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Forward robust portfolio selection: The binomial case

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Probability, Uncertainty and Quantitative Risk 2024年第1期9卷 107-122页

作者： Harrison Waldon Oaford-Man Institute of Quantitative Finance University of OafordEagle House Walton Well RoadOrfordOX26EDUK

We introduce a new approach for optimal portfolio choice under model ambiguity by incorporating predictable forward preferences in the framework of Angoshtari et al.[2].The investor reassesses and revises the model ambiguity set incrementally in time while,also,updating his risk preferences forward in *** dynamic alignment of preferences and ambiguity updating results in time-consistent policies and provides a richer,more accurate learning *** each investment period,the investor solves a worst-case portfolio optimization over possible market models,which are represented via a Wasserstein neighborhood centered at a binomial *** methods from Gao and Kleywegt[10];Blanchet and Murthy[8]are used to solve the optimization problem over a suitable set of measures,yielding an explicit optimal portfolio in the linear *** analyze the case of linear and quadratic utilities,and provide numerical results.

关键词： Forward robust portfolio selection Binomial case Optimal portfolio Forward performance processes Linear utilities Quadratic utilities Robust forward performance criteria

Machine learning for predicting the outcome of terminal ballistics events

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Defence Technology（防务技术） 2024年第1期31卷 14-26页

作者： Shannon Ryan Neeraj Mohan Sushma Arun Kumar AV Julian Berk Tahrima Hashem Santu Rana Svetha Venkatesh Applied Artificial Intelligence Institute(A2I2) Deakin University75 Pigdons RdWaurn PondsVIC3216Australia

Machine learning(ML) is well suited for the prediction of high-complexity,high-dimensional problems such as those encountered in terminal *** evaluate the performance of four popular ML-based regression models,extreme gradient boosting(XGBoost),artificial neural network(ANN),support vector regression(SVR),and Gaussian process regression(GP),on two common terminal ballistics’ problems:(a)predicting the V50ballistic limit of monolithic metallic armour impacted by small and medium calibre projectiles and fragments,and(b) predicting the depth to which a projectile will penetrate a target of semi-infinite *** achieve this we utilise two datasets,each consisting of approximately 1000samples,collated from public release *** demonstrate that all four model types provide similarly excellent agreement when interpolating within the training data and diverge when extrapolating outside this *** extrapolation is not advisable for ML-based regression models,for applications such as lethality/survivability analysis,such capability is *** circumvent this,we implement expert knowledge and physics-based models via enforced monotonicity,as a Gaussian prior mean,and through a modified loss *** physics-informed models demonstrate improved performance over both classical physics-based models and the basic ML regression models,providing an ability to accurately fit experimental data when it is available and then revert to the physics-based model when *** resulting models demonstrate high levels of predictive accuracy over a very wide range of projectile types,target materials and thicknesses,and impact conditions significantly more diverse than that achievable from any existing analytical *** with numerical analysis tools such as finite element solvers the ML models run orders of magnitude *** provide some general guidelines throughout for the development,application,and reporting of ML models in terminal ballist

关键词： Machine learning Artificial intelligence Physics-informed machine learning Terminal ballistics Armour

Experimental investigation on effective aerosol scavenging using different spray configurations with pre-injection of water mist for Fukushima Daiichi decommissioning

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Nuclear Science and Techniques 2024年第5期35卷 154-172页

作者： Rui-Cong Xu Avadhesh Kumar Sharma Erdal Ozdemir Shuichiro Miwa Shunichi Suzuki Department of Nuclear Engineering and Management The University of Tokyo7‑3‑1 HongoBunkyo‑KuTokyo 113‑8656Japan Nuclear Professional School The University of Tokyo2‑2

During the decommissioning of the Fukushima Daiichi nuclear power plant,it is important to consider the retrieval of resolidified debris both in air and underwater *** the subsequent retrieval of debris from the reactor building,the resolidified debris must be cut into smaller pieces using various cutting *** the cutting process,aerosol particles are expected to be generated at the submicron *** has been noted that such aerosols sizing within the Greenfield gap(0.1-1μm)are difficult to remove effectively using traditional spraying ***,to improve the aerosol removal efficiency of the spray system,a new aerosol agglomeration method was recently proposed,which involves injecting water mist to enlarge the sizes of the aerosol particles before removing them using water *** this study,a series of experiments were performed to clarify the proper spray configurations for effective aerosol scavenging and to improve the performance of the water *** experimental results showed that the spray flow rate and droplet characteristics are important factors for the aerosol-scavenging efficiency and performance of the water *** results obtained from this study will be helpful for the optimization of the spray system design for effective aerosol scavenging during the decommissioning of the Fukushima Daiichi plant.

