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Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries. 经济政策的不确定性:一些“一带一路”国家经济发展的跨国联系和溢出效应。
3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-01-01 Epub Date: 2023-05-20 DOI: 10.1007/s11424-023-1060-0
Jing Yuan, Yajing Dong, Weijie Zhai, Zongwu Cai

With the increase of economic environment uncertainty, it is of great importance to study the linkage and spillover effects of economic policy uncertainty among countries. Especially, this article selects eight countries along the Belt and Road as the core countries (China, Korea, Croatia, India, Russia, Greece, Pakistan, and Singapore) and four countries (Germany, France, Japan, and UK) as the peripheral countries, and then copula technique and mixed-frequency global vector autoregressive model are employed to analyze the correlation and the spillover effect of the economic policy uncertainty (EPU) for the twelve selected countries, respectively. The proposed empirical findings show clearly that the EPU correlation among the eight core Belt and Road countries is stronger and the spillover effect of the core countries to the peripheral countries is statistically significant. As a result, for harmonious and win-win development, the Belt and Road countries should pay a close attention to the EPU, because the stability of the EPU promotes greatly the economy development.

随着经济环境不确定性的增加,研究各国经济政策不确定性的联动和溢出效应具有重要意义。特别选取一带一路沿线8个国家(中国、韩国、克罗地亚、印度、俄罗斯、希腊、巴基斯坦、新加坡)为核心国家,4个国家(德国、法国、日本、英国)为周边国家,然后采用copula技术和混合频率全局向量自回归模型分别分析了12个国家经济政策不确定性的相关性和溢出效应。所提出的实证结果清楚地表明,“一带一路”八个核心国家之间的EPU相关性更强,核心国家对周边国家的溢出效应具有统计学意义。因此,为了实现和谐共赢的发展,一带一路国家应该密切关注经济合作区,因为经济合作区的稳定极大地促进了经济的发展。
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引用次数: 1
Business Environment and Resource Allocation Based on the Perspective of the National Value Chain. 基于国家价值链视角的商业环境与资源配置。
3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-01-01 DOI: 10.1007/s11424-023-2357-8
Wei Zou, Hao Lei

China is actively upgrading its industrial structure through industries transferring between developed and undeveloped areas; however, the overall level of the national value chain is still not high, and the asymmetric competition pattern between the upstream and the downstream has not been broken. Therefore, this paper establishes a competitive equilibrium model for the production of manufacturing enterprises, with factor price distortion, under the condition of constant returns to scale. The authors derive the relative distortion coefficients of each factor price, calculate the misallocation indices of capital and labor, and construct an industry resource misallocation measure. Furthermore, this paper applies the regional value-added decomposition model to calculate the national value chain index and matches the market index of the China Market Index Database with the Chinese Industrial Enterprises Database and the Inter-Regional Input-Output Tables through quantitative analysis. From the perspective of the national value chain, the authors study the improvement effect and mechanism of the business environment on the resource allocation in industry. The study shows that industry resource allocation will be improved by 17.89% if the business environment level is improved by one standard deviation. This effect is most prevalent in the eastern and central regions, not so much in the west; the effect of downstream industries in the national value chain is higher than that of upstream industries; the improvement effect on capital allocation is higher in downstream industries than in the upstream industries; and the improvement effect on labor misallocation is basically the same in both the upstream and the downstream. Compared with labor intensive industries, capital intensive industries are more influenced by the national value chain, while the effect of upstream industries is weaker. At the same time, it is well documented that participation in the global value chain can improve the efficiency of regional resource allocation, and the construction of high-tech zones can improve resource allocation for both upstream and downstream industries. Based on the results of study, the authors propose suggestions for optimizing business environments, suiting the national value chain construction, and improving resource allocation in the future.

