Privacy Protection for Blockchains with Account and Multi-Asset Model

The blockchain technology has been applied to wide areas.However,the open and transparent properties of the blockchains pose serious challenges to users’privacy.Among all the schemes for the privacy protection,the zero-knowledge proof algorithm conceals most of the private information in a transaction,while participants of the blockchain can validate this transaction without the private information.However,current schemes are only aimed at blockchains with the UTXO model,and only one type of assets circulates on these blockchains.Based on the zero-knowledge proof algorithm,this paper proposes a privacy protection scheme for blockchains that use the account and multi-asset model.We design the transaction structure,anonymous addresses and anonymous asset metadata,and also propose the methods of the asset transfer and double-spending detection.The zk-SNARKs algorithm is used to generate and to verify the zero-knowledge proof.And finally,we conduct the experiments to evaluate our scheme.

Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method

Solution of the system stochastic differential equations in multi dimensional case using Monte Carlo method had many useful features in compare with the other computational methods. One of them is the solution of boundary value problems to be found at just one point, if required (with associated saving in computation), whereas deterministic methods necessarily find the solution at large number of points simultaneously. This property can be particularly useful in problems such option pricing, where the value of an option is required only at the time of striking, and for the state of the market at that time. In this work we consider a European multi-asset options which mathematically described by the system of stochastic differential equations. We will apply Monte Carlo method for the solution of that system which is the price of Multi-asset rainbow options.

Fast Fourier Transform of Multi-Assets Options under Economic Recession Induced Uncertainties

A Fast Fourier transform approach has been presented by Carr & Madan (2009) on a single underlying asset. In this current research paper, we present fast Fourier transform algorithm for the valuation of Multi-asset Options under Economic Recession Induced Uncertainties. The issue of multi-dimension in both finite and infinite case of Options is part of the focus of this research. The notion of economic recession was incorporated. An intuition behind the introduction of recession induced volatility uncertainty is revealed by huge volatility variation during the period of economic recession compared to the period of recession-free. Nigeria economic recession outbreak in 2016 and its effects on the uncertainty of the payoffs of Nigeria Stocks Exchange (NSE) among other investments was among the motivating factors for proposing economic recession induced volatility in options pricing. The application of the proposed Fast Fourier Transform algorithm in handling multi-assets options was shown. A new result on options pricing was achieved and capable of yielding efficient option prices during and out of recession. Numerical results were presented on assets in 3-dimensions as an illustration taking Black Scholes prices as a bench mark for method effectiveness comparison. The key findings of this research paper among other crucial contributions could be seen in computational procedure of options valuation in multi-dimensions and uncertainties in options payoffs under the exposure of economic recession.

Multi-features Based Approach for Moving Shadow Detection

In the video-based surveillance application, moving shadows can affect the correct localization and detection of moving objects. This paper aims to present a method for shadow detection and suppression used for moving visual object detection. The major novelty of the shadow suppression is the integration of several features including photometric invariant color feature, motion edge feature, and spatial feature etc. By modifying process for false shadow detected, the averaging detection rate of moving object reaches above 90% in the test of Hall-Monitor sequence.

The Large Sky Area Multi-Object Fiber Spectroscopic Telescope (LAMOST)

The Large Sky Area Multi-Object Fiber Spectroscopic Telescope (LAMOST, also called the Guo Shou Jing Telescope) is a special reflecting Schmidt telescope. LAMOST’s special design allows both a large aperture (effective aperture of 3.6 m–4.9 m) and a wide field of view (FOV) (5°). It has an innovative active reflecting Schmidt configuration which continuously changes the mirror’s surface that adjusts during the observation process and combines thin deformable mirror active optics with segmented active optics. Its primary mirror (6.67m×6.05 m) and active Schmidt mirror (5.74m×4.40 m) are both segmented, and composed of 37 and 24 hexagonal sub-mirrors respectively. By using a parallel controllable fiber positioning technique, the focal surface of 1.75 m in diameter can accommodate 4000 optical fibers. Also, LAMOST has 16 spectrographs with 32 CCD cameras. LAMOST will be the telescope with the highest rate of spectral acquisition. As a national large scientific project, the LAMOST project was formally proposed in 1996, and approved by the Chinese government in 1997. The construction started in 2001, was completed in 2008 and passed the official acceptance in June 2009. The LAMOST pilot survey was started in October 2011 and the spectroscopic survey will launch in September 2012. Up to now, LAMOST has released more than 480 000 spectra of objects. LAMOST will make an important contribution to the study of the large-scale structure of the Universe, structure and evolution of the Galaxy, and cross-identification of multiwaveband properties in celestial objects.

