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Exploring Long-Memory Process in the Prediction of Interval-Valued Financial Time Series and Its Application

2013年教育技术与管理科学国际会议

作者： CHEN Li The anhui university of Architecture

anhui university of Architecture reconstructs management practice, and integrates the teaching contents, and constructs practice teaching system of " four in one "——"four practice" suggesting the content, "four whole" being the way, "four innovation" being the goal. This paper proposed that the new ideas of teaching reform practice characteristics of practice teaching system of "four in one", and "four whole" is the way to the realization of management specialty practice teaching.

关键词： four practice four whole four innovation practice teaching

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Journal of Systems Science & Complexity 2024年第2期37卷 759-775页

作者： SHEN Tingting TAO Zhifu CHEN Huayou School of Economics Anhui UniversityHefei 230601China Center for Financial and Statistical Research Anhui UniversityHefei 230061China Stony Brook Institute at anhui university Anhui UniversityHefei 230601China Center for Applied Mathematics Anhui UniversityHefei 230601China

Long-memory process has been widely studied in classical financial time series analysis,which has merely been reported in the field of interval-valued financial time *** aim of this paper is to explore long-memory process in the prediction of interval-valued time series(IvTS).To model the long-memory process,two novel interval-valued time series prediction models named as interval-valued vector autoregressive fractionally integrated moving average(IV-VARFIMA)and ARFIMAX-FIGARCH were *** the developed long-memory pattern,both of the short term and long-term influences contained in IvTS can be *** an application of the proposed models,interval-valued form of WTI crude oil futures price series is *** to current IvTS prediction models,IV-VARFIMA and ARFIMAX-FIGARCH can provide better in-sample and out-of-sample forecasts.

关键词： ARFIMAX-FIGARCH interval-valued time series IV-VARFIMA long-memory process WTI crude oil futures price

Deflagration characteristics of freely propagating flames in magnesium hydride dust clouds

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Defence Technology（防务技术） 2024年第1期31卷 471-483页

作者： Qiwei Zhang Yangfan Cheng Beibei Zhang Danyi Li Zhaowu Shen School of Chemical Engineering Anhui University of Science and TechnologyHuainan 232001AnhuiPR China School of Civil Engineering and Architecture Anhui University of Science and TechnologyHuainan 232001AnhuiPR China anhui Engineering Laboratory of Explosive Materials and Technology Anhui University of Science and TechnologyHuainan 232001AnhuiPR China School of Engineering Science University of Science and Technology of ChinaHefei 230027AnhuiPR China

The flame propagation processes of MgH_(2)dust clouds with four different particle sizes were recorded by a high-speed *** dynamic flame temperature distributions of MgH_(2)dust clouds were reconstructed by the two-color pyrometer technique,and the chemical composition of solid combustion residues were *** experimental results showed that the average flame propagation velocities of 23μm,40μm,60μm and 103μm MgH_(2)dust clouds in the stable propagation stage were 3.7 m/s,2.8 m/s,2.1 m/s and 0.9 m/s,*** dust clouds with smaller particle sizes had faster flame propagation velocity and stronger oscillation intensity,and their flame temperature distributions were more even and the temperature gradients were *** flame structures of MgH_(2)dust clouds were significantly affected by the particle sinking velocity,and the combustion processes were accompanied by micro-explosion of *** falling velocities of 23μm and 40μm MgH_(2)particles were 2.24 cm/s and 6.71 cm/s,*** the falling velocities of 60μm and 103μm MgH_(2)particles were as high as 15.07 cm/s and 44.42 cm/s,respectively,leading to a more rapid downward development and irregular shape of the ***,the dehydrogenation reaction had a significant effect on the combustion performance of MgH_(2)*** combustion of H_(2)enhanced the ignition and combustion characteristics of MgH_(2)dust,resulting in a much higher explosion power than the pure Mg *** micro-structure characteristics and combustion residues composition analysis of MgH_(2)dust indicated that the combustion control mechanism of MgH_(2)dust flame was mainly the heterogeneous reaction,which was affected by the dehydrogenation reaction.

