投资组合行业配置的动态VaR研究——基于时变Copula-GJR-Skewed-t模型

用时变Copula-GJR-Skewed-t模型研究了深证22个行业分类指数中任意两个投资组合的动态VaR,并与静态VaR比较。实证结果表明,时变t-Copula函数在众多Copula函数中对行业投资组合的拟合效果最优,给出了模型估计出的VaR最大和最小的5对行业组合,不同行业组合的动态VaR在股市周期各阶段关系相对稳定,同一行业组合的动态VaR和静态VaR关系相对稳定,且略高于静态VaR。

Performance-based seismic assessment of skewed bridges with and without considering soil-foundation interaction effects for various site classes

The seismic behavior of skewed bridges has not been well studied compared to straight bridges. Skewed bridges have shown extensive damage, especially due to deck rotation, shear keys failure, abutment unseating and column- bent drift. This research, therefore, aims to study the behavior of skewed and straight highway overpass bridges both with and without taking into account the effects of Soil-Structure Interaction （SSI） due to near-fault ground motions. Due to several sources of uncertainty associated with the ground motions, soil and structure, a probabilistic approach is needed. Thus, a probabilistic methodology similar to the one developed by the Pacific Earthquake Engineering Research Center （PEER） has been utilized to assess the probability of damage due to various levels of shaking using appropriate intensity measures with minimum dispersions. The probabilistic analyses were performed for various bridge configurations and site conditions, including sand ranging from loose to dense and clay ranging from soft to stiff, in order to evaluate the effects. The results proved a considerable susceptibility of skewed bridges to deck rotation and shear keys displacement. It was also found that SSI had a decreasing effect on the damage probability for various demands compared to the fixed-base model without including SSI. However, deck rotation for all types of the soil and also abutment unseating for very loose sand and soft clay showed an increase in damage probability compared to the fixed-base model. The damage probability for various demands has also been found to decrease with an increase of soil strength for both sandy and clayey sites. With respect to the variations in the skew angle, an increase in skew angle has had an increasing effect on the amplitude of the seismic response for various demands. Deck rotation has been very sensitive to the increase in the skew angle; therefore, as the skew angle increased, the deck rotation responded accordingly. Furthermore, abutment unseating showed an increasing trend due to an increase in skew angle for both fixed-base and SSI models.

Mobile bed thickness in skewed asymmetric oscillatory sheet flows

A new instantaneous mobile bed thickness model is presented for sediment transport in skewed asymmetric oscillatory sheet flows. The proposed model includes a basic bed load part and a suspended load part related to the Shields parameter, and takes into account the effects of mass conservation, phase-lag, and asymmetric boundary layer development, which are important in skewed asymmetric flows but usually absent in classical models. The proposed model is validated by erosion depth and sheet flow layer thickness data in both steady and unsteady flows, and applied to a new instantaneous sediment transport rate formula. With higher accuracy than classical empirical models in steady flows, the new formula can also be used for instantaneous sediment transport rate prediction in skewed asymmetric oscillatory sheet flows.

The effect of different intensity measures and earthquake directions on the seismic assessment of skewed highway bridges

In this study the probable seismic behavior of skewed bridges with continuous decks under earthquake excitations from different directions is investigated. A 45° skewed bridge is studied. A suite of 20 records is used to perform an Incremental Dynamic Analysis （IDA） for fragility curves. Four different earthquake directions have been considered： -45°, 0°, 22.5, 45°. A sensitivity analysis on different spectral intensity measures is presented; efficiency and practicality of different intensity measures have been studied. The fragility curves obtained indicate that the critical direction for skewed bridges is the skew direction as well as the longitudinal direction. The study shows the importance of finding the most critical earthquake in understanding and predicting the behavior of skewed bridges.

