检索结果-南通市图书馆

Research on Credit Default Swaps Pricing Considering Moral Hazard Incentive under Reduce-Form Model

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Journal of Systems Science and Systems Engineering 2024年第3期33卷 311-329页

作者： Liang Wu Kangjie He Zhe Guo School of Mathematical Science Henan Institute of Science and TechnologyXinxiang453003China Public Front office Department Industrial and Commercial Bank of ChinaZhengzhou450000China

Equilibrium pricing of credit default swaps(CDS)promotes efficient identification of credit risk in the market,which in turn leads to efficient allocation of ***,even when CDS have been priced in equilibrium,i.e.,when premiums are equal to anticipated payments,the moral hazard incentives of CDS buyers increase with CDS ***,it becomes an interesting research direction to study the impact of moral hazard incentives on the trading mechanism or pricing of derivatives(CDS).Most of the existing literature on the impact of moral hazard incentives in CDS pricing on derivatives trading mechanisms takes a macro perspective and focuses on the agreement risk *** literature exploring the analysis of the impact of moral hazard on the probability of agreement default from a micro perspective is not yet *** this in mind,this paper focuses on the mechanisms by which“fraud”,an extreme manifestation of micro-moral hazard incentives,affects the probability of *** paper introduces for the first time the concept of“claiming fraud”by credit protection buyers,which is different from the macro perspective of moral hazard incentives,and thus defines a specific extreme form of moral hazard ***,to address the intrinsic feature of the lack of economic explanatory power of the reduce-form model,this paper introduces a moral hazard incentive factor into the reduce-form model,and proposes a moral hazard state variable as a function of the asset value of the reference entity,which gives the reduce-form model strong economic explanatory power,and the default predictability is reduced by the description of the reduce-form *** terms of the object of study,this paper considers the issue of moral hazard incentives in the presence of claiming fraud in two reference entities to further explore the impact of moral hazard incentives on default protection at the micro level in terms of cyclic ***,based on the

关键词： Financial engineering moral hazard incentive claiming fraud reduce-form model probability of default calculation CDS pricing

Zero-Dynamics Attacks for Multi-Agent Systems Without Velocity Measurements

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2024年第5期37卷 1809-1831页

作者： GAO Jinming WANG Yijing ZUO Zhiqiang ZHANG Wentao Tianjin Key Laboratory of Intelligent Unmanned Swarm technology and System School of Electrical and Information Engineering Tianjin University Continental-NTU corporate Lab School of Electrical and Electronic Engineering Nanyang Technological University

This paper studies the periodic zero-dynamics attacks(ZDAs) in multi-agent systems without velocity measurements under directed graph. Specifically, two types of attack modes are addressed,i.e., infinite number and finite number of zero-dynamics attacks. For the former case, the authors show that the consensus of the considered system cannot be guaranteed. For the latter case, the dynamic evolution of the agents is investigated and it is found that only attacking the rooted agents can destroy the consensus. Then, a sufficient condition which quantifies whether or not the consensus value is destroyed is given, revealing the relationship among parameters of system model, filter and attack ***, simulations are carried out to verify the effectiveness of the theoretical findings.

关键词： Consensus directed graph multi-agent systems zero-dynamics attacks

Structured Multi-Head Attention Stock Index Prediction Method Based Adaptive Public Opinion Sentiment Vector

同方期刊数据库评论

在线全文

同方期刊数据库

学校读者我要写书评

暂无评论

Computers, Materials & Continua 2024年第1期78卷 1503-1523页

作者： Cheng Zhao Zhe Peng Xuefeng Lan Yuefeng Cen Zuxin Wang School of Economics Zhejiang University of TechnologyHangzhouChina College of Management Zhejiang University of TechnologyHangzhouChina Informatization office Zhejiang University of TechnologyHangzhouChina School of Information and Electronic Engineering Zhejiang University of Science&TechnologyHangzhouChina School of Economics and Management Universiti Putra MalaysiaDaerah PetalingNegeri SelangorMalaysia

The present study examines the impact of short-term public opinion sentiment on the secondary market,with a focus on the potential for such sentiment to cause dramatic stock price fluctuations and increase investment *** quantification of investment sentiment indicators and the persistent analysis of their impact has been a complex and significant area of *** this paper,a structured multi-head attention stock index prediction method based adaptive public opinion sentiment vector is *** proposedmethod utilizes an innovative approach to transform numerous investor comments on social platforms over time into public opinion sentiment vectors expressing complex *** then analyzes the continuous impact of these vectors on the market through the use of aggregating techniques and public opinion data via a structured multi-head attention *** experimental results demonstrate that the public opinion sentiment vector can provide more comprehensive feedback on market sentiment than traditional sentiment polarity ***,the multi-head attention mechanism is shown to improve prediction accuracy through attention convergence on each type of input information *** absolute percentage error(MAPE)of the proposedmethod is 0.463%,a reduction of 0.294% compared to the benchmark attention ***,the market backtesting results indicate that the return was 24.560%,an improvement of 8.202% compared to the benchmark *** results suggest that themarket trading strategy based on thismethod has the potential to improve trading profits.

