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Two Efficient Parameterized Boundaries for Vee's Asian Option Pricing PDE

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Acta Mathematicae Applicatae Sinica 2012年第4期28卷 643-652页

作者： Bai-min YU school of international Trade and Economics University of International Business and Economics

In this paper, we derive two general parameterized boundaries of finite difference scheme for VeSe~＇s PDE which is used to price both fixed and floating strike Asian options. Using these two boundaries, we can deal with all kinds of situations, especially, some extreme cases, like overhigh volatility, very small volatility, etc, under which the Asian option is usually mispriced in many existing numerical methods. Numerical results show that our boundaries are pretty efficient.

关键词： Asian option Vecer's PDE finite difference parameterized boundaries sensitivity

Spinal cord injury regenerative therapy development:integration of design of experiments

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Neural Regeneration Research 2025年第9期20卷 2571-2573页

作者： Yuji Okano Hideyuki Okano Yoshitaka Kase Division of CNS Regeneration and Drug Discovery International Center for Brain Science(ICBS)Fujita Health UniversityKutsukake-ChoToyoake-ShiAichiJapan Department of Extended Intelligence for Medicine The Ishii-Ishibashi LaboratoryKeio University School of MedicineShinanomachiShinjuku-KuTokyoJapan Keio University Regenerative Medicine Research Center Kawasaki-kuKawasaki-shiJapan

Spinal cord injury(SCI)can cause motor and sensory paralysis,and autonomic nervous system disorders including malfunction of urination and defecation,thereby significantly impairing the quality of *** continue to explo re new stem cell strategies for the treatment of paralysis by transpla nting human induced pluripotent stem cell-derived neural ste m/progenitor cells(hiPSCNS/PCs)into spinal cord injured tissues.

关键词： Spinal paralysis injury

On the coefficients of the polynomial in the number field sieve

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Science China(Information Sciences) 2015年第11期58卷 182-190页

作者： YANG Min MENG QingShu WANG ZhangYi LI Li ZHANG HuanGuo international school of Software Wuhan University Computer school Wuhan University

Polynomial selection is very important in the number field sieve. If the number of relations a pair of polynomials can generate is closely correlated with the coefficients of the polynomials, we can select polynomials by checking the coefficients first, which can speed up the selection of good polynomials. In this paper, we aim to study the correlation between polynomial coefficients and the number of relations the polynomials can generate. By analyzing the zero roots, it is found that a polynomial with the ending coefficient containing more small primes usually can generate more relations than the one whose ending coefficient contains less. As a polynomial with more real roots usually can generate more relations, using the complete discrimination system,the requirements on the coefficients of a polynomial to obtain more real roots are analyzed. For instance, a necessary condition for a polynomial of degree d to have d distinct real roots is that the coefficient of degree d- 2should be negative or small enough. The result in the case d = 3 can be used directly in selecting polynomials generated by the nonlinear method, where d = 3 is already enough for practical purpose.

关键词： cryptography integer factorization number field sieve polynomial selection coefficients zero roots complete discrimination system

PBWA:A Provenance-Based What-If Analysis Approach for Data Mining Processes

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Chinese Journal of Electronics 2017年第5期26卷 986-992页

作者： KE Jie DONG Hongbin TAN Chengyu LIANG Yiwen Computer school Wuhan University international school of Software Wuhan University

This paper presents a Provenance-based what-if analysis approach(PBWA) for data mining processes,so decision makers can examine the latest mining result under hypothetical business *** fills the gap that data mining only reveals past status of enterprises with historical *** information is a kind of metadata of data mining *** uses it to identify relevant operation path and intermediate results that is affected by hypothetical business *** refreshes the mining result by partially rerunning the affected *** from previous studies only for relational operations,PBWA can take more general operations into ***,it focuses on the whole mining *** demonstrate that when the affected ratio is less than 74% and 87% in different contexts,PBWA can achieve better time performance.

关键词： Data mining What-if analysis Data provenance Provenance(PROV)

EXISTENCE OF COMPETITIVE EQUILIBRIUM OF LARGE SECURITY-SPOT MARKET WITH INCOMPLETE ASSET STRUCTURE

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Journal of Systems Science & Complexity 2007年第3期20卷 386-396页

作者： Guosheng ZHANG school of international Trade and Economics Beijing International Studies University Beijing 100024 China.