中国正在积极推进产业结构升级,促进发达地区与欠发达地区产业转移;但全国价值链整体水平仍不高,上下游不对称的竞争格局尚未打破。因此,本文建立了规模报酬不变条件下具有要素价格扭曲的制造企业生产竞争均衡模型。推导了各要素价格的相对扭曲系数,计算了资本和劳动力的错配指数,构建了产业资源错配测度。进一步,运用区域增值分解模型计算全国价值链指数,并通过定量分析,将中国市场指数数据库中的市场指数与中国工业企业数据库和区域间投入产出表进行匹配。从国家价值链的视角出发,研究了营商环境对产业资源配置的改善作用及其机制。研究表明,商业环境水平每提高一个标准差,行业资源配置将提高17.89%。这种影响在东部和中部地区最为普遍,而在西部地区则不那么明显;在全国价值链中,下游产业的效应高于上游产业;下游产业对资本配置的改善效应高于上游产业;对上下游劳动力错配的改善效果基本相同。与劳动密集型产业相比,资本密集型产业受国家价值链的影响更大,而上游产业的影响较弱。与此同时,参与全球价值链可以提高区域资源配置效率,高新区建设可以改善上下游产业的资源配置。根据研究结果,提出了未来优化营商环境、适应国家价值链建设、优化资源配置的建议。
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引用次数: 1
Transformer-Based Deep Learning Network for Tooth Segmentation on Panoramic Radiographs. 基于变压器的深度学习网络用于全景 X 光片上的牙齿分割
IF 2.1 3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-01-01 Epub Date: 2022-10-14 DOI: 10.1007/s11424-022-2057-9
Chen Sheng, Lin Wang, Zhenhuan Huang, Tian Wang, Yalin Guo, Wenjie Hou, Laiqing Xu, Jiazhu Wang, Xue Yan

Panoramic radiographs can assist dentist to quickly evaluate patients' overall oral health status. The accurate detection and localization of tooth tissue on panoramic radiographs is the first step to identify pathology, and also plays a key role in an automatic diagnosis system. However, the evaluation of panoramic radiographs depends on the clinical experience and knowledge of dentist, while the interpretation of panoramic radiographs might lead misdiagnosis. Therefore, it is of great significance to use artificial intelligence to segment teeth on panoramic radiographs. In this study, SWin-Unet, the transformer-based Ushaped encoder-decoder architecture with skip-connections, is introduced to perform panoramic radiograph segmentation. To well evaluate the tooth segmentation performance of SWin-Unet, the PLAGH-BH dataset is introduced for the research purpose. The performance is evaluated by F1 score, mean intersection and Union (IoU) and Acc, Compared with U-Net, Link-Net and FPN baselines, SWin-Unet performs much better in PLAGH-BH tooth segmentation dataset. These results indicate that SWin-Unet is more feasible on panoramic radiograph segmentation, and is valuable for the potential clinical application.

全景 X 光片可帮助牙医快速评估患者的整体口腔健康状况。全景 X 光片上牙齿组织的准确检测和定位是识别病变的第一步,在自动诊断系统中也起着关键作用。然而,对全景照片的评估取决于牙医的临床经验和知识,而对全景照片的解读则可能导致误诊。因此,利用人工智能对全景 X 光片上的牙齿进行分割具有重要意义。在本研究中,引入了基于变压器的 U 形编码器-解码器架构 SWin-Unet,该架构具有跳转连接功能,用于执行全景射线照片分割。为了很好地评估 SWin-Unet 的牙齿分割性能,研究引入了 PLAGH-BH 数据集。与 U-Net、Link-Net 和 FPN 基线相比,SWin-Unet 在 PLAGH-BH 牙齿分割数据集中的表现要好得多。这些结果表明,SWin-Unet 在全景X光片分割方面更加可行,具有潜在的临床应用价值。
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引用次数: 0
Predictive Diagnostic Approach to Dementia and Dementia Subtypes Using Wireless and Mobile Electroencephalography: A Pilot Study. 利用无线和移动脑电图对痴呆症和痴呆症亚型进行预测诊断的方法:试点研究。
IF 1.6 3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-03-15 eCollection Date: 2022-03-01 DOI: 10.1089/bioe.2021.0030
Fangzhou Li, Shoya Matsumori, Naohiro Egawa, Shusuke Yoshimoto, Kotaro Yamashiro, Haruo Mizutani, Noriko Uchida, Atsuko Kokuryu, Akira Kuzuya, Ryosuke Kojima, Yu Hayashi, Ryosuke Takahashi

Background: Developing a screening method for mild cognitive impairment in the aging population and intervening early in the progression of dementia based on such a method, remains challenging. Electroencephalography (EEG) is a noninvasive and sensitive tool to assess the functional activity of the brain, and wireless and mobile EEG (wmEEG) could serve as an alternative screening technique that is widely tolerable in patients with dementia from the preclinical to severe stage.

