{"title":"Retracted: Design of Automatic Scoring System for Oral English Test Based on Sequence Matching and Big Data Analysis","authors":"Discrete Dynamics in Nature and Society","doi":"10.1155/2023/9759305","DOIUrl":"https://doi.org/10.1155/2023/9759305","url":null,"abstract":"<jats:p />","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135590414","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Retracted: Career Exploration and College Students’ Career Adaptability: The Mediating Role of Future Work Self-Salience and Moderating Role of Perceived Teacher Support","authors":"Discrete Dynamics in Nature and Society","doi":"10.1155/2023/9785489","DOIUrl":"https://doi.org/10.1155/2023/9785489","url":null,"abstract":"<jats:p />","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":"26 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135552253","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Retracted: Content System of Physical Fitness Training for Track and Field Athletes and Evaluation Criteria of Some Indicators Based on Artificial Neural Network","authors":"Discrete Dynamics in Nature and Society","doi":"10.1155/2023/9761479","DOIUrl":"https://doi.org/10.1155/2023/9761479","url":null,"abstract":"<jats:p />","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135552434","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Retracted: An Empirical Study on the Influencing Factors of the Returning Intention of Overseas Talents","authors":"Discrete Dynamics in Nature and Society","doi":"10.1155/2023/9823083","DOIUrl":"https://doi.org/10.1155/2023/9823083","url":null,"abstract":"<jats:p />","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135590572","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, input-to-state stability (ISS) is investigated for a class of nonlinear switched systems with time-varying switching delay, in which both ISS and non-ISS subsystems are considered simultaneously. By means of the Lyapunov function method, we show that ISS can be ensured for switched systems with time-varying switching delay if the activation time of ISS subsystems is sufficiently large and switching delays satisfy certain conditions. Moreover, inspired by (Zhang et al. 2020), a time-dependent multiple Lyapunov function is considered for linear switched systems with switching delay to obtain less conservative results, where the conservativeness can be reduced by explicitly providing the lower and upper bounds of switching intervals. Finally, simulations including an example of coordination of multiagent systems are offered to verify the effectiveness of the proposed results.
本文研究了一类具有时变切换延迟的非线性切换系统的输入状态稳定性问题，该系统同时考虑了切换时滞子系统和非切换时滞子系统。利用Lyapunov函数方法，证明了当ISS子系统的激活时间足够大且切换延迟满足一定条件时，具有时变切换延迟的切换系统可以保证ISS。此外，受(Zhang et al. 2020)的启发，对于具有切换延迟的线性切换系统，考虑了时间相关的多重Lyapunov函数，以获得较小的保守性结果，其中可以通过显式提供切换区间的下界和上界来降低保守性。最后，以多智能体系统协调为例进行了仿真，验证了所提结果的有效性。
{"title":"Switching Delay Effects on Input-to-State Stability of Switched Systems","authors":"Yuanyuan Jia, Jingjing Wang, Dongling Cui","doi":"10.1155/2023/2789626","DOIUrl":"https://doi.org/10.1155/2023/2789626","url":null,"abstract":"In this paper, input-to-state stability (ISS) is investigated for a class of nonlinear switched systems with time-varying switching delay, in which both ISS and non-ISS subsystems are considered simultaneously. By means of the Lyapunov function method, we show that ISS can be ensured for switched systems with time-varying switching delay if the activation time of ISS subsystems is sufficiently large and switching delays satisfy certain conditions. Moreover, inspired by (Zhang et al. 2020), a time-dependent multiple Lyapunov function is considered for linear switched systems with switching delay to obtain less conservative results, where the conservativeness can be reduced by explicitly providing the lower and upper bounds of switching intervals. Finally, simulations including an example of coordination of multiagent systems are offered to verify the effectiveness of the proposed results.","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135552901","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The Black–Scholes–Merton option pricing model is a classical approach that assumes that the underlying asset prices follow a normal distribution with constant volatility. However, this assumption is often violated in real-world financial markets, resulting in mispricing and inaccurate hedging strategies for options. Such discrepancies may result into financial losses for investors and other related market inefficiencies. To address this issue, this study proposes a jump diffusion model with fast mean-reverting stochastic volatility to capture the impact of market price jumps on vulnerable options. The performance of the proposed model was compared under three different error distributions: normal, Student-t, and skewed Student-t, and under different market scenarios that consist of bullish, bearish, and neutral markets. In a simulation study, the results show that our model under skewed Student-t distribution performs better in pricing vulnerable options than the rest under different market scenarios. Our proposed model was fitted to S&P 500 Index by maximum likelihood estimation for the mean and volatility processes and Gillespie algorithm for the jump process. The best model was selected based on AIC and BIC. Samples of the simulated values were compared with the S&P 500 values and MSE computed at various sample sizes. Values of MSE at different sample sizes indicate significant decrease to actual MSE values demonstrating that it provides the best fit for modeling vulnerable options.
