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An Actuarial Approach to Reload Option Valuation for a Non-tradable Risk Assets under Jump-diffusion Process and Stochastic Interest Rate

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Acta Mathematicae Applicatae Sinica 2018年第3期34卷 451-468页

作者： Cong-cong XU Zuo-liang XU School of Information Renmin University of China Beijing 100872 China Department of Basic Course Shijiazhuang Institute of Railway Technology Shijiazhuang 050041 China

We use an actuarial approach to estimate the valuation of the reload option for a non-tradable risk asset under the jump-diffusion processes and Hull-White interest rate. We verify the validity of the actuarial approach to the European vanilla option for non-tradable assets. The formulas of the actuarial approach to the reload option are derived from the fair premium principle and the obtained results are arbitrage. Numerical experiments are conducted to analyze the effects of different parameters on the results of valuation as well as their differences from those obtained by the no-arbitrage approach. Finally, we give the valuations of the reload options under different parameters.

关键词： Non-tradable assets reload option actuarial approach jump-diffusion processes stochastic inter-est rate

Inverse Correlation of the Ratios of S-Element Abundances in AGB Stars with Metallicity

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Chinese Physics Letters 1998年第1期15卷 76-78页

作者： ZHANG Bo LIU Jun-hong LIANG Yan-chun PENG Qiu-he Department of Physics Hebei Normal UniversityShijiazhuang 050016 Department of Physics Shijiazhuang Teachers CollegeShijiazhuang 050041 Department of Astronomy Nanjing UniversityNanjing210093

In present study,the relations between the ratios of the heavy to light s-element(slow neutron captrue element)abundances and the average neutron exposure are calculated for the intrinsic and extrinsic AGB stars,*** addition,the inverse correlation of these ratios with metallicity is also presented and interpreted *** work is based on the evolution of the heavy element abundances of the intrinsic AGB stars,and the calculation on the heavy element overabundances of the extrinsic AGB stars.

关键词： element intrinsic inverse

SOME RESULTS ON DOMINATION NUMBER OF PRODUCTS OF GRAPHS

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Applied Mathematics(A Journal of Chinese Universities) 1998年第1期13卷 103-108页

作者： SHANERFANG SUNLIANG KANGLIYING DepartmentofMathematics ShijiazhuangNormalCollegeShijdazhuang050041. DepartmentofAppliedMathematics BeijingInstituteofTechnologyBeijing100081. DepartmentofBasicCourses ShijiazhuangRailwayInstituteShijiazhueng050043.

Let G=(V,E) be a simple graph. A subset D of V is called a dominating set of G if for every vertex x∈V-D,x is adjacent to at least one vertex of D . Let γ(G) and γ c(G) denote the ... 详细信息

Let G=(V,E) be a simple graph. A subset D of V is called a dominating set of G if for every vertex x∈V-D,x is adjacent to at least one vertex of D . Let γ(G) and γ c(G) denote the domination and connected domination number of G , respectively. In 1965,Vizing conjectured that if G×H is the Cartesian product of G and H , thenγ(G×H)≥γ(G)·γ(H).In this paper, it is showed that the conjecture holds if γ(H) ≠ γ c(H) .And for paths P m and P n , a lower bound and an upper bound for γ(P m×P n) are obtained.

关键词： Graph dominating set products.

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医学科技成果转化初议

中华医院管理杂志 1992年第10期8卷 600-602页

作者：马志青阎英旺 050041

本文根据社会主义商品经济的特点，提出医学科技成果转化的诸条件。认为影响科技成果转化的不利因素，主要来自思想观念障碍、体制问题和中短期化效应，并提出了加速科技成果向生产力转化的一些建议。

关键词：医药学科技成果管理

Dynamic Analysis of the Smooth-and-Discontinuous Oscillator under Constant Excitation

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Chinese Physics Letters 2012年第8期29卷 172-175页

作者： TIAN Rui-Lan WU Qi-Liang LIU Zhong-Jia YANG Xin-Wei Department of Mathematics and Physics Shijiazhuang Tiedao UniversityShijiazhuang 050043 Department of Mathematics East China Normal UniversityShanghai 200241 School of Traffic Shijiazhuang Institute of Railway TechnologyShijiazhuang 050041