Materials and methods: Using wmEEG, we recorded bioelectrical activity (BA) from the forehead in 101 individuals with dementia and nondementia controls (NCs) during 4 tasks and investigated which task could differentiate dementia from NC.

Results: We found significant differences in three power spectra of the time-frequency analysis (3-4, 5-7, and 17-23 Hz) between dementia and NC under an eyes-open condition and a significant consistent difference in a specific slow alpha power spectrum (6-8 Hz) between Alzheimer's disease (AD) and dementia with Lewy bodies (DLB) under an eyes-closed condition. These results were confirmed by classification analysis using a deep learning method based on the whole wmEEG data sets, in which the accuracy of discriminating dementia from NC under the eyes-open condition was higher than that under the eyes-closed condition (0.71 vs. 0.52, respectively). Moreover, the accuracy of discriminating AD from DLB under the eyes-closed condition was higher than that under the eyes-open condition (0.77 vs. 0.64, respectively).

Conclusion: The result of this pilot study suggests that wmEEG can be a useful tool for recording BA, and that analyzing BA may help to detect early dementia and discriminate dementia subtypes effectively and objectively.

背景:在老龄人口中开发轻度认知障碍的筛查方法,并根据这种方法对痴呆症的进展进行早期干预,仍然具有挑战性。脑电图(EEG)是评估大脑功能活动的一种无创、灵敏的工具,无线和移动脑电图(wmEEG)可作为一种替代筛查技术,在从临床前期到严重阶段的痴呆症患者中具有广泛的耐受性:我们使用无线移动脑电图(wmEEG)记录了 101 名痴呆症患者和非痴呆症对照组(NCs)在完成 4 项任务时前额的生物电活动(BA),并研究了哪项任务可以区分痴呆症和非痴呆症:结果:我们发现在睁眼状态下,痴呆症患者和NC患者在时频分析的三个功率谱(3-4、5-7和17-23赫兹)上存在明显差异;在闭眼状态下,阿尔茨海默病(AD)患者和路易体痴呆症(DLB)患者在特定的慢α功率谱(6-8赫兹)上存在明显的一致差异。使用基于整个 wmEEG 数据集的深度学习方法进行的分类分析证实了这些结果,其中睁眼状态下鉴别痴呆症和 NC 的准确率高于闭眼状态下(分别为 0.71 对 0.52)。此外,闭眼条件下鉴别 AD 和 DLB 的准确率也高于睁眼条件下(分别为 0.77 对 0.64):本试验研究的结果表明,wmEEG 是记录 BA 的有用工具,分析 BA 有助于有效、客观地检测早期痴呆和鉴别痴呆亚型。
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引用次数: 0
Pharmacokinetics and Effects on Saliva Flow of Sublingual and Oral Atropine in Clozapine-Treated and Healthy Adults: An Interventional Cross-Over Study. 舌下含服和口服阿托品在氯氮平治疗者和健康成人中的药代动力学及其对唾液流量的影响:一项干预性交叉研究。
IF 0.7 3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-03-01 DOI: 10.5152/pcp.2022.21221
Omar Mubaslat, Michael Fitzpatrick, Andrew J McLachlan, Tim Lambert

Background: Sublingual atropine is an effective treatment of clozapine-induced hypersalivation. This study aims to investigate the pharmacokinetics of atropine after sublingual and oral administration and study the dose effect of atropine on saliva secretion.

Methods: An interventional cross-over clinical trial where participants received 0.6 mg and 1.2 mg atropine sulfate sublingual solution and 0.6 mg oral tablet. Atropine plasma concentration was measured over 9 hours with validated LC-MS/MS method. Atropine effects on saliva secretion rate, visual acuity and accommodation, and vital signs were assessed.

