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A Hybrid Particle Swarm Optimization to Forecast Implied Volatility Risk

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Computers, Materials & Continua 2022年第11期73卷 4291-4309页

作者： Kais Tissaoui Sahbi Boubaker Waleed Saud Alghassab Taha Zaghdoudi Jamel Azibi University of Ha’il Applied CollegeHail CitySaudi Arabia University of Tunis El Manar Faculty of Economic Sciences and Management of Tunisthe International Finance GroupTunisTunisia Department of Computer and Network Engineering College of Computer Science and EngineeringUniversity of JeddahJeddah21959Saudi Arabia Research Unit on Study of Systems and Renewable Energy National College of Engineering of MonastirUniversity of MonastirMonastirTunisia LAREQUAD&FSEGT University of Tunis El ManarTunisTunisia University of Jendouba Law FacultyManagement and Economic Sciences of JendoubaTunisia

The application of optimization methods to prediction issues is a continually exploring *** line with this,this paper investigates the connectedness between the infected cases of COVID-19 and US fear index from a forecasting *** complex characteristics of implied volatility risk index such as non-linearity structure,time-varying and nonstationarity motivate us to apply a nonlinear polynomial Hammerstein model with known structure and unknown *** use the Hybrid Particle Swarm Optimization(HPSO)tool to identify the model parameters of nonlinear polynomial Hammerstein *** indicate that,following a nonlinear polynomial behaviour cascaded to an autoregressive with exogenous input(ARX)behaviour,the fear index in US financial market is significantly affected by COVID-19-infected cases in the US,COVID-19-infected cases in the world and COVID-19-infected cases in China,*** performance indicators provided by the developed models show that COVID-19-infected cases in the US are particularly powerful in predicting the Cboe volatility index compared to COVID-19-infected cases in the world and China(MAPE(2.1013%);R2(91.78%)and RMSE(0.6363 percentage points)).The proposed approaches have also shown good convergence characteristics and accurate fits of the data.

关键词： Forecasting Cboe’s volatility index COVID-19 pandemic nonlinear polynomial hammerstein model hybrid particle swarm optimization

INTERACTIVE MULTICRITERIA decision MAKING MODEL FOR INDUSTRIAL SYSTEMS MANAGEMENT

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模糊系统与数学 1990年第2期 79-86页

作者： K.F.KOVALCHUK Department of economic Information Processing Dniepropetrovsk Metallurgical Institute USSR

A new interactive multieriteria decision making model is presented in this paper. The man-machine decision making process is based on the selection type of composition which corresponds to the following noncontradiction level of decision maker’s (DM) preferences. For them we propose more common composition operation and definition transitivity property of the fuzzy binary relations. This approach may be used for modelling all management functions of industrial systems (IS).

关键词： INTERACTIVE MULTICRITERIA decision MAKING MODEL FOR INDUSTRIAL SYSTEMS MANAGEMENT

CPEC Foundation for Prosperous Pakistan

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China News Release 2023年第10期 73-76页

作者： Tahir Farooq the Pakistan economic Net Daily ITTEHAD Media group Council of Pakistan Newspaper CPNE's Foreign Relations Committee

The China-Pakistan economic Corridor(CPEC)stands as a testament to the enduring friendship between Pakistan and *** is a comprehensive development project that promises to usher in a new era of economic growth,infrastructure development and regional connectivity for *** across various sectors,the CPEC has the potential to positively change the socioeconomic landscape of Pakistan.

关键词： Pakistan landscape connectivity

Voices that matter:The impact of patient-reported outcome measures on clinical decision-making

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World Journal of Methodology 2025年第2期15卷 54-61页

作者： Naveen Jeyaraman Madhan Jeyaraman Swaminathan Ramasubramanian Sangeetha Balaji Sathish Muthu Department of Orthopaedics ACS Medical College and HospitalDr MGR Educational and Research InstituteChennaiTN 600077India Department of Research Methods Orthopaedic Research GroupCoimbatoreTN 641045India Department of Orthopaedics Government Medical CollegeOmandurar Government EstateChennaiTN 600002India Department of Biotechnology Faculty of EngineeringKarpagam Academy of Higher EducationCoimbatoreTN 641021India Department of Orthopaedics Government Medical CollegeKarurTN 639004India

The critical role of patient-reported outcome measures(PROMs)in enhancing clinical decision-making and promoting patient-centered care has gained a profound significance in scientific *** encapsulate a patient's health status directly from their perspective,encompassing various domains such as symptom severity,functional status,and overall quality of *** integrating PROMs into routine clinical practice and research,healthcare providers can achieve a more nuanced understanding of patient experiences and tailor treatments *** deployment of PROMs supports dynamic patient-provider interactions,fostering better patient engagement and adherence to tre-atment ***,PROMs are pivotal in clinical settings for monitoring disease progression and treatment efficacy,particularly in chronic and mental health ***,challenges in implementing PROMs include data collection and management,integration into existing health systems,and acceptance by patients and *** these barriers necessitates technological advancements,policy development,and continuous education to enhance the acceptability and effectiveness of *** paper concludes with recommendations for future research and policy-making aimed at optimizing the use and impact of PROMs across healthcare settings.

