This paper is concerned with the statistical modeling of the dependence structure of multivariate financial data using the copula, and the application of copula functions in VaR valuation. After the introduction of th...This paper is concerned with the statistical modeling of the dependence structure of multivariate financial data using the copula, and the application of copula functions in VaR valuation. After the introduction of the pure copula method and the maximum and minimum mixture copula method, authors present a new algorithm based on the more generalized mixture copula functions and the dependence measure, and apply the method to the portfolio of Shanghai stock composite index and Shenzhen stock component index. Comparing with the results from various methods, one can find that the mixture copula method is better than the pure Gaussian copula method and the maximum and minimum mixture copula method on different VaR level.展开更多
Acoustic fatigue life evaluation is essential for thermal protection struc- tures due to the severe thermo-acoustic load in service. A study on temperature- dependence of acoustic fatigue life for a C/SiC panel is pre...Acoustic fatigue life evaluation is essential for thermal protection struc- tures due to the severe thermo-acoustic load in service. A study on temperature- dependence of acoustic fatigue life for a C/SiC panel is presented in this paper. Effects of temperature on both the structural responses and the S-N curves are investigated. The Dirlik method is adopted to predict the fatigue life of a C/SiC panel at three different temperatures respectively. Significant differences are ob- served from the results of numerical simulations between the fatigue lives of the panel in the three cases. The temperature-dependence of acoustic fatigue life of a C/SiC panel is verified, and fatigue test of the material needs to be more atten- tively performed.展开更多
Function one direction S-rough sets have dynamic characteristics and law characteristics. By using the function one direction S-rough sets, this article presents the concepts of the f-hiding law, F-hiding law, f-hidin...Function one direction S-rough sets have dynamic characteristics and law characteristics. By using the function one direction S-rough sets, this article presents the concepts of the f-hiding law, F-hiding law, f-hiding law dependence and F-hiding law dependence. Based on the concepts above, this article proposes the hidingdependence theorem of f-hiding laws, the hiding-dependence theorem of F-hiding laws, the hiding-dependence separation theorem, the hiding dependence-discovery principle of unknown laws. Finally, the application of the hiding dependence of hiding laws in the discovery of system laws is given.展开更多
Thin films of ZnxCd1-xS have been prepared by electron beam evaporation of a mixture of ZnS & CdS powders. The films are deposited onto sodalime glass slides under similar conditions.The composition of the films i...Thin films of ZnxCd1-xS have been prepared by electron beam evaporation of a mixture of ZnS & CdS powders. The films are deposited onto sodalime glass slides under similar conditions.The composition of the films is varied from CdS to ZnS (x=0 to 1). The films show a regular change in color from toner red to orange yellow as Zn concentration increases to maximum.These films are characterized for their optical, electricaI and structural properties. The bandgap value of ZnxCd1-xS films is found to vary linearIy from 2.20 eV to 3.44 eV with change in the x value from 0 to 1. The resistivity of these films is in the range of 171.0 Ωcm to 5.5× 106Ωcm for x=0~0.6. All the samples show cubic structure after annealing in air at 250℃ for 40 min.The lattice constant ao varies from 0.5884 nm to 0.54109 nm linearly.展开更多
In contrast to the solutions of applied mathematics to Zeno’s paradoxes, I focus on the concept of motion and show that, by distinguishing two different forms of motion, Zeno’s apparent paradoxes are not paradoxical...In contrast to the solutions of applied mathematics to Zeno’s paradoxes, I focus on the concept of motion and show that, by distinguishing two different forms of motion, Zeno’s apparent paradoxes are not paradoxical at all. Zeno’s paradoxes indirectly prove that distances are not composed of extensionless points and, in general, that a higher dimension cannot be completely composed of lower ones. Conversely, lower dimensions can be understood as special cases of higher dimensions. To illustrate this approach, I consider Cantor’s only apparent proof that the real numbers are uncountable. However, his widely accepted indirect proof has the disadvantage that it depends on whether there is another way to make the real numbers countable. Cantor rightly assumes that there can be no smallest number between 0 and 1, and therefore no beginning of counting. For this reason he arbitrarily lists the real numbers in order to show with his diagonal method that this list can never be complete. The situation is different if we start with the largest number between 0 and 1 (0.999…) and use the method of an inverted triangle, which can be understood as a special fractal form. Here we can construct a vertical and a horizontal stratification with which it is actually possible to construct all real numbers between 0 and 1 without exception. Each column is infinite, and each number in that column is the starting