Genomic Instability in Cancer I: DNA-Repair Triggering Primitive Hereditary 4n-Skewed, Amitotic Division-System, the Culprit in EMT/MET/Metaplasia Cancer-Concepts

The objective was to gain proof of genome damage-repair induced mitotic slippage process (MSP) to 4n-diplochromosome skewed division-system, earlier suggested to have “cancer-deciding” consequences. Our damage-model showed two succeeding phases: molecular mutations for initiation of fitness-gained cells, and large chromosomal changes to aneuploidy from inherited DNA-breakage-repair inaccuracies. The mutations were gained while DNA-repair and DNA-replication, co-existed in the route to tetraploidy, a phenomenon also expressed for some existing unicellular organisms. These organisms also showed genome reductive, amitotic, meioticlike division, and was the origin of human genome conserved, self-inflicted 90° reorientation of the 4n nucleus relative to the cytoskeleton axis. In the in vitro DNA-damage model, this remarkable 4n-event deciding “flat-upright” cell-growth characteristics showed several consequences, for example, cancer-important, E-cadherin-β-catenin cell-to-cell adherence destruction, which gave diploid progeny cells, mobility freedom from cell contact inhibition, likely in renewal tissues. This 4n-skewed division-system with inheritance in progeny cells for repeat occurrences as mentioned for flat-up-right growth patterns is similar to claimed concepts of metaplasia-EMT/MET embryogenesis events in cancer evolution. A scrutiny of this literature, proof-wise invalidated this embryological concept by tetraploid 8C cells occurring in MET events and, was noted for small cell occurrence, i.e., diploidy from 4n-8C reductive division, an also event for tumor relapse cells, derived from genome damaging therapy agents. Pre-cancer hyperplasia reported MSP, cadherincatenin destruction and 90° perpendicularity to basal cell membrane. The DNA-damage-repair model can weed-out therapy-agents triggering 4n-skewed division. Cancer-control, beginning-information, is likely from mutational identity of the 4n derived fitness-gained cells.

A numerical study for boundary layer current and sheet flow transport induced by a skewed asymmetric wave

An analytical model with essential parameters given by a two-phase numerical model is utilized to study the net boundary layer current and sediment transport under skewed asymmetric oscillatory sheet flows. The analytical model is the first instantaneous type model that can consider phase-lag and asymmetric boundary layer development. The two-phase model supplies the essential phase-lead, instantaneous erosion depth and boundary layer development for the analytical model to enhance the understanding of velocity skewness and acceleration skewness in sediment flux and transport rate. The sediment transport difference between onshore and offshore stages caused by velocity skewness or acceleration skewness is shown to illustrate the determination of net sediment transport by the analytical model. In previous studies about sediment transport in skewed asymmetric sheet flows, the generation of net sediment transport is mainly concluded to the phase-lag effect.However, the phase-lag effect is shown important but not enough for the net sediment transport, while the skewed asymmetric boundary layer development generated net boundary layer current and mobile bed effect are key important in the transport process.

Seismic response of skewed RC box-girder bridges

It is critical to ensure the functionality of highway bridges after earthquakes to provide access to important facilities. Since the 1971 San Fernando earthquake, there has been a better understanding of the seismic performance of bridges. Nonetheless, there are no detailed guidelines addressing the performance of skewed highway bridges. Several parameters affect the response of skewed highway bridges under both service and seismic loads which makes their behavior complex. Therefore, there is a need for more research to study the effect of skew angle and other related factors on the performance of highway bridges. This paper examines the seismic performance of a three-span continuous concrete box girder bridge with skew angles from 0 to 60 degrees, analytically. Finite element （FE） and simplified beam-stick （BS） models of the bridge were developed using SAP2000. Different types of analysis were considered on both models such as： nonlinear static pushover, and linear and nonlinear time history analyses. A comparison was conducted between FE and BS, different skew angles, abutment support conditions, and time history and pushover analysis. It is shown that the BS model has the capability to capture the coupling due to skew and the significant modes for moderate skew angles. Boundary conditions and pushover load profile are determined to have a major effect on pushover analysis. Pushover analysis may be used to predict the maximum deformation and hinge formation adequately.

Influence of active constrained layer damping on the coupled vibration response of functionally graded magneto-electro-elastic plates with skewed edges

This article makes the first attempt in assessing the influence of active constrained layer damping(ACLD)treatment towards precise control of frequency responses of functionally graded skew-magneto-electroelastic(FGSMEE)plates by employing finite element methods.The materials are functionally graded across the thickness of the plate in terms of modest power-law distributions.The principal equations of motion of FGSMEE are derived via Hamilton’s principle and solved using condensation technique.The effect of ACLD patches are modelled by following the complex modulus approach(CMA).Additionally,distinctive emphasis is laid to evaluate the influence of geometrical skewness on the attenuation capabilities of the plate.The accuracy of the current analysis is corroborated with comparison of previous researches of similar kind.Additionally,a complete parametric study is directed to understand the combined impacts of various factors like coupling fields,patch location,fiber orientation of piezoelectric patch in association with skew angle and power-law index.