关键词： Magnesium hydride dust Flame combustion mechanism Particle size Dust explosion Two-color pyrometer

Accelerating H^(*)desorption of hollow Mo_(2)C nanoreactor via in-situ grown carbon dots for electrocatalytic hydrogen evolution

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Journal of Energy Chemistry 2024年第9期96卷 464-471页

作者： Mengmeng Liu Yuanyuan Jiang Zhuwei Cao Lulu Liu Hong Chen Sheng Ye School of Materials and Chemistry Anhui Agricultural UniversityHefei 230036AnhuiChina

Molybdenum carbide(Mo_(2)C)is a promising non-noble metal electrocatalyst with electronic structures similar to Pt for hydrogen evolution reaction(HER).However,strong H^(*)adsorption at the Mo sites hinders the improvement of HER ***,we synthesized monodisperse hollow Mo_(2)C nanoreactors,in which the carbon dots(CD)were in situ formed onto the surface of Mo_(2)C through carburization *** to finite element simulation and analysis,the CD@Mo_(2)C possesses better mesoscale diffusion properties than Mo_(2)C *** optimized CD@Mo_(2)C nanoreactor demonstrates superior HER performance in alkaline electrolyte with a low overpotential of 57 mV at 10 mA cm^(−2),which is better than most Mo_(2)C-based ***,CD@Mo_(2)C exhibits excellent electrochemical stability during 240 h,confirmed by operando Raman and X-ray diffraction(XRD).Density functional theory(DFT)calculations show that carbon dots cause the d-band center of CD@Mo_(2)C to shift away from Fermi level,promoting water dissociation and the desorption of H^(*).This study provides a reasonable strategy towards high-activity Mo-based HER eletrocatalysts by modulating the strength of Mo–H bonds.

关键词： Mo_(2)C nanoreactor Carbon dots H^(*)desorption Electrocatalytic hydrogen evolution

Decoding m^(6)A mRNA methylation by reader proteins in liver diseases

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Genes & Diseases 2024年第2期11卷 711-726页

作者： Lijiao Sun Xin Chen Sai Zhu Jianan Wang Shaoxi Diao Jinyu Liu Jinjin Xu Xiaofeng Li Yingyin Sun Cheng Huang Xiaoming Meng Xiongwen Lv Jun Li Inflammation and Immune Mediated Diseases Laboratory of anhui Province Anhui Institute of Innovative DrugsSchool of PharmacyAnhui Medical UniversityHefeiAnhui 230032China The Key Laboratory of Anti-inflammatory and Immune Medicines Anhui Medical UniversityMinistry of EducationHefeiAnhui 230032China Institute for Liver Diseases of anhui Medical university ILD-AMUAnhui Medical UniversityHefeiAnhui 230032China Department of Nephropathy The First Affiliated Hospital of Anhui Medical UniversityHefeiAnhui 230022China Department of Oncology The First Affiliated Hospital of Anhui Medical UniversityHefeiAnhui 230032China

N6-methyladenosine(m^(6)A)is a dynamic and reversible epigenetic *** the most prevalent internal post-transcriptional modification in eukaryotic RNA,it participates in the regulation of gene expression through various mechanisms,such as mRNA splicing,nuclear export,localization,translation efficiency,mRNA stability,and structural *** involvement of m^(6)A in the regulation of gene expression depends on the specific recognition of m^(6)A-modified RNA by reader *** the pathogenesis and treatment of liver disease,studies have found that the expression levels of key genes that promote or inhibit the development of liver disease are regulated by m^(6)A modification,in which abnormal expression of reader proteins determines the fate of these gene *** this review,we introduce m^(6)A readers,summarize the recognition and regulatory mechanisms of m^(6)A readers on mRNA,and focus on the biological functions and mechanisms of m^(6)A readers in liver cancer,viral hepatitis,non-alcoholic fatty liver disease(NAFLD),hepatic fibrosis(HF),acute liver injury(ALI),and other liver *** information is expected to be of high value to researchers deciphering the links between m^(6)A readers and human liver diseases.