point of a new triangle, while each row is finite. Even in a simple sine curve, we experience finiteness with respect to the y-axis and infinity with respect to the x-axis. The first parts of this article show that Zeno’s assumptions contradict the concept of motion as such, so it is not surprising that this misconstruction leads to contradictions. In the last part, I discuss Cantor’s diagonal method and explain the method of an inverted triangle that is internally structured like a fractal by repeating this inverted triangle at each column. The consequence is that we encounter two very different methods of counting. Vertically it is continuous, horizontally it is discrete. While Frege, Tarski, Cantor, Gödel and the Vienna Circle tried to derive the higher dimension from the lower, a procedure that always leads to new contradictions and antinomies (Tarski, Russell), I take the opposite approach here, in which I derive the lower dimension from the higher. This perspective seems to fail because Tarski, Russell, Wittgenstein, and especially the Vienna Circle have shown that the completeness of the absolute itself is logically contradictory. For this reason, we agree with Hegel in assuming that we can never fully comprehend the Absolute, but only its particular manifestations—otherwise we would be putting ourselves in the place of the Absolute, or even God. Nevertheless, we can understand the Absolute in its particular expressions, as I will show with the modest example of the triangle proof of the combined horizontal and vertical countability of the real numbers, which I developed in rejection of Cantor’s diagonal proof. .展开更多
Parkinson’s disease（PD） is an age-related neurodegenerative disease for which the characteristic motor symptoms emerge after an extensive loss of dopamine containing neurons.The cell bodies of these neurons are pre...Parkinson’s disease（PD） is an age-related neurodegenerative disease for which the characteristic motor symptoms emerge after an extensive loss of dopamine containing neurons.The cell bodies of these neurons are present in the substantia nigra,with the nerve terminals being in the striatum.Both innate and adaptive immune responses may contribute to dopaminergic neurodegeneration and disease progression is potentially linked to these.Studies in the last twenty years have indicated an important role for neuroinflammation in PD through degeneration of the nigrostriatal dopaminergic pathway.Characteristic of neuroinflammation is the activation of brain glial cells,principally microglia and astrocytes that release various soluble factors.Many of these factors are proinflammatory and neurotoxic and harmful to nigral dopaminergic neurons.Recent studies have identified several different agents with immunomodulatory properties that protected dopaminergic neurons from degeneration and death in animal models of PD.All of the agents were effective in reducing the motor deficit and alleviating dopaminergic neurotoxicity and,when measured,preventing the decrease of dopamine upon being administered therapeutically after 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine,6-hydroxydopamine,rotenone-lesioning or delivery of adeno-associated virus-α-synuclein to the ventral midbrain of animals.Some of these agents were shown to exert an anti-inflammatory action,decrease oxidative stress,and reduce lipid peroxidation products.Activation of microglia and astrocytes was also decreased,as well as infiltration of T cells into the substantia nigra.Pretreatment with fingolimod,tanshinoine I,dimethyl fumarate,thalidomide,or cocaine-and amphetamine-regulated transcript peptide as a preventive strategy ameliorated motor deficits and nigral dopaminergic neurotoxicity in brain-lesioned animals.Immunomodulatory agents could be used to treat patients with early clinical signs of the disease or potentially even prior to disease onset in those identified as having pre-disposing risk,including genetic factors.展开更多
The most common age-related neurodegenerative disease is Alzheimer's disease(AD) characterized by aggregated amyloid-β(Aβ) peptides in extracellular plaques and aggregated hyperphosphorylated tau protein in intr...The most common age-related neurodegenerative disease is Alzheimer's disease(AD) characterized by aggregated amyloid-β(Aβ) peptides in extracellular plaques and aggregated hyperphosphorylated tau protein in intraneuronal neurofibrillary tangles,together with loss of cholinergic neurons,synaptic alterations,and chronic inflammation within the brain.These lead to progressive impairment of cognitive function.There is evidence of innate immune activation in AD with microgliosis.Classically-activated microglia(M1 state) secrete inflammatory and neurotoxic mediators,and peripheral immune cells are recruited to inflammation sites in the brain.The few drugs approved by the US FDA for the treatment of AD improve symptoms but do not change the course of disease progression and may cause some undesirable effects.Translation of active and passive immunotherapy targeting Aβ in AD animal model trials had limited success in clinical trials.Treatment with immunomodulatory/anti-inflammatory agents early in the disease process,while not preventive,is able to inhibit the inflammatory consequences of both Aβ and tau aggregation.The studies described in this review have identified several agents with immunomodulatory properties that alleviated AD pathology and cognitive impairment in animal models of AD.The majority of the animal studies reviewed had used transgenic models of early-onset AD.More effort needs to be given to creat models of late-onset AD.The effects of a combinational therapy involving two or more of the tested pharmaceutical agents,or one of these agents given in conjunction with one of the cell-based therapies,in an aged animal model of AD would warrant investigation.展开更多