With the concept of security-spot market or security market with measurable space of agents, which was first given by Zhang （1998, 2000）, we continue to discuss the existence of equilibrium in such large economies. Under common conditions, we have claimed the existence of equilibrium in incomplete security-spot market with a continuum of traders. Because of the development from complete market to incomplete market, we have not only generalized Aumann＇s results in 1966, but also achieved a breakthrough on researching methods.

关键词： Equilibrium incomplete asset structure large economy security-spot market with measurable space of agents.

Quickly obtaining densely dispersed coherent particles in steel matrix and its related mechanical property

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international Journal of Minerals,Metallurgy and Materials 2025年第1期32卷 111-118页

作者： Xiaoxiao Wang Qingsong Huang school of Chemical Engineering Sichuan UniversityChengdu 610065China

Densely distributed coherent nanoparticles(DCN)in steel matrix can enhance the work-hardening ability and ductility of steel *** the routes to this end can be generally classified into the liquid-solid route and the solid-solid ***,the formation of DCN structures in steel requires long processes and complex *** far,obtaining steel with coherent particle enhancement in a short time remains a bottleneck,and some necessary steps remain ***,we show a high-efficiency liquid-phase refining process reinforced by a dynamic magnetic ***-Y-Mn-O particles had an average size of around(3.53±1.21)nm and can be obtained in just around 180 *** small nanoparticles were coherent with the matrix,implying no accumulated dislocations between the particles and the steel *** findings have a potential application for improving material machining capacity,creep resistance,and radiation resistance.

关键词： ferritic steels coherent particles microstructure compression test work hardening

Clustering by Fast Search and Find of Density Peaks with Data Field

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Chinese Journal of Electronics 2016年第3期25卷 397-402页

作者： WANG Shuliang WANG Dakui LI Caoyuan LI Yan DING Gangyi international school of Software Wuhan University school of Software Beijing Institute of Technology

A clustering algorithm named "Clustering by fast search and find of density peaks" is for finding the centers of clusters quickly. Its accuracy excessively depended on the threshold, and no efficient way was given to select its suitable value, i.e., the value was suggested be estimated on the basis of empirical experience. A new way is proposed to automatically extract the optimal value of threshold by using the potential entropy of data field from the original dataset. For any dataset to be clustered, the threshold can be calculated from the dataset objectively instead of empirical estimation. The results of comparative experiments have shown the algorithm with the threshold from data field can get better clustering results than with the threshold from empirical experience.

关键词： Data field Potential entropy Big data clustering Optimal threshold value Automatic extraction

Automatic image enhancement by learning adaptive patch selection

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Frontiers of Information Technology & Electronic Engineering 2019年第2期20卷 206-221页

作者： Na LI Jian ZHANG school of Science and Technology Zhejiang International Studies University

Today, digital cameras are widely used in taking photos. However, some photos lack detail and need enhancement. Many existing image enhancement algorithms are patch based and the patch size is always fixed throughout the image. Users must tune the patch size to obtain the appropriate enhancement. In this study,we propose an automatic image enhancement method based on adaptive patch selection using both dark and bright channels. The double channels enhance images with various exposure problems. The patch size used for channel extraction is selected automatically by thresholding a contrast feature, which is learned systematically from a set of natural images crawled from the web. Our proposed method can automatically enhance foggy or under-exposed/backlit images without any user interaction. Experimental results demonstrate that our method can provide a significant improvement in existing patch-based image enhancement algorithms.

关键词： Image enhancement Contrast enhancement Dark channel Bright channel Adaptive patch based processing

Predicting Future Rumours

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Chinese Journal of Electronics 2018年第3期27卷 514-520页

作者： QIN Yumeng Dominik Wurzer TANG Cunchen school of Computer Science (international school of Software) Wuhan University school of Information Management Wuhan University

Recent uproar of fake news and misinformation on social media platforms has sparked the interest in the scientific community to automatically detect and refute them. The most popular research task to counteract misinformation, Rumour detection, requires repeated signals to reach adequate detection accurate. Consequently,rumour detection recognizes rumours only when they have started spreading and causing harm. We introduce a new task called "rumour prediction" that assesses the possibility of a document arriving from a social media stream becoming a rumour in the future. Note that rumour prediction differentiates itself from rumour detection through instant decision making. This allows refuting misinformation before it spreads and causes harm. Our approach to rumour prediction harnesses content based features in combination with novelty based features and pseudo *** experiments show that we are able to accurately predict, whether a document will become a rumour in the future. Additionally, we show how rumour prediction can significantly improve the accuracy of state-of-the-art Rumour detection systems.

关键词： Real-time rumour prediction Social media Data stream Information retrieval K-term hashing Pseudo feedback