A Comparative Study of Acute Hemodynamic Effects of Multi -site Cardiac Pacing in patients with cardiac function NYHA class ⅠtoⅡ without bundle branch block

Objective To compare the acute hemodynamic effects of five different pacing modes in patients with cardiac function NYHA class Ⅰ to Ⅱ without bundle branch block (BBB). Methods This study included 12 patients (SSS 7, Ⅲ°AVB 5) undergoing pacemaker implantation. Right ventricular apex (RVA), right ventricular outflow tract (RVOT), right ventricular bifocal (RV-Bi), left ventricular base (LVB) and bi -ventricular (Bi-Ⅴ) pacing at 60 -80 ppm were done in VVI mode prior to implantation of DDD pacemaker. The cardiac index (CI), mean pulmonary artery pressure (mPAP) and pulmonary capillary wedge pressure (PCWP) were measured with Swan - Ganz thermodilution catheter after 5 minutes of each pacing mode. Results (1) Comparing to pacing at RVA (CI: 2. 41± 0. 38 L/min per m2, PCWP: 16. 7 ±3.3 mmHg), the CI increased and the PCWP decreased significantly in pacing at RVOT(CI: 2. 63 ± 0.46, PCWP: 13. 8±2. 3), LVB(CI: 2. 78±0.52, PCWP: 14. 4±3.1), RV-Bi(CI: 2. 83±0.57, PCWP: 12. 8± 2. 5) and Bi -Ⅴ pacing (CI: 2. 94± 0.60, PCWP: 12. 7±2. 5), P < 0. 01, respectively. (2) The CI of RV-Bi and Bi-Ⅴ pacing was higher than that of RVOT and LVB pacing, the PCWP was lower, P < 0. 05, respectively. (3) There was no significant difference between RV - Bi pacing and Bi-Ⅴ pacing in CI and PCWP. Conclusion There is no significant difference between RV - Bi pacing and Bi -V pacing in the acute hemodynamic effects; however,dual - site pacing is much better than single site pacing in that aspect for patients with cardiac function NYHA class Ⅰ to Ⅱ without BBB. Among single site pacing, the RVOT and LVB pacing is better than RVA pacing in cardiac function.

Internal Transactions for Multiple Risky Assets

Most of the articles about insider trading assume that there is only one risky asset in the market. On the basis of these papers, this thesis is mainly divided into three parts to study the situation of multiple risky assets in the market. In the first part, the situation of multiple risky assets in the market when two transactions are in progress is studied and then, the equilibrium when the market requires the internal traders to disclose the trading volume after each transaction is analyzed. In the second part, the equilibrium of multi-period based on the two phases of transaction is derived. The third part is the summary of the paper.

Research on A Master - slave Multi - microcomputers Control System for Hollow Spindle Fancy Yarn Spinning Machine

In this paper, a successfully studied and developed master - slave muld - microcomputers control system based on PC - BUS for hollow spindle fancy yarn spinning machine, mainly Its overall scheme, software and hardware construction, is introduced. Spinning experiments show that the system achieves satisfactory result. This system can solve the diftkultles of mechatronical fusion between domestic hollow splndk fancy yarn spuming muchine and its microcomputer control technology.

On the Representation of Multi-layer Woven Structure

A quantitative method is developed to identify the structures of multi-layer woven fabric in this study. Six structural parameters are selected to represent the fabric structure. With some design criteria for the reinforcement of textile composites, the relationships among the structural parameters are derived for different binding patterns of the fabric structure. The conditions, which meet the requirements of structural cell stability,are also discussed.

Computer-aided Pattern Design of Multi-bar Warp Knitted Fabrics

To meet the development trend of multi-bar warp knit-ting machine towards high-speed,advanced technologyand computer control and the requirements of variousproducts with small quantity,there are many researcheson the computer-aided pattern design of multi-barwarp knitted fabrics.In terms of the special propertiesof the computer-aided pattern design of multi-barwarp knitted fabrics,the Object Oriented Program(OOP)programming-Object Windows class Library(OWL)programming is selected.According to thecharacters of the OWL programming,various functionsare defined.Pattern design and technical parameters canbe output,which offers a great convenience for the fac-tory.

MODS： A Novel Metaheuristic of Deterministic Swapping for the Multi-Objective Optimization of Combinatorials Problems

This paper states a new metaheuristic based on Deterministic Finite Automata （DFA） for the multi - objective optimization of combinatorial problems. First, a new DFA named Multi - Objective Deterministic Finite Automata （MDFA） is defined. MDFA allows the representation of the feasible solutions space of combinatorial problems. Second, it is defined and implemented a metaheuritic based on MDFA theory. It is named Metaheuristic of Deterministic Swapping （MODS）. MODS is a local search strategy that works using a MDFA. Due to this, MODS never take into account unfeasible solutions. Hence, it is not necessary to verify the problem constraints for a new solution found. Lastly, MODS is tested using well know instances of the Bi-Objective Traveling Salesman Problem （TSP） from TSPLIB. Its results were compared with eight Ant Colony inspired algorithms and two Genetic algorithms taken from the specialized literature. The comparison was made using metrics such as Spacing, Generational Distance, Inverse Generational Distance and No-Dominated Generation Vectors. In every case, the MODS results on the metrics were always better and in some of those cases, the superiority was 100%.

基于多期超额收益法的工业企业数据资产价值评估研究--以海信家电集团股份有限公司为例

在多期超额收益法的基础上构建评估模型来对海信家电集团股份有限公司(以下简称:海信家电)数据资产价值进行评估,并提出展望.