BACKGROUND Fistulas are common complications of Crohn’s disease(CD).Gastrocolic fistulas(GFs)are rare,occult and potentially life-threatening complications.Few cases of GFs have been reported.Oral agent contrast-enha...BACKGROUND Fistulas are common complications of Crohn’s disease(CD).Gastrocolic fistulas(GFs)are rare,occult and potentially life-threatening complications.Few cases of GFs have been reported.Oral agent contrast-enhanced ultrasound(OA-CEUS)is a novel technique of ultrasound(US)for gut.Contrast agent made by Chinese yam is taken orally to dilate the lumen of the upper gastrointestinal tract.Thus,the impediment of gas inside gastrointestinal tract is removed and a good acoustic window is provided for gastroin-testinal tract scanning.This paper describes a case of GF secondary to CD detected by OA-CEUS when it was missed by endoscopy and computed tomography(CT).To our knowledge,this is the first report of GF secondary to CD detected by OA-CEUS up to date.CASE SUMMARY A 29-year-old woman with a 6-year history of CD was admitted to our hospital for abdominal pain and diarrhea for 5 months without obvious predisposing causes.Initial gastroscopy failed to show any evidence of lesions.Colonoscopy revealed multiple erosions,mucosal nodularity,linear ulcers and a cobblestone appearance.A CT scan of her abdomen showed a complex multilocular structure adherent to the greater curvature of the stomach in her left lower abdomen,with fluid,gas and significant surrounding inflammation.CT also demonstrated an abdominal abscess,which was later treated with US-guided drainage.Colonoscopy,gastroscopy and CT missed the presence of a GF.OA-CEUS was performed.A contrast agent made from Chinese yam was taken orally to dilate the lumen of the gastrointestinal tract.A good acoustic window was provided for gastrointestinal tract scanning and the impediment of gas inside the gastrointestinal tract was removed.With the aid of the“window”,a canal with hypoechoic wall was identified connecting the greater curvature of stomach to the splenic colon flexure in free sections.We also observed the hyperechoic gas flowing dynamically inside the canal.Thus,a GF was suspected.US is the first imaging modality taking GF into account.At the same time,OA-CEUS identified the site of the fistula and its two orifices.Gastroscopy was performed again,revealing a small ulcer approximately 5 mm in diameter,which was considered as an orifice.On the basis of OA-CEUS and other examinations,the patient was diagnosed with a GF secondary to CD.Then,laparoscopic exploration,partial stomach resection,transverse colostomy and abdominal abscess drainage were performed.The patient recovered uneventfully.CONCLUSION GFs are rare,occult and potentially life-threatening complications in CD.US is one of the first-line modalities to evaluate CD and its complications.OA-CEUS,a novel technique of US for gut,may be helpful in reducing the possibility of a missed diagnosis of GF.展开更多
Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have attracted a lot of interest recently.The purpose of this paper is to study the strong law of large numbers and...Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have attracted a lot of interest recently.The purpose of this paper is to study the strong law of large numbers and the law of the iterated logarithm for a sequence of random variables in a sub-linear expectation space under a concept of extended independence which is much weaker and easier to verify than the independence proposed by Peng[20].We introduce a concept of extended negative dependence which is an extension of the kind of weak independence and the extended negative independence relative to classical probability that has appeared in the recent literature.Powerful tools such as moment inequality and Kolmogorov’s exponential inequality are established for these kinds of extended negatively independent random variables,and these tools improve a lot upon those of Chen,Chen and Ng[1].The strong law of large numbers and the law of iterated logarithm are also obtained by applying these inequalities.展开更多
基金Supported by Research Projects of Humanities and Social Sciences Foundation of Ministry of Education
文摘This paper is concerned with the statistical modeling of the dependence structure of multivariate financial data using the copula, and the application of copula functions in VaR valuation. After the introduction of the pure copula method and the maximum and minimum mixture copula method, authors present a new algorithm based on the more generalized mixture copula functions and the dependence measure, and apply the method to the portfolio of Shanghai stock composite index and Shenzhen stock component index. Comparing with the results from various methods, one can find that the mixture copula method is better than the pure Gaussian copula method and the maximum and minimum mixture copula method on different VaR level.