关键词： Fukushima Daiichi decommissioning Aerosol scavenging Multiphase flow Spray system Aerosol-mist agglomeration

Hard life for sons in the nest?Sex-dependent offspring mortality in Great Tits in urban and forest areas

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Avian Research 2024年第1期15卷 91-97页

作者： Nora Agh Henriett Anna Dalvári Krisztián Szabó Ivett Pipoly András Liker HUN-REN-PE Evolutionary Ecology Research Group University of PannoniaH-8200VeszpremPf.1158.Hungary Behavioral Ecology Research Group Center for Natural SciencesUniversity of PannoniaH-8200Pf.1158.VeszpremHungary Molecular Ecology Research Group Department of EcologyUniversity of Veterinary Medicine BudapestH-1400Pf.2.BudapestHungary Synlab Hungary Ltd. H-1211Weiss Manfr´ed Str.5-7BudapestHungary

Sex-biased mortality can occur in birds during development,for example due to sexual differences in energy requirement and/or environmental sensitivity,or the effects of sex hormones or sex differences in the expression of mutations linked to sex *** extent of sex-bias in mortality may also be related to environmental conditions that influence offspring development and *** areas often provide poorer conditions for nestling development resulting in higher offspring mortality compared to natural areas,which may accelerate sex differences in offspring mortality in *** test this hypothesis,we examined the sex ratio of dead offspring in Great Tits(Parus major),using 427 samples of unhatched eggs and dead nestlings collected in two urban and two forest sites between 2013 and *** ratio of males in the whole sample of dead offspring(56.9%)was significantly higher than expected by an 1:1 ratio,and the strongest sex biases were detected in urban areas(57.6%males)and in young nestlings(29.3%of unhatched eggs contained a visible embryo,and the proportion of embryo-containing unhatched eggs did not differ significantly between urban and forest study *** results suggest male-biased offspring mortality in Great Tits,and highlight the need of large datasets to detect subtle differences between habitats and developmental stages.

关键词： Great Tit Urbanization Nestling mortality Sex related differences

Chlorfenapyr poisoning:mechanisms,clinical presentations,and treatment strategies

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World Journal of Emergency Medicine 2024年第3期15卷 214-219页

作者： Ji Cheng Yulu Chen Weidong Wang Xueqi Zhu Zhenluo Jiang Peng Liu Liwen Du Emergency Department Ningbo No.2 HospitalNingbo 315010China

BACKGROUND:Chlorfenapyr is used to kill insects that are resistant to organophosphorus *** poisoning has a high mortality rate and is difficult to *** article aims to review the mechanisms,clinical presentations,and treatment strategies for chlorfenapyr *** RESOURCES:We conducted a review of the literature using PubMed,Web of Science,and SpringerLink from their beginnings to the end of October *** inclusion criteria were systematic reviews,clinical guidelines,retrospective studies,and case reports on chlorfenapyr poisoning that focused on its mechanisms,clinical presentations,and treatment *** references in the included studies were also examined to identify additional ***:We included 57 studies in this *** can be degraded into tralopyril,which is more toxic and reduces energy production by inhibiting the conversion of adenosine diphosphate to adenosine *** fever and altered mental status are characteristic clinical presentations of chlorfenapyr *** it occurs,respiratory failure occurs immediately,ultimately leading to cardiac arrest and *** poisoning is diflcult to treat,and there is no specific ***:Chlorfenapyr is a new pyrrole *** it has been identified as a moderately toxic pesticide by the World Health Organization(WHO),the mortality rate of poisoned patients is extremely *** is no specific antidote for chlorfenapyr ***,based on the literature review,future efforts to explore rapid and effective detoxification methods,reconstitute intracellular oxidative phosphorylation couplings,identify early biomarkers of chlorfenapyr poisoning,and block the conversion of chlorfenapyr to tralopyril may be helpful for emergency physicians in the diagnosis and treatment of this disease.

关键词： Chlorfenapyr poisoning Mechanism Clinical presentation Treatment

Chiral forces in longitudinally invariant dielectric photonic waveguides

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Photonics Research 2024年第3期12卷 431-443页

作者： JOSEP MARTÍNEZ-ROMEU IAGO DIEZ SEBASTIAN GOLAT FRANCISCO J.RODRÍGUEZ-FORTUÑO ALEJANDRO MARTÍNEZ Nanophotonics Technology Center Universitat Politècnica de ValènciaValencia 46022Spain Department of Physics King’s College LondonLondon WC2R 2LSUK

We calculate numerically the optical chiral forces in rectangular cross-section dielectric waveguides for potential enantiomer *** study considers force strength and time needed for separating chiral nanoparticles,mainly via quasi-TE guided modes at short wavelengths(405 nm)and the 90°-phase-shifted combination of quasi-TE and quasi-TM modes at longer wavelengths(1310 nm).Particle tracking simulations show successful enantiomer separation within two *** results suggest the feasibility of enantiomeric separation of nanoparticles displaying sufficient chirality using simple silicon photonic integrated circuits,with wavelength selection based on the nanoparticle size.