{"title":"A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options","authors":"Joy K. Nthiwa, Ananda O. Kube, Cyprian O. Omari","doi":"10.1155/2023/2746415","DOIUrl":"https://doi.org/10.1155/2023/2746415","url":null,"abstract":"The Black–Scholes–Merton option pricing model is a classical approach that assumes that the underlying asset prices follow a normal distribution with constant volatility. However, this assumption is often violated in real-world financial markets, resulting in mispricing and inaccurate hedging strategies for options. Such discrepancies may result into financial losses for investors and other related market inefficiencies. To address this issue, this study proposes a jump diffusion model with fast mean-reverting stochastic volatility to capture the impact of market price jumps on vulnerable options. The performance of the proposed model was compared under three different error distributions: normal, Student-t, and skewed Student-t, and under different market scenarios that consist of bullish, bearish, and neutral markets. In a simulation study, the results show that our model under skewed Student-t distribution performs better in pricing vulnerable options than the rest under different market scenarios. Our proposed model was fitted to S&P 500 Index by maximum likelihood estimation for the mean and volatility processes and Gillespie algorithm for the jump process. The best model was selected based on AIC and BIC. Samples of the simulated values were compared with the S&P 500 values and MSE computed at various sample sizes. Values of MSE at different sample sizes indicate significant decrease to actual MSE values demonstrating that it provides the best fit for modeling vulnerable options.","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":"143 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135552140","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Developed as a refinement of stochastic volatility (SV) models, the stochastic volatility in mean (SVM) model incorporates the latent volatility as an explanatory variable in both the mean and variance equations. It, therefore, provides a way of assessing the relationship between returns and volatility, albeit at the expense of complicating the estimation process. This study introduces a Bayesian methodology that leverages data-cloning algorithms to obtain maximum likelihood estimates for SV and SVM model parameters. Adopting this Bayesian framework allows approximate maximum likelihood estimates to be attained without the need to maximize pseudo likelihood functions. The key contribution this paper makes is that it proposes an estimator for the SVM model, one that uses Bayesian algorithms to approximate the maximum likelihood estimate with great effect. Notably, the estimates it provides yield superior outcomes than those derived from the Markov chain Monte Carlo (MCMC) method in terms of standard errors, all while being unaffected by the selection of prior distributions.
{"title":"Testing Data Cloning as the Basis of an Estimator for the Stochastic Volatility in Mean Model","authors":"E. Romero, E. Ropero-Moriones","doi":"10.1155/2023/7657430","DOIUrl":"https://doi.org/10.1155/2023/7657430","url":null,"abstract":"Developed as a refinement of stochastic volatility (SV) models, the stochastic volatility in mean (SVM) model incorporates the latent volatility as an explanatory variable in both the mean and variance equations. It, therefore, provides a way of assessing the relationship between returns and volatility, albeit at the expense of complicating the estimation process. This study introduces a Bayesian methodology that leverages data-cloning algorithms to obtain maximum likelihood estimates for SV and SVM model parameters. Adopting this Bayesian framework allows approximate maximum likelihood estimates to be attained without the need to maximize pseudo likelihood functions. The key contribution this paper makes is that it proposes an estimator for the SVM model, one that uses Bayesian algorithms to approximate the maximum likelihood estimate with great effect. Notably, the estimates it provides yield superior outcomes than those derived from the Markov chain Monte Carlo (MCMC) method in terms of standard errors, all while being unaffected by the selection of prior distributions.","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":"9 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135826175","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Blockchain is currently used in a wide range of industries to improve the efficiency of the circulation of goods and effectively reduce counterfeiting in supply chains. In order to improve consumer trust in their purchases and reduce returns, the paper develops four models of consumers return based on blockchain technology from a consumer utility perspective. We conducted a Stackelberg game to analyze the impact of return modes and blockchain technology on optimal decisions and consumers, where consumers can return goods through the original channel, all through the online channel, and all through the offline channel. The major results of our study show that when blockchain technology is not used, the costs of return hassles in one channel can have an impact on other channels, and the adoption of online returns is advantageous to both consumers and the retailer. When blockchain technology is used, the manufacturer offers the retailer a lower wholesale price as a subsidy for the unit validation fee, which is always advantageous to the retailer. In most situations, implementing blockchain technology can boost consumer surplus. Only if the fixed cost of blockchain technology is low would the manufacturer adopt it.