基金supported by the National Natural Science Foundation of China(10902024)the National Aerospace Science Foundation of China(20090869009)+1 种基金the New Century Excellent Talent in University(NCET-11-0086)the Research Fund for the Doctoral Program of Higher Education of China(20130092120039)
文摘Acoustic fatigue life evaluation is essential for thermal protection struc- tures due to the severe thermo-acoustic load in service. A study on temperature- dependence of acoustic fatigue life for a C/SiC panel is presented in this paper. Effects of temperature on both the structural responses and the S-N curves are investigated. The Dirlik method is adopted to predict the fatigue life of a C/SiC panel at three different temperatures respectively. Significant differences are ob- served from the results of numerical simulations between the fatigue lives of the panel in the three cases. The temperature-dependence of acoustic fatigue life of a C/SiC panel is verified, and fatigue test of the material needs to be more atten- tively performed.
基金supported partly by the Natural Science Foundation of Shandong Province(Y2004A04)Elementaryand Advanced Technology Foundation of Henan Province(082300410040)
文摘Function one direction S-rough sets have dynamic characteristics and law characteristics. By using the function one direction S-rough sets, this article presents the concepts of the f-hiding law, F-hiding law, f-hiding law dependence and F-hiding law dependence. Based on the concepts above, this article proposes the hidingdependence theorem of f-hiding laws, the hiding-dependence theorem of F-hiding laws, the hiding-dependence separation theorem, the hiding dependence-discovery principle of unknown laws. Finally, the application of the hiding dependence of hiding laws in the discovery of system laws is given.
文摘Thin films of ZnxCd1-xS have been prepared by electron beam evaporation of a mixture of ZnS & CdS powders. The films are deposited onto sodalime glass slides under similar conditions.The composition of the films is varied from CdS to ZnS (x=0 to 1). The films show a regular change in color from toner red to orange yellow as Zn concentration increases to maximum.These films are characterized for their optical, electricaI and structural properties. The bandgap value of ZnxCd1-xS films is found to vary linearIy from 2.20 eV to 3.44 eV with change in the x value from 0 to 1. The resistivity of these films is in the range of 171.0 Ωcm to 5.5× 106Ωcm for x=0~0.6. All the samples show cubic structure after annealing in air at 250℃ for 40 min.The lattice constant ao varies from 0.5884 nm to 0.54109 nm linearly.
