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Semi-Varying Coefficient Panel Data Model with Technical indicators Predicts Stock Returns in Financial Market

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Journal of Systems Science & Complexity 2024年第4期37卷 1638-1652页

作者： HU Xuemei PAN Ying LI Xiang School of Mathematics and statistics Chongqing Technology and Business UniversityChongqing 400067China Chongqing Key Laboratory of Social Economy and Applied statistics Chongqing 400067China Research Center for Economy of Upper Reaches of the Yangtse River Chongqing Technology and Business UniversityChongqing 400067China

Accurately predicting stock returns is a conundrum in financial *** this conundrum can bring huge economic benefits for investors and also attract the attention of all circles of *** this paper the authors combine semi-varying coefficient model with technical analysis and statistical learning,and propose semi-varying coefficient panel data model with individual effects to explore the dynamic relations between the stock returns from five companies:CVX,DFS,EMN,LYB,and MET and five technical indicators:CCI,EMV,MOM,ln ATR,ln RSI as well as closing price(ln CP),combine semi-parametric fixed effects estimator,semi-parametric random effects estimator with the testing procedure to distinguish fixed effects(FE) from random effects(RE),and finally apply the estimated dynamic relations and the testing set to predict stock returns in December 2020 for the five *** proposed method can accommodate the varying relationship and the interactive relationship between the different technical indicators,and further enhance the prediction accuracy to stock returns.

关键词： Fixed effects random effects semi-varying coefficient panel data model stock returns technical indicators

A Local Macroscopic Conservative(LoMaC)Low Rank Tensor Method with the Discontinuous Galerkin Method for the Vlasov Dynamics

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Communications on Applied Mathematics and Computation 2024年第1期6卷 550-575页

作者： Wei Guo Jannatul Ferdous Ema Jing-Mei Qiu Department of Mathematics and statistics Texas Tech UniversityLubbockTX70409USA Department of Mathematical Sciences University of DelawareNewarkDE19716USA

In this paper,we propose a novel Local Macroscopic Conservative(LoMaC)low rank tensor method with discontinuous Galerkin(DG)discretization for the physical and phase spaces for simulating the Vlasov-Poisson(VP)*** LoMaC property refers to the exact local conservation of macroscopic mass,momentum,and energy at the discrete *** recently developed LoMaC low rank tensor algorithm(arXiv:2207.00518)simultaneously evolves the macroscopic conservation laws of mass,momentum,and energy using the kinetic flux vector splitting;then the LoMaC property is realized by projecting the low rank kinetic solution onto a subspace that shares the same macroscopic *** paper is a generalization of our previous work,but with DG discretization to take advantage of its compactness and flexibility in handling boundary conditions and its superior accuracy in the long *** algorithm is developed in a similar fashion as that for a finite difference scheme,by observing that the DG method can be viewed equivalently in a nodal *** the nodal DG method,assuming a tensorized computational grid,one will be able to(i)derive differentiation matrices for different nodal points based on a DG upwind discretization of transport terms,and(ii)define a weighted inner product space based on the nodal DG grid *** algorithm can be extended to the high dimensional problems by hierarchical Tucker(HT)decomposition of solution tensors and a corresponding conservative projection *** a similar spirit,the algorithm can be extended to DG methods on nodal points of an unstructured mesh,or to other types of discretization,e.g.,the spectral method in velocity *** numerical results are performed to showcase the efficacy of the method.

关键词： Hierarchical Tucker(HT)decomposition Conservative SVD Energy conservation Discontinuous Galerkin(DG)method

Cancer statistics for young adults aged 20 to 49 years in China from 2000 to 2017:a population-based registry study

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Science China(Life Sciences) 2024年第4期67卷 711-719页

作者： Yi Teng Changfa Xia He Li Maomao Cao Fan Yang Xinxin Yan Siyi He Mengdi Cao Shaoli Zhang Qianru Li Wanqing Chen office of Cancer Screening National Cancer Center/National Clinical Research Center for Cancer/Cancer HospitalChinese Academy of Medical Sciences and Peking Union Medical CollegeBeijing 100021China