基于Skewed Miura构型的周期可展结构变带隙分析研究

基于折纸构型的周期结构在一定条件下具有带隙特性,能阻止特定频率的弹性波在结构中传播,这种带隙特征可以调节,为减振结构的开发提供了新思路.对基于Skewed Miura折纸构型的周期性可展结构变带隙机理进行研究.推导了Skewed Miura折纸构型的几何关系,并利用布洛赫波分析框架研究了该构型的带隙情况.将Skewed Miura单元的几何形状和折纸构型的折叠状态作为设计变量,找出该构型的最大带隙值和相应的折展状态.对比发现,Skewed Miura构型带隙的数量及大小明显大于Miura构型,且带隙位置所处频率范围较低.本研究为减振结构的开发提供了新的结构形式.

EXPERIMENTAL RESEARCH ON AERODYNAMIC PERFORMANCE AND EXIT FLOW FIELD OF LOW PRESSURE AXIAL FLOW FAN WITH CIRCUMFERENTIAL SKEWED BLADES

In this article, the low pressure axial flow fan with circumferential skewed rotor blade, including the radial blade, the forward-skewed blade and the backward-skewed blade, was studied with experimental methods. The aerodynamic performance of the rotors was measured. At the design condition at outlet of the rotors, detailed flow measurements were performed with a five-hole probe and a Hot-Wire Anemometer （HWA）. The results show that compared to the radial rotor, the forward-skewed rotor demonstrates a wider Stable Operating Range （SOR）, is able to reduce the total pressure loss in the hub region and make main loading of blade accumulating in the mid-span region. There is a wider wake in the upper mid-span region of the forward-skewed rotor. Compared to the radial rotor, in the backward-skewed rotor there is higher total pressure loss near the hub and shroud regions and lower loss in the mid-span region. In addition, the velocity deficit in the wake is lower at mid-span of the backward-skewed rotor than the forward-skewed rotor.

URANS COMPUTATION OF CAVITATING FLOWS AROUND SKEWED PROPELLERS

Cavitating flows around skewed propellers are investigated numerically by means of the unsteady Reynolds Averaged Navier-Stokes （RANS） Equation method. The standard k - c turbulence and the modified Z-G-B cavitation models are employed. A measured nominal wake is used for the inlet velocity boundary condition. Predicted cavitating evolution processes and tip cavity patterns are compared with experimental observations. In addition, the influence of the skew angles on the cavitation and unsteadiness performances of propellers operating in a non-uniform wake is also studied. Results show that the modified Z-G-B cavitation model performs better to simulate the cavitating flow cases studied in this paper. Comparisons demonstrate that the skewed propeller with a skew angle of 20~ is the best choice for a given stern wake with a assigned thrust and the minimum force fluctuations.

Stability management of high speed axial flow compressor stage through axial extensions of bend skewed casing treatment

This paper presents the experimental results to understand the performance of moderately loaded high speed single stage transonic axial flow compressor subjected to various configurations of axial extensions of bend skewed casing treatment with moderate porosity.The bend skewed casing treatment of 33%porosity was coupled with rectangular plenum chamber of depth equal to the slots depth.The five axial extensions of 20%,40%,60%,80%and 100%were used for the experimental evaluations of compressor performance.The main objective was to identify the optimum extension of the casing treatment with reference to rotor leading edge which results in maximum stall margin improvements with minimum loss in the stage efficiency.At each axial extension the compressor performance is distinctive.The improvement in the stall margin was very significant at some axial extensions with 4%–5%penalty in the stage efficiency.The compressors stage shows recovery in terms of efficiency at lower axial extensions of 20%and 40%with increase in the peak stage efficiency.Measurements of flow parameters showed the typical behaviors at near stall flow conditions.Hot wire sensor was placed at the rotor upstream in the tip region to capture the oscillations in the inlet axial and tangential velocities at stall conditions.In the absence of casing treatment the compressor exhibit abrupt stall with very high oscillations in the inlet axial and tangential velocity of the flow.The extents of oscillations reduce with bend skewed casing treatment.Few measurements were also performed in the plenum chamber and salient results are presented in this paper.