Results: Four clozapine-treated and three healthy participants were enrolled in the study. The area under the atropine plasma concentration-time curve (AUC0-∞) was highest after the 1.2 mg sublingual solution administration in comparison with 0.6 mg tablet or sublingual solution (8.58±1.66 µg.L-1.h vs. 4.65±1.29 vs. 2.98±0.73 µg.L-1.h, respectively). The Cmax for the 0.6 mg and 1.2 mg sublingual solutions was 1.11±0.99 and 1.76±0.62 µg.L-1, and tmax was 2.18±0.59 and 1.9±0.71 h, respectively. In comparison with the 0.6 mg sublingual solution dose, the saliva secretion reduction was larger after the oral tablet administration (-40% (-59, -22%) vs. -69% (-80, -57)) and largest after the 1.2 mg sublingual solution administration (-79% (-93,-64)).

Conclusion: Both the sublingual and oral atropine are effective in reducing the saliva secretion however at a lower plasma concentration after sublingual administration, with a dose-dependent effect. Both have significantly reduced the blood pressure and pulse rate over 3 hours without significant changes in vision. No major safety concerns were reported.

背景介绍舌下含服阿托品可有效治疗氯氮平引起的唾液分泌过多。本研究旨在探讨阿托品舌下含服和口服后的药代动力学,并研究阿托品对唾液分泌的剂量效应:一项干预性交叉临床试验,参与者接受 0.6 毫克和 1.2 毫克硫酸阿托品舌下含服溶液和 0.6 毫克口服片剂。采用经过验证的 LC-MS/MS 方法测量阿托品 9 小时内的血浆浓度。评估了阿托品对唾液分泌率、视力和调节力以及生命体征的影响:四名接受过氯氮平治疗的参与者和三名健康参与者参加了研究。与 0.6 毫克片剂或舌下含服溶液相比,1.2 毫克舌下含服溶液的阿托品血浆浓度-时间曲线下面积(AUC0-∞)最高(分别为 8.58±1.66 µg.L-1.h vs. 4.65±1.29 vs. 2.98±0.73 µg.L-1.h)。0.6 mg 和 1.2 mg 舌下溶液的 Cmax 分别为 1.11±0.99 和 1.76±0.62 µg.L-1,tmax 分别为 2.18±0.59 和 1.9±0.71 h。与 0.6 毫克舌下含服溶液剂量相比,口服片剂的唾液分泌减少量更大(-40% (-59, -22%) vs. -69% (-80, -57)),而 1.2 毫克舌下含服溶液剂量的唾液分泌减少量最大(-79% (-93,-64) ):舌下含服和口服阿托品都能有效减少唾液分泌,但舌下含服后的血浆浓度较低,且效果与剂量有关。两种药物都能在 3 小时内明显降低血压和脉搏,且视力无明显变化。没有关于重大安全问题的报告。
{"title":"Pharmacokinetics and Effects on Saliva Flow of Sublingual and Oral Atropine in Clozapine-Treated and Healthy Adults: An Interventional Cross-Over Study.","authors":"Omar Mubaslat, Michael Fitzpatrick, Andrew J McLachlan, Tim Lambert","doi":"10.5152/pcp.2022.21221","DOIUrl":"10.5152/pcp.2022.21221","url":null,"abstract":"<p><strong>Background: </strong>Sublingual atropine is an effective treatment of clozapine-induced hypersalivation. This study aims to investigate the pharmacokinetics of atropine after sublingual and oral administration and study the dose effect of atropine on saliva secretion.</p><p><strong>Methods: </strong>An interventional cross-over clinical trial where participants received 0.6 mg and 1.2 mg atropine sulfate sublingual solution and 0.6 mg oral tablet. Atropine plasma concentration was measured over 9 hours with validated LC-MS/MS method. Atropine effects on saliva secretion rate, visual acuity and accommodation, and vital signs were assessed.</p><p><strong>Results: </strong>Four clozapine-treated and three healthy participants were enrolled in the study. The area under the atropine plasma concentration-time curve (AUC<sub>0-∞</sub>) was highest after the 1.2 mg sublingual solution administration in comparison with 0.6 mg tablet or sublingual solution (8.58±1.66 µg.L<sup>-1</sup>.h vs. 4.65±1.29 vs. 2.98±0.73 µg.L<sup>-1</sup>.h, respectively). The C<sub>max</sub> for the 0.6 mg and 1.2 mg sublingual solutions was 1.11±0.99 and 1.76±0.62 µg.L<sup>-1</sup>, and t<sub>max</sub> was 2.18±0.59 and 1.9±0.71 h, respectively. In comparison with the 0.6 mg sublingual solution dose, the saliva secretion reduction was larger after the oral tablet administration (-40% (-59, -22%) vs. -69% (-80, -57)) and largest after the 1.2 mg sublingual solution administration (-79% (-93,-64)).</p><p><strong>Conclusion: </strong>Both the sublingual and oral atropine are effective in reducing the saliva secretion however at a lower plasma concentration after sublingual administration, with a dose-dependent effect. Both have significantly reduced the blood pressure and pulse rate over 3 hours without significant changes in vision. No major safety concerns were reported.</p>","PeriodicalId":50026,"journal":{"name":"Journal of Systems Science & Complexity","volume":"26 1","pages":"17-27"},"PeriodicalIF":0.7,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11099671/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74554129","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Illiquidity Comovement and Market Crisis. 流动性不足与市场危机。
3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-01-01 Epub Date: 2022-08-03 DOI: 10.1007/s11424-022-0299-1
Qingduo Zeng, Qiang Zhang, Shancun Liu, Yaodong Yang