The effects of constant excitation on the recently proposed smooth-and-discontinuous(SD)oscillator are investigated,which may lead to the variation of equilibrium and the property of phase *** solving a quartic algebraic equation,the transition set and bifurcation for SD oscillator under constant excitation(CSD)are presented,while the number of equilibria depends on the values of the smoothness parameter and the constant *** structures of Kolmogorov–Arnold–Moser(KAM)structures on the Poincarésection are depicted for the driven system without *** behaviour is also demonstrated numerically for the system perturbed by both viscous-damping and external *** results show that CSD is an unsymmetrical system that displays different dynamical behaviours from an SD oscillator and will enrich the range of the SD oscillator in research and application.

关键词： Poincaré oscillator system

Image classification on smart agriculture platforms:Systematic literature review

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Artificial Intelligence in Agriculture

Artificial Intelligence in Agriculture 2024年第3期13卷 1-17页

作者： Juan Felipe Restrepo-Arias John W.Branch-Bedoya Gabriel Awad Escuela de Ciencias Aplicadas e Ingeniería Universidad EAFIT050022 MedellínColombia Facultad de Minas Universidad Nacional de Colombia050041 Sede MedellínColombia

In recent years,smart agriculture has gained strength due to the application of industry 4.0 technologies in *** a result,efforts are increasing in proposing artificial vision applications to solvemany ***,many of these applications are developed *** academic works have proposed solutions integrating image classification techniques through IoT *** this reason,this paper aims to answer the following research questions:(1)What are themain problems to be solvedwith smart farming IoT platforms that incorporate images?(2)What are the main strategies for incorporating image classification methods in smart agriculture IoT platforms?and(3)What are the main image acquisition,preprocessing,transmission,and classification technologies used in smart agriculture IoT platforms?This study adopts a Systematic Literature Review(SLR)*** searched Scopus,Web of Science,IEEE Xplore,and Springer Link databases from January 2018 to July *** we could identify five domains corresponding to(1)disease and pest detection,(2)crop growth and health monitoring,(3)irrigation and crop protectionmanagement,(4)intrusion detection,and(5)fruits and plant *** are three types of strategies to integrate image data into smart agriculture IoT platforms:(1)classification process in the edge,(2)classification process in the cloud,and(3)classification process *** main advantage of the first is obtaining data in real-time,and its main disadvantage is the cost of *** the other hand,the main advantage of the second is the ability to process high-resolution images,and its main disadvantage is the need for high-bandwidth ***,themixed strategy can significantly benefit infrastructure investment,butmostworks are experimental.

关键词： Smart agriculture Artificial vision Internet of things Artificial intelligence

Bifurcations and chaotic threshold for a nonlinear system with an irrational restoring force

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Chinese Physics B 2012年第2期21卷 136-147页

作者： Tian Rui-Lan Yang Xin-Wei Cao Qing-Jie Wu Qi-Liang Department of Mathematics and Physics Shijiazhuang Tiedao UniversityShijiazhuang 050043China School of Traffic Shijiazhuang Institute of Railway TechnologyShijiazhuang 050041China School of Astronautics Harbin Institute of TechnologyHarbin 150001China

Nonlinear dynamical systems with an irrational restoring force often occur in both science and engineering, and always lead to a barrier for conventional nonlinear techniques. In this paper, we have investigated the global bifurcations and the chaos directly for a nonlinear system with irrational nonlinearity avoiding the conventional Taylor＇s expansion to retain the natural characteristics of the system. A series of transformations are proposed to convert the homoclinic orbits of the unperturbed system to the heteroclinic orbits in the new coordinate, which can be transformed back to the analytical expressions of the homoclinic orbits. Melnikov＇s method is employed to obtain the criteria for chaotic motion, which implies that the existence of homoclinic orbits to chaos arose from the breaking of homoclinic orbits under the perturbation of damping and external forcing. The efficiency of the criteria for chaotic motion obtained in this paper is verified via bifurcation diagrams, Lyapunov exponents, and numerical simulations. It is worthwhile noting that our study is an attempt to make a step toward the solution of the problem proposed by Cao Q J et al. （Cao Q J, Wiercigroch M, Pavlovskaia E E, Thompson J M T and Grebogi C 2008 Phil. Trans. R. Soe. A 366 635）.