关键词： IGF2BPs Liver diseases m^(6)A modification m^(6)A reader mRNA metabolism YTH domain protein

Multi-scenario land use prediction and layout optimization in Nanjing Metropolitan Area based on the PLUS model

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Journal of Geographical Sciences 2024年第7期34卷 1415-1436页

作者： CAO Ji CAO Weidong CAO Yuhong WANG Xuewei ZHANG Yizhen MA Jinji School of Geography and Tourism Anhui Normal UniversityWuhuAnhui241002China School of Ecology and Environment Anhui Normal UniversityWuhuAnhui241002China

The metropolitan area is a crucial spatial element in promoting new urbanization in *** possesses theoretical and empirical value in the determination of the evolutionary patterns and development trends necessary for regional integration and high-quality *** study focused on Nanjing Metropolitan Area,the first national metropolitan area in China,and established three development scenarios by combining ecological–economic spatial conflict(EESC)zones and national key ecological functional *** scenarios simulate the spatial distribution of future land use and land cover change(LUCC)using the development zone planning function of the patch generation land use simulation(PLUS)*** results show that:(1)Between 2000 and 2020,the most prominent characteristics of land use change were largely the massive expansion of built-up land and the significant decline of farmland,while changes in the area of ecological land were less evident.(2)EESC areas experienced significant changes over the past 20 years,but the overall level of conflict was *** land was the main land use type in the lowest-conflict area,while built-up land was the main land use type in the highest-conflict area.(3)From 2030 to 2050,further expansion of built-up areas is expected,with continued decrease of *** regulation of these land use changes can be achieved through different development zone *** economic development scenario had the largest built-up land area,while the ecological protection scenario had the largest farmland *** study simulates the spatial pattern changes in the metropolitan area based on spatial conflict patterns and national main functional area planning process,providing a scientific reference for future spatial planning and management.

关键词： land use change spatial conflict patch-generating simulation land use prediction Nanjing Metropolitan Area

Effect of temperature and reaction path interaction on fluidization reduction kinetics of iron ore powder

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Journal of Iron and Steel Research International 2024年第8期31卷 1840-1849页

作者： Guo-min Zhu Ming-wei Hu An-nan Dou Jin-yu Huang Jing Ding Qi-yan Xu School of Metallurgical Engineering Anhui University of TechnologyMa'anshan 243002AnhuiChina

Due to the instability of FeO at temperatures below 843 K,the fuidization reduction pathway of iron ore powder changes with the reduction ***,the effect of temperature and reaction pathway interaction on the kinetics of fuidization reduction of iron ore powder under low-temperature conditions ranging from 783 to 903 K was investigated to describe the fluidization reduction rate of iron ore powder from three aspects:microstructure change,reaction limiting link,and apparent activation energy of the reaction,exploring their internal *** experimental results revealed that in a temperature range of 783-813 K,the formation of a dense iron layer hindered the internal diffusion of reducing gas,resulting in relatively high gas diffusion *** addition,due to the differences in limiting links and reaction pathways in the intermediate stage of reduction,the apparent activation energy of the reaction *** apparent activation energy of the reaction ranged from 23.36 to 89.13 kJ/mol at temperature ranging from 783 to 813 K,while it ranged from 14.30 to 68.34 kJ/mol at temperature ranging from 873 to 903 K.

关键词： Reaction limiting link Gas internal diffusion Interface reaction Apparent activation energy Iron ore powder Reaction pathway Fluidization reduction

Exploring the impacts of major events on the systemic risk of the international energy market

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Petroleum Science 2024年第2期21卷 1444-1457页

作者： Ming-Tao Zhao Su-Wan Lu Lian-Biao Cui School of Statistics and Applied Mathematics Anhui University of Finance and EconomicsBengbu233030AnhuiChina anhui Province Key Laboratory of Philosophy and Social Science of Low-Carbon Development and Carbon Finance Anhui University of Finance and EconomicsBengbu233030AnhuiChina

This study examines the systemic risk caused by major events in the international energy market(IEM)and proposes a management strategy to mitigate it. Using the tail-event driven network(TENET)method, this study constructed a tail-risk spillover network(TRSN) of IEM and simulated the dynamic spillover tail-risk process through the cascading failure mechanism. The study found that renewable energy markets contributed more to systemic risk during the Paris Agreement and the COVID-19pandemic, while fossil energy markets played a larger role during the Russia-Ukraine conflict. This study identifies systemically important markets(SM) and critical tail-risk spillover paths as potential sources of systemic risk. The research confirms that cutting off the IEM risk spillover path can greatly reduce systemic risk and the influence of SM. This study offers insights into the management of systemic risk in IEM and provides policy recommendations to reduce the impact of shock events.