关键词： Patient-reported outcome measures Clinical decision-making Patient-centered care Healthcare technology Data management Policy development

Attitude Control of Multiple Rigid Bodies with Uncertainties and Disturbances

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IEEE/CAA Journal of Automatica Sinica 2015年第1期2卷 2-10页

作者： Yuanqing Xia Ning Zhou Kunfeng Lu Yong Li the School of Automation Key Laboratory of Intelligent Control and Decision of Complex SystemsBeijing Institute of Technology the Qian Xuesen Laboratory of Space Technology China Academy of Space Technology

Decentralized attitude synchronization and tracking control for multiple rigid bodies are investigated in this paper. In the presence of inertia uncertainties and environmental disturbances, we propose a class of decentralized adaptive sliding mode control laws. An adaptive control strategy is adopted to reject the uncertainties and disturbances. Using the Lyapunov approach and graph theory, it is shown that the control laws can guarantee a group of rigid bodies to track the desired time-varying attitude and angular velocity while maintaining attitude synchronization with other rigid bodies in the formation. Simulation examples are provided to illustrate the feasibility and advantage of the control algorithm. © 2014 Chinese Association of Automation.

关键词： Adaptive control systems Algorithms Attitude control Environmental regulations Graph theory Rigid structures Sliding mode control Synchronization

Electrodeposited iodide ions imprinted polypyrrole@bismuth oxyiodide film for an electrochemically switched renewable extractor towards iodide ions

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Chinese Journal of Chemical Engineering 2022年第9期35卷 161-169页

作者： Fengfeng Gao Jinhua Luo Xuefeng Zhang Xiaogang Hao Guoqing Guan Zhong Liu Jun Li Qinglong Luo College of Chemical Engineering and Technology Taiyuan University of TechnologyTaiyuan 030024China Information Management Division Pingyang County Economic and Information BureauWenzhou 325400China Energy Conversion Engineering group Institute of Regional Innovation(IRI)Hirosaki University2-1-3 MatsubaraAomori 030-0813Japan Qinghai Institute of Salt Lakes Chinese Academy of SciencesXining 810008China

Effective extraction and regeneration of radioactive iodide is one of urgent concerns for the safe utilization of nuclear *** a novel environmentally benign ion separation technique,electrochemically switched ion extraction(ESIE)process can be applied for effective capture and recovery of iodide ions(I^(-)).Herein,a novel kelp seaweed-like core/shell I^(-)imprinted polypyrrole@bismuth oxyiodide(PPy/I^(-)@BiOI)composite film is successfully prepared for the selective I^(-)capture in the ESIE *** is found that the I^(-)can be easily trapped in the PPy/I^(-)@BiOI film after I^(-)is in situ desorbed from the film by an electrochemical reduction process since it offers particular electroactive binding sites for I^(-)*** I^(-)imprinted PPy/I^(-)@BiOI film displays an extraction capacity as high as 325.2 mg·g^(-1)for I^(-)with favorable *** particular,the extraction and desorption of I^(-)is achieved by adjusting the redox potential and the pristine PPy/I^(-)@BiOI film can be regenerated and reused for multiple times without decrease in extraction *** is expected that such a PPy/I^(-)@BiOI film would be useful as an electrochemically switched renewable extractor that could capture and regenerate I^(-)from radioactive water.

关键词： Electrochemically switched ion extraction PPy/I^(-)@BiOI film Radioactive iodide ion Separation Selectivity Electrochemistry

Silencing Brassinosteroid Receptor BRI1 Impairs Herbivory-elicited Accumulation of Jasmonic Acid-isoleucine and Diterpene Glycosides, but not Jasmonic Acid and Trypsin Proteinase Inhibitors in Nicotiana attenuata

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Journal of Integrative Plant Biology 2013年第6期55卷 514-526页

作者： Da-Hai Yang Ian T. Baldwin Jianqiang Wu Department of Molecular Ecology Max Planck Institute for Chemical Ecology Hans-Knll Stra e 8 D-07745 Jena Germany Plant Stress Biology group Shanghai Center for Plant Stress Biology Shanghai Institutes for Biological Sciences the Chinese Academy of Sciences Key Laboratory of economic Plants and Biotechnology Kunming Institute of Botany the Chinese Academy of Sciences