文摘In contrast to the solutions of applied mathematics to Zeno’s paradoxes, I focus on the concept of motion and show that, by distinguishing two different forms of motion, Zeno’s apparent paradoxes are not paradoxical at all. Zeno’s paradoxes indirectly prove that distances are not composed of extensionless points and, in general, that a higher dimension cannot be completely composed of lower ones. Conversely, lower dimensions can be understood as special cases of higher dimensions. To illustrate this approach, I consider Cantor’s only apparent proof that the real numbers are uncountable. However, his widely accepted indirect proof has the disadvantage that it depends on whether there is another way to make the real numbers countable. Cantor rightly assumes that there can be no smallest number between 0 and 1, and therefore no beginning of counting. For this reason he arbitrarily lists the real numbers in order to show with his diagonal method that this list can never be complete. The situation is different if we start with the largest number between 0 and 1 (0.999…) and use the method of an inverted triangle, which can be understood as a special fractal form. Here we can construct a vertical and a horizontal stratification with which it is actually possible to construct all real numbers between 0 and 1 without exception. Each column is infinite, and each number in that column is the starting point of a new triangle, while each row is finite. Even in a simple sine curve, we experience finiteness with respect to the y-axis and infinity with respect to the x-axis. The first parts of this article show that Zeno’s assumptions contradict the concept of motion as such, so it is not surprising that this misconstruction leads to contradictions. In the last part, I discuss Cantor’s diagonal method and explain the method of an inverted triangle that is internally structured like a fractal by repeating this inverted triangle at each column. The consequence is that we encounter two very different methods of counting. Vertically it is continuous, horizontally it is discrete. While Frege, Tarski, Cantor, Gödel and the Vienna Circle tried to derive the higher dimension from the lower, a procedure that always leads to new contradictions and antinomies (Tarski, Russell), I take the opposite approach here, in which I derive the lower dimension from the higher. This perspective seems to fail because Tarski, Russell, Wittgenstein, and especially the Vienna Circle have shown that the completeness of the absolute itself is logically contradictory. For this reason, we agree with Hegel in assuming that we can never fully comprehend the Absolute, but only its particular manifestations—otherwise we would be putting ourselves in the place of the Absolute, or even God. Nevertheless, we can understand the Absolute in its particular expressions, as I will show with the modest example of the triangle proof of the combined horizontal and vertical countability of the real numbers, which I developed in rejection of Cantor’s diagonal proof. .
文摘Parkinson’s disease（PD） is an age-related neurodegenerative disease for which the characteristic motor symptoms emerge after an extensive loss of dopamine containing neurons.The cell bodies of these neurons are present in the substantia nigra,with the nerve terminals being in the striatum.Both innate and adaptive immune responses may contribute to dopaminergic neurodegeneration and disease progression is potentially linked to these.Studies in the last twenty years have indicated an important role for neuroinflammation in PD through degeneration of the nigrostriatal dopaminergic pathway.Characteristic of neuroinflammation is the activation of brain glial cells,principally microglia and astrocytes that release various soluble factors.Many of these factors are proinflammatory and neurotoxic and harmful to nigral dopaminergic neurons.Recent studies have identified several different agents with immunomodulatory properties that protected dopaminergic neurons from degeneration and death in animal models of PD.All of the agents were effective in reducing the motor deficit and alleviating dopaminergic neurotoxicity and,when measured,preventing the decrease of dopamine upon being administered therapeutically after 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine,6-hydroxydopamine,rotenone-lesioning or delivery of adeno-associated virus-α-synuclein to the ventral midbrain of animals.Some of these agents were shown to exert an anti-inflammatory action,decrease oxidative stress,and reduce lipid peroxidation products.Activation of microglia and astrocytes was also decreased,as well as infiltration of T cells into the substantia nigra.Pretreatment with fingolimod,tanshinoine I,dimethyl fumarate,thalidomide,or cocaine-and amphetamine-regulated transcript peptide as a preventive strategy ameliorated motor deficits and nigral dopaminergic neurotoxicity in brain-lesioned animals.Immunomodulatory agents could be used to treat patients with early clinical signs of the disease or potentially even prior to disease onset in those identified as having pre-disposing risk,including genetic factors.
文摘The most common age-related neurodegenerative disease is Alzheimer's disease(AD) characterized by aggregated amyloid-β(Aβ) peptides in extracellular plaques and aggregated hyperphosphorylated tau protein in intraneuronal neurofibrillary tangles,together with loss of cholinergic neurons,synaptic alterations,and chronic inflammation within the brain.These lead to progressive impairment of cognitive function.There is evidence of innate immune activation in AD with microgliosis.Classically-activated microglia(M1 state) secrete inflammatory and neurotoxic mediators,and peripheral immune cells are recruited to inflammation sites in the brain.The few drugs approved by the US FDA for the treatment of AD improve symptoms but do not change the course of disease progression and may cause some undesirable effects.Translation of active and passive immunotherapy targeting Aβ in AD animal model trials had limited success in clinical trials.Treatment with immunomodulatory/anti-inflammatory agents early in the disease process,while not preventive,is able to inhibit the inflammatory consequences of both Aβ and tau aggregation.The studies described in this review have identified several agents with immunomodulatory properties that alleviated AD pathology and cognitive impairment in animal models of AD.The majority of the animal studies reviewed had used transgenic models of early-onset AD.More effort needs to be given to creat models of late-onset AD.The effects of a combinational therapy involving two or more of the tested pharmaceutical agents,or one of these agents given in conjunction with one of the cell-based therapies,in an aged animal model of AD would warrant investigation.