关键词： nonlinear dynamical system Melnikov boundary irrational restoring force saddle-likesingularity homoclinic-like orbit

Different sources of MSCs on pulmonary fibrosis in C57BL/6 mice

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BIOCELL 2021年第2期45卷 339-344页

作者： SHUCAI WU DENGRUI LI SUMIN GUO LI GAO YONGHUI YANG The Center of Lung Cancer Prevention Hebei Province Chest HospitalShijiazhuang050041China College of Life Science Hebei Normal UniversityShijiazhuang050024China

Since stem cell therapy is the most effective treatment in the field of tissue reparation and reconstitution,the present study aimed to explore the different sources of mesenchymal stem cells(MSCs)on the different effects of pulmonary fibrosis-related cytokines in C57BL/6 *** reaching this goal,we isolated MSCs from umbilical cord blood and placenta and used for stem cell therapy in a mouse model of pulmonary fibrosis *** pulmonary fibrosis model was done by injecting bleomycin into the trachea of C57BL/6 *** we assessed the degree of pulmonary fibrosis in each mouse lung tissue at weeks 1,2,3,and *** addition,flow cytometry was used to evaluate the frequency of CD73,CD90,CD106,CD34,CD45,CD14 cells at the mononuclear cell level;and western blotting assays revealed the expression of IκB-α.Our results showed that stem cell therapy by placenta-derived MSC had a lower level of CD34,CD45,CD14 cells at the mononuclear cell level,and that improved pulmonary fibrosis at both molecular and pathological *** addition,western blotting assays revealed that the expression of IκB-αwas down-regulated in MSC-treated *** addition,placenta-derived MSC was the most effective in improving pulmonary fibrosis in comparison to other *** study suggests that MSC might be a novel therapeutic approach in pulmonary fibrosis due to an enhanced anti-inflammatory ***,MSC modification by gene editing could enhance their therapeutic effect in mouse pulmonary fibrosis.

关键词： Pulmonary fibrosis Umbilical cord blood Umbilical cord placenta Mesenchymal stem cells C57BL/6 mice IκB-α

Hot corrosion mechanism of yttria-stabilized zirconia powder in the presence of molten Na_(2)SO_(4)+V_(2)O_(5) salts

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Rare Metals 2021年第5期40卷 1307-1316页

作者： Jhonattan De la Roche Juan Manuel Alvarado-Orozco Alejandro Toro Tribology and Surfaces Group Universidad Nacional de ColombiaMedellin 050041Colombia Centro de Ingeniena y Desarrollo Industrial-CIDESI Queretaro 76125Mexico Consorcio de Manufactura Aditiva-CONMAD Queretaro 76125Mexico

The hot corrosion behavior of yttria-stabilized zirconia(YSZ)powder specimens exposed to Na_(2)SO_(4)/V_(2)O_(5) salts mixtures at high temperature was *** tests were carried out at 1000℃ for 10 h,the salt concentrations varied from 0.1 wt%to 1.00 wt%,and the Na_(2)SO_(4)/V_(2)O_(5) mass ratios were between 0.20 and 0.44 following a factorial design 22.X-ray diffraction(XRD)analyses of the tested samples showed with a confidence of95%that the mixture composed of 32 wt%Na_(2)SO_(4)+68 wt%V_(2)O_(5),and 1.00 wt% salt concentration led to high destabilization of the t’-YSZ phase and formation of YVO_(4) products.A second set of experiments were conducted to assess the influence of temperature on the hot corrosion response of the YSZ in the range between 490 and 1100℃.Thermogravimetric analysis(TGA)experiments and Rietveld adjustments of XRD patterns showed that the mass loss of the samples varied with testing temperature and also that the major destabilization of tetragonal phase occurred at 900℃.

关键词： Hot corrosion Molten salts Yttria-stabilized zirconia Thermal barrier coatings