An increasing cancer incidence among adults younger than 50 years has been reported for several types of cancer in multiple *** aimed to report cancer profiles and trends among young adults in *** from the China Cancer Registry Annual Report were used to estimate incidence and mortality among young adults(ages 20–49 years)in China in 2017,and an age-period-cohort model was employed to estimate the average annual percent change(AAPC)in incidence and mortality from 2000 to *** 25 cancer types were grouped into obesity-or overweight-associated cancers(12 cancer types)and additional cancers(13 cancer types).In 2017,there were 681,178new cases and 214,591 cancer deaths among young adults in *** young adults,the most common cancers were thyroid,breast,cervical,liver,lung,and colorectal cancer,and the leading causes of cancer deaths were liver,lung,cervical,stomach,breast,and colorectal *** 2000 to 2017,the cancer incidence increased for all cancers combined among young adults,with the highest AAPC(1.46%)for adults aged 20–24 years,while cancer mortality decreased,with the highest AAPC(-1.63%)for those aged 35–39 *** conclusion,the cancer incidence in China has increased among young adults,while cancer mortality has decreased for nearly all *** control measures,such as obesity control and appropriate screening,may contribute to reducing the increasing cancer burden among young adults.

关键词： young adults incidence mortality trends China

Cancer profiles in China and comparisons with the USA:a comprehensive analysis in the incidence,mortality,survival,staging,and attribution to risk factors

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Science China(Life Sciences) 2024年第1期67卷 122-131页

作者： Siyi He Changfa Xia He Li Maomao Cao Fan Yang Xinxin Yan Shaoli Zhang Yi Teng Qianru Li Wanqing Chen office of Cancer Screening National Cancer Center/National Clinical Research Center for Cancer/Cancer HospitalChinese Academy of Medical Sciences and Peking Union Medical CollegeBeijing 100021China

China faces a disproportionate cancer burden to the population size and is undergoing a transition in the cancer *** extracted data in five aspects of cancer incidence,mortality,survival,staging distributions,and attribution to risk factors in China,the USA and worldwide from open-source *** conducted a comprehensive secondary analysis of cancer profiles in China in the above aspects,and compared cancer statistics between China and the USA.A total of 4,546,400 new cancer cases and 2,992,600 deaths occurred in China in 2020,accounting for 25.1%and 30.2%of global cases,***-related cancers including lung cancer,colorectal cancer,and breast cancer showed an upward trend and have been the leading cancer types in China.41.6%of new cancer cases and 49.3%of cancer deaths occurred in digestive-system cancers in China,and the cancers of esophagus,nasopharynx,liver,and stomach in China accounted for over 40%of global ***-related cancers showed the highest population-attributable fractions among Chinese adults,and most cancers could be attributed to behavioral and metabolic *** proportions of stage I for most cancer types were much higher in the USA than in China,except for esophageal cancer(78.2%vs.41.1%).The 5-year relative survival rates in China have improved substantially during 2000–2014,whereas survival for most cancer types in the USA was significantly higher than in China,except for upper gastrointestinal *** findings suggest that although substantial progress has been made in cancer control,especially in digestive system cancers in China,there was still a considerable disparity in cancer burden between China and the *** robust policies on risk factors and standardized screening practices are urgently warranted to curb the cancer growth and improve the prognosis for cancer patients.

关键词： cancer burden survival rate neoplasm staging risk factors China

Rapid Prediction of Wastewater Index Using CNN Architecture and PLS Series Statistical Methods

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Open Journal of statistics 2024年第3期14卷 243-258页

作者： Qiushuang Mo Lili Xu Fangxiu Meng Shaoyong Hong Xuemei Lin School of Mathematics and statistics Guilin University of Technology Guilin China College of Marine Sciences Beibu Gulf University Qinzhou China School of Data Science Guangzhou Huashang College Guangzhou China Community Management office Guilin University of Technology Guilin China