This paper presents a rational expectation equilibrium model to explore how the financial contagion occurs between the unlinked markets that do not share common fundamentals. In the proposed model, the authors assume two of the three risky assets share no common fundamental factors, but are connected by one intermediate asset via cross fundamentals. Through this channel, investors transmit fundamental risk from one asset to another by dint of the cross fundamentals. This mechanism causes liquidity comovement and subsequently becomes a source of market crisis: Through the contagion mechanism, an initial liquidity shock in one asset can result in a drop tendency in liquidity and price informativeness for another asset. Such comovement in liquidity offers a new explanation for idiosyncratic assets in financial contagion.

本文提出了一个理性预期均衡模型来探讨金融传染如何在没有共同基本面的不相关市场之间发生。在提出的模型中,作者假设三种风险资产中的两种没有共同的基本面因素,但通过交叉基本面被一个中间资产连接起来。通过这个渠道,投资者通过交叉基本面将基本风险从一种资产转移到另一种资产。这一机制导致流动性趋同,进而成为市场危机的根源:通过传染机制,一种资产的初始流动性冲击会导致另一种资产的流动性和价格信息性出现下降趋势。这种流动性的变动为金融传染中的特殊资产提供了一种新的解释。
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引用次数: 1
Optimal Pricing and Return-Freight Insurance: Strategic Analysis of E-Sellers in the Presence of Reputation Differentiation. 最优定价与退货-运费保险:存在声誉差异的电子卖家策略分析。
3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-01-01 DOI: 10.1007/s11424-022-1262-x
Ying Yang, Rui Chai, Xinyu Sun, Yiming Li

Motivated by the practice that e-sellers cooperate with insurance companies to offer consumers the return-freight insurance (RI), this paper aims to investigate the competing e-sellers' RI strategies. Regarding the information asymmetry in the online context, reputation system is widely applied by e-platforms. In an online market with two competing e-sellers that sell the same product but are differentiated in their reputation, this paper builds an analytical model to explore the e-sellers optimal pricing and RI strategies. Combined with sellers' reputation and their RI strategies, the equilibrium outcomes under four cases are discussed. This paper reveals the conditions that e-sellers are willing to offer RI. Specifically, the findings demonstrate that low reputation e-seller is more likely to offer RI. Moreover, when the sellers are more divergent, they are more likely to co-exist in the market. Insurance premium and RI compensation play critical roles in their decisions. RI introduction tends to increase the price, thus offsets the benefits of RI, but does not affect the total consumer surplus.