基金Supported by the National Nature Science Foundation of China,No.81101061.
文摘BACKGROUND Fistulas are common complications of Crohn’s disease(CD).Gastrocolic fistulas(GFs)are rare,occult and potentially life-threatening complications.Few cases of GFs have been reported.Oral agent contrast-enhanced ultrasound(OA-CEUS)is a novel technique of ultrasound(US)for gut.Contrast agent made by Chinese yam is taken orally to dilate the lumen of the upper gastrointestinal tract.Thus,the impediment of gas inside gastrointestinal tract is removed and a good acoustic window is provided for gastroin-testinal tract scanning.This paper describes a case of GF secondary to CD detected by OA-CEUS when it was missed by endoscopy and computed tomography(CT).To our knowledge,this is the first report of GF secondary to CD detected by OA-CEUS up to date.CASE SUMMARY A 29-year-old woman with a 6-year history of CD was admitted to our hospital for abdominal pain and diarrhea for 5 months without obvious predisposing causes.Initial gastroscopy failed to show any evidence of lesions.Colonoscopy revealed multiple erosions,mucosal nodularity,linear ulcers and a cobblestone appearance.A CT scan of her abdomen showed a complex multilocular structure adherent to the greater curvature of the stomach in her left lower abdomen,with fluid,gas and significant surrounding inflammation.CT also demonstrated an abdominal abscess,which was later treated with US-guided drainage.Colonoscopy,gastroscopy and CT missed the presence of a GF.OA-CEUS was performed.A contrast agent made from Chinese yam was taken orally to dilate the lumen of the gastrointestinal tract.A good acoustic window was provided for gastrointestinal tract scanning and the impediment of gas inside the gastrointestinal tract was removed.With the aid of the“window”,a canal with hypoechoic wall was identified connecting the greater curvature of stomach to the splenic colon flexure in free sections.We also observed the hyperechoic gas flowing dynamically inside the canal.Thus,a GF was suspected.US is the first imaging modality taking GF into account.At the same time,OA-CEUS identified the site of the fistula and its two orifices.Gastroscopy was performed again,revealing a small ulcer approximately 5 mm in diameter,which was considered as an orifice.On the basis of OA-CEUS and other examinations,the patient was diagnosed with a GF secondary to CD.Then,laparoscopic exploration,partial stomach resection,transverse colostomy and abdominal abscess drainage were performed.The patient recovered uneventfully.CONCLUSION GFs are rare,occult and potentially life-threatening complications in CD.US is one of the first-line modalities to evaluate CD and its complications.OA-CEUS,a novel technique of US for gut,may be helpful in reducing the possibility of a missed diagnosis of GF.
基金Research supported by grants from the NSF of China(1173101212031005)+2 种基金Ten Thousands Talents Plan of Zhejiang Province(2018R52042)NSF of Zhejiang Province(LZ21A010002)the Fundamental Research Funds for the Central Universities。
文摘Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have attracted a lot of interest recently.The purpose of this paper is to study the strong law of large numbers and the law of the iterated logarithm for a sequence of random variables in a sub-linear expectation space under a concept of extended independence which is much weaker and easier to verify than the independence proposed by Peng[20].We introduce a concept of extended negative dependence which is an extension of the kind of weak independence and the extended negative independence relative to classical probability that has appeared in the recent literature.Powerful tools such as moment inequality and Kolmogorov’s exponential inequality are established for these kinds of extended negatively independent random variables,and these tools improve a lot upon those of Chen,Chen and Ng[1].The strong law of large numbers and the law of iterated logarithm are also obtained by applying these inequalities.