带内生负债的不确定终止时间多期均值-方差资产-负债管理

本文研究了带内生负债的不确定退出时间多期均值-方差资产-负债管理问题.和外生负债不可控所不同的是,内生负债可通过各种金融工具和投资者(机构)的决策来调控.在本文的模型中,投资者(机构)在考虑资产最优配置的同时,还需要考虑负债的最优配置.本文采用Lagrange对偶理论、矩阵Hadamard乘积技术和动态规划方法对模型进行分析性求解,得到了模型的有效策略及有效边界的显式表达式.

美式期权定价问题罚函数法的欧拉-拉格朗日分裂格式

在求解多资产美式期权定价问题罚函数法的差分格式中首次引入欧拉-拉格朗日分裂技巧,使得在欧拉步中含罚函数项的方程可以准确求解,从而更好地解决了数值计算中期权值必须大于等于收益函数的问题.其次,在拉格朗日步中采用Crank-Nicholson格式,使得整体数值解的精度达到O(Δt2+h2).最后分别计算了单资产和多资产两个数值算例,数值结果均验证了新方法的有效性.

多个资产期权的泡沫和Black-Scholes方程

在定价测度下,如果标的资产的折现过程是一个严格的局部鞅,则金融市场存在泡沫.在这样市场中,许多期权定价理论中经典结论不再成立,为此,将在多资产情况下研究这类问题.把单个资产期权价格是Black-Scholes方程解的结论推广到了多资产情况.进一步,给出了多资产期权价格泡沫的定义.

Pressure Gradient Force,Saffman Lift,and Magnus Lift on the Fiber-like Particle in Fluid

Flher-like particle suspensions are common in both na-ture and industry, but there is little work reported on it.The forces acting on the fiber - like particle in fluid arestudied in this paper, and the Magnus lift, Saffman lift,pressure gradient force, and then the dynamics modelhave been received. The numerical study of the simpleshear flow past the cylinders shows that the particles ’motion is controlled by the vortex.

带交易费和时间依赖型的多资产金融衍生品的定价方法-Lie代数法(英文)

本文提出了一种定价带时间参数的多资产金融衍生品的定价方法-Lie代数法,利用金融衍生品的定价偏微分方程的动力对称性,直接得到了定价方程的封闭解析解,该方法提供了一种有效的且易于操作的金融衍生品的定价方法.

劳动者创业与多层次社会保险需求——基于中国家庭金融调查数据的实证研究

采用2013—2017年中国家庭金融调查(CHFS)数据,实证检验自主创业对多层次社会保险需求的影响。研究发现:个体进行自主创业后的多层次社会保险需求会显著提高,增加幅度平均为3.29个百分点。相比于受雇个体,年龄在45~59岁且收入处于中等水平的发展型创业个体具有更高的多层次社会保险需求。在保险类型上,自主创业个体对多层次养老保险的需求最高,而对多层次医疗保险的需求较低。自主创业个体还会提高其家人的多层次社会保险需求,配置顺序依次是青壮年、老年人和儿童。

环保考核、ESG表现与企业价值——基于领导干部自然资源资产离任审计试点的准自然实验

基于利益相关者理论和信号传递理论,以2010—2019年我国A股上市公司为研究对象,采用多期双重差分模型的准自然实验,考察领导干部自然资源资产离任审计这一新型环保考核制度对企业价值的影响及其作用机制。研究发现:(1)领导干部自然资源资产离任审计能够提高企业价值;(2)领导干部自然资源资产离任审计可以通过提高企业ESG表现进而提高企业价值;(3)进一步分析结果表明:离任审计对企业价值的影响在非重污染企业、媒体关注度较低地区、绿色金融水平较低地区中更为显著。研究结果为如何健全领导干部环保考核机制,更好地激励地方领导干部实施可持续发展战略,促进经济社会全面发展提供参考。同时对离任审计的深化落实具有重要意义,有助于更好地改善环境质量,推动经济的高质量发展。

基于多邻域感知的石油数据资产图谱实体对齐

实体对齐在自动融合多源异构的石油领域数据资产知识图谱过程中起着至关重要的作用。目前主流基于图神经网络的实体对齐模型多关注实体和图结构的信息,忽略了实体之间的关系、属性与属性值等多邻域的语义信息,在命名规则差异性大、行业特殊、语义实体多的石油领域数据资产知识图谱融合过程中性能一般。提出一种基于图注意力网络改进的多邻域感知网络(MNAN)模型,用于实体对齐。使用基于BERT的多语言预训练模型得到实体及多邻域的初始特征,通过带有Highway Networks的图卷积神经网络聚合邻域实体与图结构特征,利用多邻域感知和实体增强注意力网络聚合实体的多邻域特征,使用最小化基于边际的损失函数训练模型。在石油领域数据资产知识图谱数据集中的2个知识图谱上进行实体对齐实验,实验结果表明,MNAN模型优于所有对比的基于图神经网络实体对齐模型,Hits@1值达86.7%,优于表现最好的对比模型约2.3个百分点。