基于电子卖家与保险公司合作为消费者提供退货保险的实践,本文旨在研究竞争对手电子卖家的退货保险策略。针对网络环境下的信息不对称,信誉系统被电子平台广泛应用。在一个有两家竞争的电子卖家销售相同的产品,但他们的声誉不同的网络市场中,本文建立了一个分析模型来探讨电子卖家的最优定价和RI策略。结合卖家的信誉和他们的RI策略,讨论了四种情况下的均衡结果。本文揭示了电子卖家愿意提供RI的条件。具体而言,研究结果表明,低声誉的电子卖家更有可能提供RI。此外,当卖方分歧越大时,他们更有可能在市场中共存。保险费和国际扶轮赔偿在他们的决策中起关键作用。引入国际货币基金组织倾向于提高价格,从而抵消国际货币基金组织的利益,但不影响总消费者剩余。
{"title":"Optimal Pricing and Return-Freight Insurance: Strategic Analysis of <i>E</i>-Sellers in the Presence of Reputation Differentiation.","authors":"Ying Yang,&nbsp;Rui Chai,&nbsp;Xinyu Sun,&nbsp;Yiming Li","doi":"10.1007/s11424-022-1262-x","DOIUrl":"https://doi.org/10.1007/s11424-022-1262-x","url":null,"abstract":"<p><p>Motivated by the practice that e-sellers cooperate with insurance companies to offer consumers the return-freight insurance (RI), this paper aims to investigate the competing e-sellers' RI strategies. Regarding the information asymmetry in the online context, reputation system is widely applied by e-platforms. In an online market with two competing e-sellers that sell the same product but are differentiated in their reputation, this paper builds an analytical model to explore the e-sellers optimal pricing and RI strategies. Combined with sellers' reputation and their RI strategies, the equilibrium outcomes under four cases are discussed. This paper reveals the conditions that e-sellers are willing to offer RI. Specifically, the findings demonstrate that low reputation e-seller is more likely to offer RI. Moreover, when the sellers are more divergent, they are more likely to co-exist in the market. Insurance premium and RI compensation play critical roles in their decisions. RI introduction tends to increase the price, thus offsets the benefits of RI, but does not affect the total consumer surplus.</p>","PeriodicalId":50026,"journal":{"name":"Journal of Systems Science & Complexity","volume":"35 6","pages":"2302-2318"},"PeriodicalIF":0.0,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9795440/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10472665","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
American Barrier Option Pricing Formulas for Currency Model in Uncertain Environment. 不确定环境下货币模型的美式障碍期权定价公式。
IF 2.6 3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-01-01 Epub Date: 2021-04-05 DOI: 10.1007/s11424-021-0039-y
Rong Gao, Kaixiang Liu, Zhiguo Li, Liying Lang

Option pricing problem is one of the central issue in the theory of modern finance. Uncertain currency model has been put forward under the foundation of uncertainty theory as a tool to portray the foreign exchange rate in uncertain finance market. This paper uses uncertain differential equation involved by Liu process to dispose of the foreign exchange rate. Then an American barrier option of currency model in uncertain environment is investigated. Most important of all, the authors deduce the formulas to price four types of American barrier options for this currency model in uncertain environment by rigorous derivation.

期权定价问题是现代金融理论的核心问题之一。不确定性货币模型是在不确定性理论的基础上提出的,是刻画不确定性金融市场中外汇汇率的工具。本文利用刘氏过程所涉及的不确定微分方程来处理外汇汇率。然后研究了不确定环境下的美式货币障碍期权模型。最重要的是,作者通过严格的推导,推导出了该货币模型在不确定环境下四种美式障碍期权的定价公式。
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引用次数: 0
Statistical Identification of Important Nodes in Biological Systems. 生物系统中重要节点的统计识别。
IF 2.1 3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2021-01-12 DOI: 10.1007/s11424-021-0001-2
Pei Wang