The brassinosteroid （BR） receptor, BR insensitive 1 （BRI1）, plays a critical role in plant development, but whether BRI1-mediated BR signaling is involved in plant defense responses to herbivores was largely unknown. Here, we examined the function of BRI1 in the resistance of Nicotiana attenuata （Solanaceae） to its specialist insect herbivore Manduca sexta. Jasmonic acid （JA） and JA-isoleucine conjugate （JA-Ile） are important hormones that mediate resistance to herbivores and we found that after wounding or simulated herbivory NaBRI1 had little effect on JA levels, but was important for the induction of JA-Ile. Further experiments revealed that decreased JAR （the enzyme for JA-Ile production） activity and availability of Ile in NaBRI1-silenced plants were likely responsible for the low JA-Ile levels. Consistently, M. sexta larvae gained more weight on NaBRI1-silenced plants than on the control plants. Quantification of insect feeding-induced secondary metabolites revealed that silencing NaBRI1 resulted in decreased levels of carbon-rich defensive secondary metabolites （hydroxygeranyllinalool diterpene glycosides, chlorogenic acid, and rutin）, but had little effect on the nitrogen-rich ones （nicotine and trypsin proteinase inhibitors）. Thus, NaBRI1-mediated BR signaling is likely involved in plant defense responses to M. sexta, including maintaining JA-Ile levels and the accumulation of several carbon-rich defensive secondary metabolites.

关键词： BRI1 herbivore insect jasmonic acid Nicotiana attenuata secondary metabolites.

Bayesian group Chain Sampling Plan for Poisson Distribution with Gamma Prior

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Computers, Materials & Continua 2022年第2期70卷 3891-3902页

作者： Waqar Hafeez Nazrina Aziz Zakiyah Zain Nur Azulia Kamarudin School of Quantitative Sciences Universiti Utara MalaysiaUUM Sintok06010KedahMalaysia Institute of Strategic Industrial decision Modelling(ISIDM) Universiti Utara MalaysiaUUM Sintok06010KedahMalaysia

Acceptance sampling is a statistical quality control technique that consists of procedures for sentencing one or more incoming lots of finished *** or rejection is based on the inspection of sampled products drawn randomly from the *** theory of previous acceptance sampling was built upon the assumption that the process from which the lots are produced is stable and the process fraction nonconforming is a *** variability is inevitable due to random fluctuations,which may inadvertently lead to quality *** an alternative to traditional sampling plans,Bayesian approach can be used by considering prior information of the *** different combinations of design parameters,this study introduces a Bayesian group chain sampling plan(BGChSP).For the first time in group chain sampling plan,the probability of lot acceptance is derived by using Poisson distribution to estimate an average number of *** distribution is used as a prior distribution with Poisson *** into account both consumer’s and producer’s risks,this research considers two quality regions namely,probabilistic quality region(PQR)and indifference quality region(IQR).By minimizing consumer’s and producer’s risks,BGChSP can be used to minimize the average number of defective products in industry.

关键词： Bayesian acceptance sampling gamma produce risk consumer risk

Data-driven group decision making for diagnosis of thyroid nodule

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Science China(Information Sciences) 2019年第11期62卷 151-173页

作者： Chao FU Wenjun CHANG Weiyong LIU Shanlin YANG School of Management Hefei University of Technology Key Laboratory of Process Optimization and Intelligent decision-making Ministry of Education Department of Ultrasound The First Affiliated Hospital of USTC Division of Life Sciences and MedicineUniversity of Science and Technology of China

Emerging information technologies’ integration into various fields has enhanced the development of these fields. Large volumes of data have been accumulated in this process. The accumulated data offer opportunities and challenges for people facing practical problems. On the one hand, it is essential to depend on a group’s capabilities rather than an individual’s capabilities to handle practical problems because the individual may lack sufficient expertise and experience to use data. In this situation, the practical problems can be considered as group decision making(GDM) problems. On the other hand, the accumulated data can help generate quality solutions to GDM problems. To obtain such solutions under the assumption that the accumulated data regarding a specific decision problem are available, this paper proposes a data-driven GDM method. In the method, decision makers’ weights are learned from historical overall assessments and the corresponding gold standards, while criterion weights are learned from historical overall assessments and the corresponding decision matrices. The learned expert weights and criterion weights are used to produce the aggregated assessments, from which alternatives are compared or the overall conclusion is made. In a tertiary hospital located in Hefei, Anhui Province, China, the proposed method is applied to aid radiologists in diagnosing thyroid nodules.

关键词： data-driven group decision making interval number learning of expert weights learning of criterion weights diagnosis of thyroid nodule