of EngineeringKing Abdulaziz UniversityJeddah 21589Saudi Arabia K.A.CARE Energy Research and Innovation Center King Abdulaziz UniversityJeddah 21589Saudi Arabia

Evolutionary computation is a rapidly evolving field and the related algorithms have been successfully used to solve various real-world optimization *** past decade has also witnessed their fast progress to solve a class of challenging optimization problems called high-dimensional expensive problems(HEPs).The evaluation of their objective fitness requires expensive resource due to their use of time-consuming physical experiments or computer ***,it is hard to traverse the huge search space within reasonable resource as problem dimension *** evolutionary algorithms(EAs)tend to fail to solve HEPs competently because they need to conduct many such expensive evaluations before achieving satisfactory *** reduce such evaluations,many novel surrogate-assisted algorithms emerge to cope with HEPs in recent *** there lacks a thorough review of the state of the art in this specific and important *** paper provides a comprehensive survey of these evolutionary algorithms for *** start with a brief introduction to the research status and the basic concepts of ***,we present surrogate-assisted evolutionary algorithms for HEPs from four main *** also give comparative results of some representative algorithms and application ***,we indicate open challenges and several promising directions to advance the progress in evolutionary optimization algorithms for HEPs.

关键词： computer optimization evolutionary