{"title":"Dual-Channel Decisions under Blockchain and Returns","authors":"Guangdong Liu, Ziyang Li, Jinggui Chen","doi":"10.1155/2023/5567263","DOIUrl":"https://doi.org/10.1155/2023/5567263","url":null,"abstract":"Blockchain is currently used in a wide range of industries to improve the efficiency of the circulation of goods and effectively reduce counterfeiting in supply chains. In order to improve consumer trust in their purchases and reduce returns, the paper develops four models of consumers return based on blockchain technology from a consumer utility perspective. We conducted a Stackelberg game to analyze the impact of return modes and blockchain technology on optimal decisions and consumers, where consumers can return goods through the original channel, all through the online channel, and all through the offline channel. The major results of our study show that when blockchain technology is not used, the costs of return hassles in one channel can have an impact on other channels, and the adoption of online returns is advantageous to both consumers and the retailer. When blockchain technology is used, the manufacturer offers the retailer a lower wholesale price as a subsidy for the unit validation fee, which is always advantageous to the retailer. In most situations, implementing blockchain technology can boost consumer surplus. Only if the fixed cost of blockchain technology is low would the manufacturer adopt it.","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49313845","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Some investment projects aim not only to produce goods but more importantly, to update and efficiently supply products in accordance with market demand. A double time delay differential dynamics model is formulated for continuous renewal investment projects based on the flowchart of the capital appreciation process and the assumed transfer functions. By analyzing the mathematical model, it can be determined that a unique local asymptotically stable positive equilibrium point exists for the continuous investment project. In accordance with the Hopf branching theorem, the model displays periodic behavior in proximity to its positive equilibrium point under certain conditions. The simulation results are compared under various conditions, and the validity of the relevant conclusions is confirmed.
{"title":"Hopf Bifurcation Analysis of a Continuous Investment Update Project Model","authors":"Debao Gao","doi":"10.1155/2023/3457612","DOIUrl":"https://doi.org/10.1155/2023/3457612","url":null,"abstract":"Some investment projects aim not only to produce goods but more importantly, to update and efficiently supply products in accordance with market demand. A double time delay differential dynamics model is formulated for continuous renewal investment projects based on the flowchart of the capital appreciation process and the assumed transfer functions. By analyzing the mathematical model, it can be determined that a unique local asymptotically stable positive equilibrium point exists for the continuous investment project. In accordance with the Hopf branching theorem, the model displays periodic behavior in proximity to its positive equilibrium point under certain conditions. The simulation results are compared under various conditions, and the validity of the relevant conclusions is confirmed.","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49482219","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Shuo Wang, Jiliang Luo, Weimin Wu, Dahai Zhang, Tao Zhang
With the aim of promoting environmental sustainability and enhancing transport efficiency, battery-powered connected and automated vehicles (B-CAVs) are employed to replace diesel-powered ones in horizontal transport systems (HTSs) of container terminals. The operational efficiency of an HTS can be increased by the cooperation of B-CAVs. However, it is time-consuming to charge them. Therefore, their battery management becomes a critical issue of a transport schedule. To run container terminals more economically and efficiently, this work proposes an integrated scheduling approach to B-CAVs tasks’ dispatch and route planning, where battery management is taken into account. An integer programming model is constructed with the goal of minimizing the total travel distance. Then, a sustainable charging policy is designed to ensure the consistent transport capacity of an HTS. Furthermore, a congestion-free path plan-based improved genetic algorithm is presented to obtain a near-optimal plan for dispatching B-CAVs to perform transporting and charging operations. A series of experiments are carried out to verify the effectiveness and efficiency of our approach.
{"title":"An Integrated Approach to Scheduling B-CAVs in Container Terminals considering Battery Management","authors":"Shuo Wang, Jiliang Luo, Weimin Wu, Dahai Zhang, Tao Zhang","doi":"10.1155/2023/5566244","DOIUrl":"https://doi.org/10.1155/2023/5566244","url":null,"abstract":"With the aim of promoting environmental sustainability and enhancing transport efficiency, battery-powered connected and automated vehicles (B-CAVs) are employed to replace diesel-powered ones in horizontal transport systems (HTSs) of container terminals. The operational efficiency of an HTS can be increased by the cooperation of B-CAVs. However, it is time-consuming to charge them. Therefore, their battery management becomes a critical issue of a transport schedule. To run container terminals more economically and efficiently, this work proposes an integrated scheduling approach to B-CAVs tasks’ dispatch and route planning, where battery management is taken into account. An integer programming model is constructed with the goal of minimizing the total travel distance. Then, a sustainable charging policy is designed to ensure the consistent transport capacity of an HTS. Furthermore, a congestion-free path plan-based improved genetic algorithm is presented to obtain a near-optimal plan for dispatching B-CAVs to perform transporting and charging operations. A series of experiments are carried out to verify the effectiveness and efficiency of our approach.","PeriodicalId":55177,"journal":{"name":"Discrete Dynamics in Nature and Society","volume":" ","pages":""},"PeriodicalIF":1.4,"publicationDate":"2023-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48257769","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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