Biological systems can be modeled and described by biological networks. Biological networks are typical complex networks with widely real-world applications. Many problems arising in biological systems can be boiled down to the identification of important nodes. For example, biomedical researchers frequently need to identify important genes that potentially leaded to disease phenotypes in animal and explore crucial genes that were responsible for stress responsiveness in plants. To facilitate the identification of important nodes in biological systems, one needs to know network structures or behavioral data of nodes (such as gene expression data). If network topology was known, various centrality measures can be developed to solve the problem; while if only behavioral data of nodes were given, some sophisticated statistical methods can be employed. This paper reviewed some of the recent works on statistical identification of important nodes in biological systems from three aspects, that is, 1) in general complex networks based on complex networks theory and epidemic dynamic models; 2) in biological networks based on network motifs; and 3) in plants based on RNA-seq data. The identification of important nodes in a complex system can be seen as a mapping from the system to the ranking score vector of nodes, such mapping is not necessarily with explicit form. The three aspects reflected three typical approaches on ranking nodes in biological systems and can be integrated into one general framework. This paper also proposed some challenges and future works on the related topics. The associated investigations have potential real-world applications in the control of biological systems, network medicine and new variety cultivation of crops.

生物系统可以用生物网络来建模和描述。生物网络是典型的复杂网络,在现实世界中有着广泛的应用。生物系统中出现的许多问题都可以归结为重要节点的识别。例如,生物医学研究人员经常需要识别可能导致动物疾病表型的重要基因,探索导致植物应激反应的关键基因。为便于识别生物系统中的重要节点,人们需要了解节点的网络结构或行为数据(如基因表达数据)。如果已知网络拓扑结构,则可以开发各种中心度量来解决问题;如果只给出节点的行为数据,则可以采用一些复杂的统计方法。本文从三个方面综述了近期关于生物系统中重要节点统计识别的一些工作,即:1)基于复杂网络理论和流行病动态模型的一般复杂网络;2)基于网络图案的生物网络;3)基于 RNA-seq 数据的植物网络。复杂系统中重要节点的识别可以看作是从系统到节点排名得分向量的映射,这种映射不一定具有明确的形式。这三个方面反映了生物系统中节点排序的三种典型方法,可以整合为一个总体框架。本文还就相关主题提出了一些挑战和未来工作。相关研究在生物系统控制、网络医学和农作物新品种培育方面具有潜在的现实应用前景。
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引用次数: 0
Stochastic Petri Net Based Modeling of Emergency Medical Rescue Processes during Earthquakes. 基于随机Petri网的地震紧急医疗救援过程建模。
3区 数学 Q1 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2021-01-01 Epub Date: 2021-01-12 DOI: 10.1007/s11424-020-9139-3
Huali Sun, Jiaguo Liu, Ziqiang Han, Juan Jiang

The post-disaster emergency medical rescue (EMR) is critical for people's lives. This paper presents a stochastic Petri net (SPN) model based on the process of the rescue structure and a Markov chain model (MC), which is applied to the optimization of the EMR process, with the aim of identifying the key activities of EMR. An isomorphic MC model is developed for measuring and evaluating the time performance of the EMR process during earthquakes with the data of the 2008 Wenchuan earthquake. This paper provides a mathematical approach to simulate the process and to evaluate the efficiency of EMR. Simultaneously, the expressions of the steady state probabilities of this system under various states are obtained based on the MC, and the variations of the probabilities are analyzed by changing the firing rates for every transition. Based on the concrete data of the event, the authors find the most time consuming and critical activities for EMR decisions. The model results show that the key activities can improve the efficiency of medical rescue, providing decision-makers with rescue strategies during the large scale earthquake.

灾后紧急医疗救援关系到人们的生命安全。本文提出了基于救援结构过程的随机Petri网(SPN)模型和马尔可夫链(MC)模型,并将其应用于EMR过程的优化,目的是识别EMR的关键活动。以2008年汶川地震为例,建立了地震EMR过程的同构MC模型,用于测量和评价地震EMR过程的时间性能。本文提供了一种数学方法来模拟这一过程并评估EMR的效率。同时,基于MC得到了该系统在不同状态下的稳态概率表达式,并通过改变每次跃迁的发射速率来分析概率的变化。根据事件的具体数据,作者发现了EMR决策最耗时和最关键的活动。模型结果表明,关键活动可以提高医疗救援效率,为决策者提供大尺度地震时的救援策略。
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引用次数: 4
期刊
Journal of Systems Science & Complexity
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