Development of the applicability of simplified Henry’s method for skewed multicell box-girder bridges under traffic loading conditions

Concrete precast multicell box-girder(MCB) bridges combine aesthetics with torsional stiffness perfectly.Previous analytical studies indicate that currently available specifications are unable to consider the effect of the twisting moment(torsional moment) on bridge actions.In straight bridges the effect of torsion is negligible and the transverse reinforced design is governed by other requirements.However,in the case of skewed bridges the effect of the twisting moment should be considered.Therefore,an in-depth study was performed on 90 concrete MCB bridges with skew angles ranging from 0° to 60°.For each girder the bridge actions were determined under the American Association of State Highway and Transportation Officials(AASHTO) live load conditions.The analytical results show that torsional stiffness and live load positions greatly affected the bridges' responses.In addition,based on a statistical analysis of the obtained results,several skew correction factors are proposed to improve the precision of the simplified Henry's method,which is widely used by bridge engineers to predict bridge actions.The relationship between the bending moment and secondary moments was also investigated and it was concluded that all secondary actions increase with an increase in skewness.

Diophantine equations and Fermat's last theorem for multivariate(skew-)polynomials

Fermat’s Last Theorem is a famous theorem in number theory which is difficult to prove.However,it is known that the version of polynomials with one variable of Fermat’s Last Theorem over C can be proved very concisely.The aim of this paper is to study the similar problems about Fermat’s Last Theorem for multivariate(skew)-polynomials with any characteristic.

FG-SMOTE:Fuzzy-based Gaussian synthetic minority oversampling with deep belief networks classifier for skewed class distribution

Purpose-Adequate resources for learning and training the data are an important constraint to develop an efficient classifier with outstanding performance.The data usually follows a biased distribution of classes that reflects an unequal distribution of classes within a dataset.This issue is known as the imbalance problem,which is one of the most common issues occurring in real-time applications.Learning of imbalanced datasets is a ubiquitous challenge in the field of data mining.Imbalanced data degrades the performance of the classifier by producing inaccurate results.Design/methodology/approach-In the proposed work,a novel fuzzy-based Gaussian synthetic minority oversampling(FG-SMOTE)algorithm is proposed to process the imbalanced data.The mechanism of the Gaussian SMOTE technique is based on finding the nearest neighbour concept to balance the ratio between minority and majority class datasets.The ratio of the datasets belonging to the minority and majority class is balanced using a fuzzy-based Levenshtein distance measure technique.Findings-The performance and the accuracy of the proposed algorithm is evaluated using the deep belief networks classifier and the results showed the efficiency of the fuzzy-based Gaussian SMOTE technique achieved an AUC:93.7%.F1 Score Prediction:94.2%,Geometric Mean Score:93.6%predicted from confusion matrix.Research limitations/implications-The proposed research still retains some of the challenges that need to be focused such as application FG-SMOTE to multiclass imbalanced dataset and to evaluate dataset imbalance problem in a distributed environment.Originality/value-The proposed algorithm fundamentally solves the data imbalance issues and challenges involved in handling the imbalanced data.FG-SMOTE has aided in balancing minority and majority class datasets.

一种校准线延时差异的方法分析

阐述一种在发送端通过自发自收的方式自动校准并行数据不同PIN延时的方法,可以有效提高接收芯片Clock和Data的相位裕度,降低因并行传输信号完整性指标较差,整个系统不稳定而出现花屏,闪屏的现象。

Kinship analysis reveals reproductive success skewed toward overwintered Brandt’s voles in semi-natural enclosures