关键词： dielectric forces quasi

Autonomous Robot with Artificial Intelligence for Taking Health Constants

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Open Journal of Applied Sciences 2023年第7期13卷 963-975页

作者： Ababacar Sadikh Faye Ousmane Sow Mame Andallah Diop Youssou Traore Jupiter Ndiaye Mamour Gueye Abdoulaye Diop Iba Der ThiamUniversity ED2DS Thies Senegal University Institute of Technology Iba Der ThiamUniversity Thies Senegal

Health facilities are generally short-staffed and overworked. This has a significant impact on the reliability of the acquisition of health constants required at the start of diagnosis. Manual acquisition and transmission of these constants and other data leads to delays in the execution of successive care-related tasks. What’s more, the quality of service is sometimes compromised by a lack of communication between patients and staff. In pediatrics, this is compounded by the difficulty of diagnosis in the face of children’s silence, intimidated by the hospital environment. Technological assistance would relieve healthcare staff of the need to perform certain repetitive tasks. The solution proposed in this document studies a robot, based on electrical, electronic, computer and artificial intelligence resources, with human-machine interaction for taking vitals and health data in health facilities. This system enables height, mass and temperature to be taken autonomously and without contact. The algorithm we’ve developed uses artificial intelligence to check the conditions for correct measurements, both bareheaded and barefoot. This solution also alerts you to epidemic trends such as obesity. This health data is made available in the healthcare facility on terminals such as tablets, smartphones and computers used by nursing staff. This work will help healthcare staff to take automatic health vitals without contact, and to acquire and circulate data via a computer network.

关键词： Health Constants Instrumentation Mechatronics Arduino Cloud AI

Robust Machine Learning Mapping of sEMG Signals to Future Actuator Commands in Biomechatronic Devices

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Journal of Bionic Engineering 2024年第1期21卷 270-287页

作者： Ali Nasr Sydney Bell Rachel L.Whittaker Clark R.Dickerson John McPhee Systems Design Engineering University of WaterlooWaterloo N2L 3G1Canada Kinesiology and Health Sciences University of WaterlooWaterloo N2L3G3Canada

A machine learning model for regression of interrupted Surface Electromyography(sEMG)signals to future control-oriented signals(e.g.,robot’s joint angle and assistive torque)of an active biomechatronic device for high-level myoelectric-based hierarchical control is proposed.A Recurrent Neural Network(RNN)was trained using output data,initially obtained from offline optimization of the biomechatronic(human–robot)device and shifted by the prediction *** input of the RNN consisted of interrupted sEMG signals(to mimic signal disconnections)and previous kinematic signals of the assistive *** RNN with a 0.1-s prediction horizon could predict the control-oriented joint angle and assistive torque with 92%and 86.5%regression accuracy,respectively,for the test *** proposed approach permits a fast,predictive,and direct estimation of control-oriented signals instead of an iterative process that optimizes assistive torque in the inverse dynamic simulation of a multibody human–robot *** with these interrupted input signals significantly improves the regression accuracy in the case of sEMG signal *** Robust Predictive Control-oriented Machine Learning(Robust-MuscleNET)model can support volitional high-level myoelectric-based control of biomechatronic devices,such as exoskeletons,prostheses,and assistive/resistive *** work should study the application to prosthesis control as well as the repeatability of the high-level controller with electrode *** low-level hierarchical controller that manages the human–robot interaction,the assistance/resistance strategy,and the actuator coordination should also be studied.

关键词： Myoelectric-based control-Surface electromyography Machine learning Multibody system dynamics Exoskeleton Bionic

Experimental measurement and numerical modeling of deformation behavior of breast cancer cells passing through constricted microfluidic channels

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Microsystems & Nanoengineering 2024年第1期10卷 129-147页

作者： Pouyan Keshavarz Motamed Hesam Abouali Mahla Poudineh Nima Maftoon Department of Systems Design Engineering University of WaterlooWaterlooON N2L 3G1Canada Center for Bioengineering and Biotechnology University of WaterlooWaterlooON N2L 3G1Canada Department of Electrical and Computer Engineering University of WaterlooWaterlooON N2L 3G1Canada

During the multistep process of metastasis,cancer cells encounter various mechanical forces which make them deform *** accurate in-silico models,capable of simulating the interactions between the mechanical forces and highly deformable cancer cells,can pave the way for the development of novel diagnostic and predictive methods for metastatic ***-network models of cancer cell,empowered by our recently proposed identification approach,promises a versatile numerical tool for developing experimentally validated models that can simulate complex interactions at cellular *** this numerical tool,we presented spring-network models of breast cancer cells that can accurately replicate the experimental data of deformation behavior of the cells flowing in a fluidic domain and passing narrow constrictions comparable to ***,using high-speed imaging,we experimentally studied the deformability of breast cancer cell lines with varying metastatic potential(MCF-7(less invasive),SKBR-3(medium-high invasive),and MDA-MB-231(highly invasive)in terms of their entry time to a constricted microfluidic *** observed that MDA-MB-231,that has the highest metastatic potential,is the most deformable cell among the ***,by focusing on this cell line,experimental measurements were expanded to two more constricted microchannel *** experimental deformability data in three constricted microchannel sizes for various cell sizes,enabled accurate identification of the unknown parameters of the spring-network model of the breast cancer cell line(MDA-MB-231).Our results show that the identifed parameters depend on the cell size,suggesting the need for a systematic procedure for identifying the size-dependent parameters of spring-network models of *** the numerical results show,the presented cell models can simulate the entry process of the cell into constricted channels with very good agreements with the measured experimen

关键词： strict passing numerical