关键词： Public opinion sentiment structured multi-head attention stock index prediction deep learning

Research fronts of agriculture in 2023

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Frontiers of Agricultural Science and Engineering 2024年第2期11卷 347-354页

作者： Jianxiang XU Yunzhou LI Jie ZHAO Liang SHI Yinkun YAO Jingyue TANG Science and technology Journal Center Higher Education PressBeijing 100029China FASE Editorial office of Institute for Science and technology Development China Agricultural UniversityBeijing 100193China

At the end of 2023, Chinese Academy of Sciences(CAS) and Chinese Academy of Engineering(CAE) successively announced “2023 Research Fronts”^[1] and “2023 Engineering Fronts”^([2,3]), respectively. Among them, agric... 详细信息

关键词： occupy successively agriculture

Intelligent Design of High Strength and High Conductivity Copper Alloys Using Machine Learning Assisted by Genetic Algor

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Computers, Materials & Continua 2024年第4期79卷 1727-1755页

作者： Parth Khandelwal Harshit Indranil Manna Metallurgical&Materials Engineering Department Indian Institute of TechnologyKharagpurWest Bengal721302India Computer Science&Engineering Department Indian Institute of TechnologyKharagpurWest Bengal721302India Vice Chancellor office Birla Institute of Technology(BIT)MesraRanchiJharkhand835215India

Metallic alloys for a given application are usually designed to achieve the desired properties by devising experimentsbased on experience, thermodynamic and kinetic principles, and various modeling and simulation ***, the influence of process parameters and material properties is often non-linear and non-colligative. Inrecent years, machine learning (ML) has emerged as a promising tool to dealwith the complex interrelation betweencomposition, properties, and process parameters to facilitate accelerated discovery and development of new alloysand functionalities. In this study, we adopt an ML-based approach, coupled with genetic algorithm (GA) principles,to design novel copper alloys for achieving seemingly contradictory targets of high strength and high electricalconductivity. Initially, we establish a correlation between the alloy composition (binary to multi-component) andthe target properties, namely, electrical conductivity and mechanical strength. Catboost, an ML model coupledwith GA, was used for this task. The accuracy of the model was above 93.5%. Next, for obtaining the optimizedcompositions the outputs fromthe initial model were refined by combining the concepts of data augmentation andPareto front. Finally, the ultimate objective of predicting the target composition that would deliver the desired rangeof properties was achieved by developing an advancedMLmodel through data segregation and data *** examine the reliability of this model, results were rigorously compared and verified using several independentdata reported in the literature. This comparison substantiates that the results predicted by our model regarding thevariation of conductivity and evolution ofmicrostructure and mechanical properties with composition are in goodagreement with the reports published in the literature.

关键词： Machine learning genetic algorithm solid-solution precipitation strengthening pareto front data augmentation

The COVID-19 Vaccines Evaluation Program:Implementation,Management,and Experiences,2021-2023

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

China CDC weekly 2024年第26期6卷 642-648页

作者： Tingting Yan Hui Zheng Mingshuang Li Chao Ma Xuanyi Wang Xiaoqi Wang Zhenjun Li Yuansheng Chen Wenshang Hu Lance Rodewald Zhijie An Zundong Yin Zijian Feng National Key Laboratory of Intelligent Tracking and Forecasting for Infectious Diseases(NITFID).National Immunization Program Chinese Center for Disease Control and PreventionBeijingChina Institutes of Biomedical Sciences Fudan UniversityShanghaiChina office of International Cooperation Chinese Center for Disease Control and PreventionBeijingChina office of Science and technology Chinese Center for Disease Control and PreventionBeijingChina office of Finance Chinese Center for Disease Control and PreventionBeijingChina Chinese Preventive Medicine Association BeijingChina

In 2021,China’s domestically produced coronavirus disease 2019(COVID-19)vaccines received approval from regulatory bodies and were administered *** to a low number of infections within China during that period,it became imperative to evaluate the vaccines’real-world effectiveness through international *** facilitate this,China CDC launched the COVID-19 Vaccines Evaluation Program(COVEP).This program formed research collaboration agreements with health institutes across five World Health Organization regions,addressing key questions about vaccine performance through ten cooperative *** findings from COVEP projects reinforced confidence,both domestically and globally,in the effectiveness of the vaccines produced in ***,the outcomes observed internationally were frequently mirrored by later studies conducted within *** thus pioneered a novel approach for fostering cross-national research collaborations,addressing significant public health issues and exemplifying a framework for international *** approach is in line with the strategic objectives and other development efforts of China CDC’s national disease control and prevention initiatives.