Chemical oxygen demand (COD) is an important index to measure the degree of water pollution. In this paper, near-infrared technology is used to obtain 148 wastewater spectra to predict the COD value in wastewater. First, the partial least squares regression (PLS) model was used as the basic model. Monte Carlo cross-validation (MCCV) was used to select 25 samples out of 148 samples that did not conform to conventional statistics. Then, the interval partial least squares (iPLS) regression modeling was carried out on 123 samples, and the spectral bands were divided into 40 subintervals. The optimal subintervals are 20 and 26, and the optimal correlation coefficient of the test set (RT) is 0.58. Further, the waveband is divided into five intervals: 17, 19, 20, 22 and 26. When the number of joint intervals under each interval is three, the optimal RT is 0.71. When the number of joint subintervals is four, the optimal RT is 0.79. Finally, convolutional neural network (CNN) was used for quantitative prediction, and RT was 0.9. The results show that CNN can automatically screen the features inside the data, and the quantitative prediction effect is better than that of iPLS and synergy interval partial least squares model (SiPLS) with joint subinterval three and four, indicating that CNN can be used for quantitative analysis of water pollution degree.

关键词： Wastewater Near-Infrared Spectroscopy Chemistry Oxygen Demand Partial Least Squares Convolutional Neural Network Statistical Optimization

Plant-based dietary patterns and risk of esophageal cancer:A prospective cohort study spanning 17 years

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Chinese Journal of Cancer Research 2024年第1期36卷 36-45页

作者： Xiaorui Zhang Feifan He Jiayue Li Ru Chen Xinqing Li Li Li Fen Liu Shaoming Wang Wenqiang Wei Department of Epidemiology and Health statistics School of Public HealthBeijing Municipal Key Laboratory of Clinical EpidemiologyCapital Medical UniversityBeijing 100069China National Central Cancer Registry office National Cancer Center/National Clinical Research Center for Cancer/Cancer HospitalChinese Academy of Medical Sciences and Peking Union Medical CollegeBeijing 100021China Department of Cancer Epidemiology National Cancer Center/National Clinical Research Center for Cancer/Cancer HospitalChinese Academy of Medical Sciences and Peking Union Medical CollegeBeijing 100021China

Objective: Plant-based diets have multiple health benefits for cancers;however, little is known about the association between plant-based dietary patterns and esophageal cancer(EC).This study presents an investigation of the prospective associations among three predefined indices of plant-based dietary patterns and the risk of ***: We performed endoscopic screening for 15,709 participants aged 40-69 years from two high-risk areas of China from January 2005 to December 2009 and followed the cohort until December 31, 2022. The overall plant-based diet index(PDI), healthful plant-based diet index(h PDI), and unhealthful plant-based diet index(u PDI), were calculated using survey responses to assess dietary patterns. We applied Cox proportional hazard regression to estimate the multivariable hazard ratios(HRs) and 95% confidence intervals(95% CIs) of EC across 3plant-based diet indices and further stratified the analysis by ***: The final study sample included 15,184 participants in the cohort. During a follow-up of 219,365person-years, 176 patients with EC were identified. When the highest quartile was compared with the lowest quartile, the pooled multivariable-adjusted HR of EC was 0.50(95% CI, 0.32-0.77) for h PDI. In addition, the HR per 10-point increase in the h PDI score was 0.42(95% CI, 0.27-0.66) for ECs. Conversely, u PDI was positively associated with the risk of EC, and the HR was 1.80(95% CI, 1.16-2.82). The HR per 10-point increase in the u PDI score was 1.90(95% CI, 1.26-2.88) for ECs. The associations between these scores and the risk of EC were consistent in most subgroups. These results remained robust in sensitivity ***: A healthy plant-based dietary pattern was associated with a reduced risk of EC. Emphasizing the healthiness and quality of plant-based diets may be important for preventing the development of EC.

