Pricing cliquet options by tree methods

AbstractThe fault diagnosis of bearings is crucial in ensuring the reliability of rotating machinery. Deep neural networks have provided unprecedented opportunities to condition monitoring from a new perspective due to the powerful ability in learning fault-related knowledge. However, the inexplicability and low generalization ability of fault diagnosis models still bar them from the application. To address this issue, this paper explores a decision-tree-structured neural network, that is, the deep convolutional tree-inspired network (DCTN), for the hierarchical fault diagnosis of bearings. The proposed model effectively integrates the advantages of convolutional neural network (CNN) and decision tree methods by rebuilding the output decision layer of CNN according to the hierarchical structural characteristics of the decision tree, which is by no means a simple combination of the two models. The proposed DCTN model has unique advantages in 1) the hierarchical structure that can support more accuracy and comprehensive fault diagnosis, 2) the better interpretability of the model output with hierarchical decision making, and 3) more powerful generalization capabilities for the samples across fault severities. The multiclass fault diagnosis case and cross-severity fault diagnosis case are executed on a multicondition aeronautical bearing test rig. Experimental results can fully demonstrate the feasibility and superiority of the proposed method.

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Impact of Ghost Introgression on Coalescent-based Species Tree Inference and Estimation of Divergence Time

10.1101/2022.01.11.475787 ◽

2022 ◽

Author(s):

XiaoXu Pang ◽

Da-Yong Zhang

Keyword(s):

Incomplete Lineage Sorting ◽

Divergence Time ◽

Species Tree ◽

Gene Trees ◽

Species Trees ◽

Lineage Sorting ◽

Multispecies Coalescent ◽

Tree Inference ◽

Tree Methods ◽

The Impact

The species studied in any evolutionary investigation generally constitute a very small proportion of all the species currently existing or that have gone extinct. It is therefore likely that introgression, which is widespread across the tree of life, involves "ghosts," i.e., unsampled, unknown, or extinct lineages. However, the impact of ghost introgression on estimations of species trees has been rarely studied and is thus poorly understood. In this study, we use mathematical analysis and simulations to examine the robustness of species tree methods based on a multispecies coalescent model under gene flow sourcing from an extant or ghost lineage. We found that very low levels of extant or ghost introgression can result in anomalous gene trees (AGTs) on three-taxon rooted trees if accompanied by strong incomplete lineage sorting (ILS). In contrast, even massive introgression, with more than half of the recipient genome descending from the donor lineage, may not necessarily lead to AGTs. In cases involving an ingroup lineage (defined as one that diverged no earlier than the most basal species under investigation) acting as the donor of introgression, the time of root divergence among the investigated species was either underestimated or remained unaffected, but for the cases of outgroup ghost lineages acting as donors, the divergence time was generally overestimated. Under many conditions of ingroup introgression, the stronger the ILS was, the higher was the accuracy of estimating the time of root divergence, although the topology of the species tree is more prone to be biased by the effect of introgression.

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