关键词： approval COV prevention

Analysis of Calcined Red Mud Properties and Related Mortar Performances

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Fluid Dynamics & Materials Processing 2024年第5期20卷 901-913页

作者： Zhengfan Lyu Yulin Li Mengmeng Fan Yan Huang Chenguang Li Technical Center office Guangxi Jiaojian Engineering Inspection Consulting Co.Ltd.Nanning530001China Technical Center office Guangxi Road Construction Engineering Group Co.Ltd.Nanning530001China Nanning Road Construction technology and Road Construction Materials Engineering technology Research Centre Guangxi Road Construction Engineering Group Co.Ltd.Nanning530001China

Red mud(RM)is a low-activity industrial solid waste,and its utilization as a resource is currently a hot *** this study,the micro characteristics of red mud at different calcination temperatures were analyzed using X-ray diffraction and scanning electron *** performance of calcined red mud was determined through mortar strength *** indicate that high-temperature calcination can change the mineral composition and microstructure of red mud,and increase the surface roughness and specific surface *** the optimal temperature of 700°C,the addition of calcined red mud still leads to a decrease in mortar strength,but its activity index and flexural coefficient increase by 16.2%and 11.9%with respect to uncalcined red mud,reaching values of 0.826 and 0.974,*** with the control group,the synergistic activation of calcined red mud with slag can increase the compressive and flexural strength of the mortar by 12.9%and 1.5%,reaching 8.7 and 62.4 MPa,***,the activity index and flexural coefficient of the calcined RM and GGBS(Ground Granulated Blast furnace Slag)mixtures also increase to 1.015 and 1.130,respectively.

关键词： Red mud slag thermal activation synergistic activation mortar test microscopic properties

Navigating interdisciplinary research:Historical progression and contemporary challenges

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Journal of Data and Information Science 2024年第3期9卷 14-28页

作者： Xiaoqiang Li Fen Cai Jintao Bao Yuqing Jian Zehui Sun Xin Xie The office of Science and technology Development Peking UniversityBeijing 100871China National Center for Health Professions Education Development Peking UniversityBeijing 100871China Graduate School of Education Peking UniversityBeijing 100871China The office of Scientific Research Peking UniversityBeijing 100871China

Interdisciplinary research plays a crucial role in addressing complex problems by integrating knowledge from multiple *** integration fosters innovative solutions and enhances understanding across various *** study explores the historical and sociological development of interdisciplinary research and maps its evolution through three distinct phases:pre-disciplinary,disciplinary,and *** identifies key internal dynamics,such as disciplinary diversification,reorganization,and innovation,as primary drivers of this ***,this study highlights how external factors,particularly the urgency of World War II and the subsequent political and economic changes,have accelerated its *** rise of interdisciplinary research has significantly reshaped traditional educational paradigms,promoting its integration across different educational ***,the inherent contradictions within interdisciplinary research present cognitive,emotional,and institutional challenges for ***,finding a balance between the breadth and depth of knowledge remains a critical challenge in interdisciplinary education.

关键词： Interdisciplinary research Historical sociology Development phases Interdisciplinary challenges

Deep-Ensemble Learning Method for Solar Resource Assessment of Complex Terrain Landscapes

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Energy Engineering 2024年第5期121卷 1329-1346页

作者： Lifeng Li Zaimin Yang Xiongping Yang Jiaming Li Qianyufan Zhou Ping Yang Energy Development Research Institute China Southern Power GridGuangzhou510000China corporate Headquarters China Southern Power GridGuangzhou510000China Guangdong Green Energy Key Laboratory South China University of TechnologyGuangzhou510000China

As the global demand for renewable energy grows,solar energy is gaining attention as a clean,sustainable energy *** assessment of solar energy resources is crucial for the siting and design of photovoltaic power *** study proposes an integrated deep learning-based photovoltaic resource assessment *** learning and deep learning methods are fused for photovoltaic resource assessment for the first *** proposed method combines the random forest,gated recurrent unit,and long short-term memory to effectively improve the accuracy and reliability of photovoltaic resource *** proposed method has strong adaptability and high accuracy even in the photovoltaic resource assessment of complex terrain and *** experimental results show that the proposed method outperforms the comparison algorithm in all evaluation indexes,indicating that the proposed method has higher accuracy and reliability in photovoltaic resource assessment with improved generalization performance traditional single algorithm.

关键词： Photovoltaic resource assessment deep learning ensemble learning random forest gated recurrent unit long short-term memory