Age structure and seasonality influence the population fluctuations of small rodents.Age determines body weight and social experience,while seasonality regulates the duration of the breeding season and onset of sex­ual maturity in newborn offspring.Therefore,reproductive success and skew usually occur in different age groups.Brandt’s vole(Lasiopodomys brandtii)is a social,short-lived and seasonal breeding small rodent with a dramatic seasonal population fluctuation,but reproductive skew is not fully understood in this species.In the present study,we determined kinship in semi-natural enclosure populations using microsatellite markers based on genotyping,analyzed the reproductive skew between sexes and between overwintered and newborn voles,and monitored variation in male reproductive activity by testing fecal testosterone levels throughout the year.Overwintered voles had the most reproductive success along with a striking increase in the population size in the enclosures,with all biological fathers and 77.8%of biological mothers,which had 100%and 87%of the to­tal offspring,respectively.Compared to overwintered voles,reproductive skews were significantly higher in po­tential overwintered and newborn parents,implying the possible reproductive suppression of newborn voles by dominant overwintered voles.Moreover,both heavier body weight and higher testosterone levels in overwin­tered males supported their potential social status in the population.Our study provided new evidence for repro­ductive skew and differentiation of postnatal gonadal development patterns of different age groups in Brandt’s vole.

Sediment transport in pure acceleration-skewed oscillatory sheet flow

In the present study, an analytical concept model is built, using a two-phase model for the sediment transport in a pure acceleration-skewed oscillatory sheet flow. The analytical model is based on the asymmetric wave theory, the irregular boundary layer theory and the exponential concentration distribution theory, to be used for analyzing the phase lag and the boundary layer development related to the acceleration skewness. The two-phase model is applied for the calculations of the instantaneous erosion depth, the sediment flux, the boundary layer thickness and the sediment transport rate, as well as the differences between the positive acceleration stage and the negative acceleration stage caused by the acceleration skewness, as very important in the net current and sediment transport. The effects of the sediment diameter and the phase lag are explained by a comparison with the instantaneous type empirical formula, as is closely related to the acceleration skewness. With the analytical concept model and the two-phase model, the generation of the net sediment transport in the pure acceleration-skewed flows is clearly explained. The phase lag effect is important for the instantaneous sediment transport in the pure acceleration-skewed flow, whereas the boundary layer development difference between the positive acceleration stage and the negative acceleration stage plays a major role in the determination of the net sediment transport.

Improved Hybrid Method to Calculate Inductances of Permanent Magnet Synchronous Machines with Skewed Stators Based on Winding Function Theory

An improved hybrid method combining two dimensional(2D)finite element analysis(FEA)and the analytical method is put forward to calculate the stator winding inductance and synchronous inductance influenced by stator skewing technique.Based on winding function theory(WFT),the improved method proposes two factors to describe variable inductances along the stator skewing angles.Comprehensive simulations are then performed on three interior permanent magnet synchronous machines(IPMSMs),one normal and two skewed machines(half slot and one slot pitch skewing respectively).Extensive experiments are conducted on relevant prototypes with good correlation.Moreover,analysis and comparisons are made as to the influence of different skewing angles on the inductances and torque-speed curves.It is found that Ld increases and Lq decreases by skewing,leading to the reduction of the rotor saliency and maximal torque capability,but increase of the flux weakening capability.

Attenuate Class Imbalance Problem for Pneumonia Diagnosis Using Ensemble Parallel Stacked Pre-Trained Models

Pneumonia is an acute lung infection that has caused many fatalitiesglobally. Radiologists often employ chest X-rays to identify pneumoniasince they are presently the most effective imaging method for this purpose.Computer-aided diagnosis of pneumonia using deep learning techniques iswidely used due to its effectiveness and performance. In the proposed method,the Synthetic Minority Oversampling Technique (SMOTE) approach is usedto eliminate the class imbalance in the X-ray dataset. To compensate forthe paucity of accessible data, pre-trained transfer learning is used, and anensemble Convolutional Neural Network (CNN) model is developed. Theensemble model consists of all possible combinations of the MobileNetv2,Visual Geometry Group (VGG16), and DenseNet169 models. MobileNetV2and DenseNet169 performed well in the Single classifier model, with anaccuracy of 94%, while the ensemble model (MobileNetV2+DenseNet169)achieved an accuracy of 96.9%. Using the data synchronous parallel modelin Distributed Tensorflow, the training process accelerated performance by98.6% and outperformed other conventional approaches.