关键词： Esophageal cancer diet dietary pattern epidemiology nutrition prospective cohort study

The Relationship between Parental Stress and Child Conformity:The Mediating Role of Resilience

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International Journal of Mental Health Promotion 2024年第9期26卷 767-776页

作者： Houyan Li Guandong Song Bin Xiao School of Humanities and Law Northeastern UniversityShenyang110169China President’s office Shenyang Urban Construction UniversityShenyang110167China

Background:In today’s society,parental stress has become a prevalent and significant issue,impacting not only parents’mental health but also potentially profoundly affecting children’s growth and *** topic has garnered continuous attention from *** present study aims to delve into the relationship between parental stress and children’s behavior,particularly focusing on children’s conformity and discipline development during crucial *** study aims to explore the relationship between parental stress,child conformity,and resilience,and further examines the mediating role of resilience in the relationship between parental stress and child ***:We used three scales:the Parental Stress Scale,the Child Conformity Scale,and the Resilience Scale,to survey 890 elementary school students(aged 6–12)and their parents in the Beijing-Tianjin-Hebei region of *** employed SPSS 26.0 software for data analysis,conducting descriptive statistics,correlation analysis,and mediation effect tests *** the mediation effect tests,we utilized structural equation modeling(SEM)and regression analysis to examine the mediation effects,ensuring the accuracy and scientific nature of our ***:Through descriptive statistics,correlation analysis,regression models,and mediation effect tests,we found that parental stress significantly negatively predicts child conformity,while resilience shows a significant positive *** mediation analysis indicates that resilience plays a partial mediating role between parental stress and child conformity,with the mediation effect accounting for 36.67%.Conclusion:These findings highlight the importance of the family environment on child behavior and provide valuable insights and recommendations for family education practices in the Beijing-Tianjin-Hebei ***,we suggest future research should further explore the complex relationships among parental stress,child conformity,and

关键词： Parental stress child conformity resilience mediating variable family education

Adaptive Sparse Grid Discontinuous Galerkin Method:Review and Software Implementation

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Communications on Applied Mathematics and Computation 2024年第1期6卷 501-532页

作者： Juntao Huang Wei Guo Yingda Cheng Department of Mathematics and statistics Texas Tech UniversityLubbockTX79409USA Department of Computational Mathematics Science and EngineeringMichigan State UniversityEast LansingMI48824USA Department of Mathematics Michigan State UniversityEast LansingMI48824USA

This paper reviews the adaptive sparse grid discontinuous Galerkin(aSG-DG)method for computing high dimensional partial differential equations(PDEs)and its software *** C++software package called AdaM-DG,implementing the aSG-DG method,is available on GitHub at https://***/JuntaoHuang/*** package is capable of treating a large class of high dimensional linear and nonlinear *** review the essential components of the algorithm and the functionality of the software,including the multiwavelets used,assembling of bilinear operators,fast matrix-vector product for data with hierarchical *** further demonstrate the performance of the package by reporting the numerical error and the CPU cost for several benchmark tests,including linear transport equations,wave equations,and Hamilton-Jacobi(HJ)equations.

关键词： Adaptive sparse grid Discontinuous Galerkin High dimensional partial differential equation Software development

Study on Key Biological indicators of Diabetes Based on Statistical Tests

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Journal of Clinical and Nursing Research 2024年第7期8卷 267-273页

作者： Shuaibin Yang School of Mathematics and statistics Nanjing University of Information Science and TechnologyNanjing 210044Jiangsu ProvinceChina

Normality testing is a fundamental hypothesis test in the statistical analysis of key biological indicators of *** this assumption is violated,it may cause the test results to deviate from the true value,leading to incorrect inferences and conclusions,and ultimately affecting the validity and accuracy of statistical *** this,the study designs a unified analysis scheme for different data types based on parametric statistical test methods and non-parametric test *** data were grouped according to sample type and divided into discrete data and continuous *** account for differences among subgroups,the conventional chi-squared test was used for discrete *** normal distribution is the basis of many statistical methods;if the data does not follow a normal distribution,many statistical methods will fail or produce incorrect ***,before data analysis and modeling,the data were divided into normal and non-normal groups through normality *** normally distributed data,parametric statistical methods were used to judge the differences between *** non-normal data,non-parametric tests were employed to improve the accuracy of the *** significant indicators were retained according to the significance index P-value of the statistical test or corresponding *** indicators were then combined with relevant medical background to further explore the etiology leading to the occurrence or transformation of diabetes status.

关键词： Diabetes diagnosis Statistical test Nonparametric statistics Normality test