关键词： International energy market Tail-risk spillover Cascading failure mechanism Systemic risk management

Effect of electrical parameters and slag system on macrostructure of electroslag ingot

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China Foundry 2024年第1期21卷 44-50页

作者： Bing-jie Wang Yu Wang Meng-jun Wang Lei Zhao Li-zhong Chang Xiao-fang Shi School of Metallurgy engineering Anhui University of TechnologyMa'anshan 243002AnhuiChina

To investigate the influence of electric parameters and slag system on the solidification quality of electroslag ingot during electroslag remelting,different power supply modes,current strengths and remelting slag systems were used to conduct electroslag remelting experiments on 304L austenitic stainless steel,and the macrostructure of electroslag ingots was *** results indicate that the depth of the metal pool decreases with the reduction of remelting frequency in the low frequency power supply *** effects of different power supply modes,such as low-frequency,direct current straight polarity(DCSP),and direct current reverse polarity(DCRP),on reducing the depth of the metal pool increase in that *** reducing the remelting current strength in the same power supply mode,the depth of metal pool is *** compared to the binary slag system of 70%CaF2+30%Al2O3,the ternary slag system of 60%CaF2+20%Al2O3+20%CaO is more effective in reducing the depth of the metal pool during *** the 60%CaF2+20%Al2O3+20%CaO ternary slag system results in a shallower and flatter metal pool,with columnar crystal growth occurring closer to the axial *** effect is observed for both low frequency and direct current(DC)power supply modes.

关键词： electroslag remelting frequency slag system solidification quality

Effect of BaO and MgO on structure and properties of aluminate slag with various CaO/Al_(2)0_(3)ratios

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Journal of Iron and Steel Research International 2024年第1期31卷 204-214页

作者： Yu-qi Kong Ting Wu Wen-zhi Xia Wen Yang Hai-chuan Wang School of Metallurgical Engineering Anhui University of TechnologyMa’anshan243032AnhuiChina Key Laboratory of Metallurgical Emission Reduction and Resource Recycling(Ministry of Education) Anhui University of TechnologyMa’anshan243002AnhuiChina

To provide theoretical guidance for performance stability control of low-reactive mold fluxes,the effects of BaO and MgO on the structure and properties of aluminate slag with various CaO/Al_(2)0_(3)(C/A)ratios were investigated using the Fourier transform infrared spectrometer,Raman spectroscope,hemispherical melting point instrument,rotational viscometer and X-ray *** results indicated that with BaO and MgO addition,the structure polymerization was first weakened and then enhanced at C/A of 1.1,and the transition contents corresponded to 8 wt.%BaO and 2 wt.%MgO,respectively,while the structure polymerization decreased continuously at C/A of *** the viscosity change was well consistent with the structure evolution,the polymerization degree played a more prominent role in the slag viscosity than superheat degree when the melting temperature difference was within 40℃.The break temperature decreased initially and then increased with augment of BaO and MgO at C/A of 1.1,while it manifested a decrease trend with BaO addition,and it decreased obviously but then turned to increase with MgO increment at C/A of *** crystallization phase and crystallization ratio kept stable with BaO increment,while the crystallization ratio rose greatly with MgO promoting LiAlO_(2)precipitation at C/A of *** crystal types of all experimental slags were mainly Ca_(12)Al_(14)O_(33)and CaF_(2)at C/A of 1.3,and the precipitation of crystalline phase BaAl2O4 demonstrated a rising trend,while that of Ca_(12)Al_(14)O_(33)gradually declined with BaO augment.

关键词： Aluminate slag Structure MgO BaO Viscosity Property