Mean-entropy uncertain portfolio with risk curve and total mental accounts under multiple background risks

2021 ◽  
pp. 1-23
Author(s):  
Xue Deng ◽  
Cuirong Huang
Keyword(s):  
Background Risk ◽  
Chance Constraint ◽  
Proposed Model ◽  
Risk Curve ◽  
Confidence Curve ◽  
Initial Wealth ◽  
Transaction Fees ◽  
The One ◽  
Lower Limits ◽  
Background Risks

In the previous uncertain portfolio literature on background risk and mental account, only a general background risk and a few kinds of mental accounts were considered. Based on the above limitations, on the one hand, the multiple background risks are defined by linear weighting of different background asset risks in this paper; on the other hand, the total nine kinds of mental accounts are comprehensively considered. Especially, the risk curve is regarded as the risk measurement of different mental accounts for the first time. Under the framework of uncertainty theory, a novel mean-entropy portfolio model with risk curve and total mental accounts under multiple background risks is constructed. In addition, transaction fees, chance constraint, upper and lower limits and initial wealth constraints are also considered in our proposed model. In theory, the equivalent forms of the models with different uncertainty distributions (general, normal and zigzag) are presented by three theorems. Simultaneously, the corresponding concrete expressions of risk curves are obtained by another three theorems. In practice, two numerical examples verify the feasibility and effectiveness of our proposed model. Finally, we can obtain the following unique and meaningful findings: (1) investors will underestimate the potential risk if they ignore the existence of multiple background risks; (2) with the increase of the return threshold, the return of the sub-portfolio will inevitably increase, but investors also bear the risk that the risk curve is higher than the confidence curve at this time.

A Relativistic Newtonian Mechanics Predicts with Precision the Results of Recent Neutrino-Velocity Experiments

2014 ◽  
Vol 6 (1) ◽  
pp. 1032-1035 ◽  
Author(s):  
Ramzi Suleiman
Keyword(s):  
Null Hypothesis ◽  
Experimental Studies ◽  
Theoretical Models ◽  
Newtonian Mechanics ◽  
Speed Of Light ◽  
Symmetry Principle ◽  
Proposed Model ◽  
Significant Difference ◽  
The One ◽  
Complete Collapse

The research on quasi-luminal neutrinos has sparked several experimental studies for testing the "speed of light limit" hypothesis. Until today, the overall evidence favors the "null" hypothesis, stating that there is no significant difference between the observed velocities of light and neutrinos. Despite numerous theoretical models proposed to explain the neutrinos behavior, no attempt has been undertaken to predict the experimentally produced results. This paper presents a simple novel extension of Newton's mechanics to the domain of relativistic velocities. For a typical neutrino-velocity experiment, the proposed model is utilized to derive a general expression for . Comparison of the model's prediction with results of six neutrino-velocity experiments, conducted by five collaborations, reveals that the model predicts all the reported results with striking accuracy. Because in the proposed model, the direction of the neutrino flight matters, the model's impressive success in accounting for all the tested data, indicates a complete collapse of the Lorentz symmetry principle in situation involving quasi-luminal particles, moving in two opposite directions. This conclusion is support by previous findings, showing that an identical Sagnac effect to the one documented for radial motion, occurs also in linear motion.

Drug Target Group Prediction with Multiple Drug Networks

2020 ◽  
Vol 23 (4) ◽  
pp. 274-284 ◽  
Author(s):  
Jingang Che ◽  
Lei Chen ◽  
Zi-Han Guo ◽  
Shuaiqun Wang ◽  
Aorigele
Keyword(s):  
Drug Target ◽  
Low Cost ◽  
Machine Learning Algorithms ◽  
Classification Model ◽  
Support Vector ◽  
Multiple Drug ◽  
Property A ◽  
Multiple Networks ◽  
Proposed Model ◽  
The One

Background: Identification of drug-target interaction is essential in drug discovery. It is beneficial to predict unexpected therapeutic or adverse side effects of drugs. To date, several computational methods have been proposed to predict drug-target interactions because they are prompt and low-cost compared with traditional wet experiments. Methods: In this study, we investigated this problem in a different way. According to KEGG, drugs were classified into several groups based on their target proteins. A multi-label classification model was presented to assign drugs into correct target groups. To make full use of the known drug properties, five networks were constructed, each of which represented drug associations in one property. A powerful network embedding method, Mashup, was adopted to extract drug features from above-mentioned networks, based on which several machine learning algorithms, including RAndom k-labELsets (RAKEL) algorithm, Label Powerset (LP) algorithm and Support Vector Machine (SVM), were used to build the classification model. Results and Conclusion: Tenfold cross-validation yielded the accuracy of 0.839, exact match of 0.816 and hamming loss of 0.037, indicating good performance of the model. The contribution of each network was also analyzed. Furthermore, the network model with multiple networks was found to be superior to the one with a single network and classic model, indicating the superiority of the proposed model.

Modeling Capacity of Through Movement at Signalized Intersection Affected by Short Left-Turn Bay under Different Signal Settings

2021 ◽  
pp. 036119812110064
Author(s):  
Zihang Wei ◽  
Yunlong Zhang ◽  
Xiaoyu Guo ◽  
Xin Zhang
Keyword(s):  
Cycle Length ◽  
Signalized Intersections ◽  
Signalized Intersection ◽  
Essential Factor ◽  
Highway Capacity ◽  
Left Turn ◽  
Highway Capacity Manual ◽  
Proposed Model ◽  
Vehicle Demand ◽  
The One

Through movement capacity is an essential factor used to reflect intersection performance, especially for signalized intersections, where a large proportion of vehicle demand is making through movements. Generally, left-turn spillback is considered a key contributor to affect through movement capacity, and blockage to the left-turn bay is known to decrease left-turn capacity. Previous studies have focused primarily on estimating the through movement capacity under a lagging protected only left-turn (lagging POLT) signal setting, as a left-turn spillback is more likely to happen under such a condition. However, previous studies contained assumptions (e.g., omit spillback), or were dedicated to one specific signal setting. Therefore, in this study, through movement capacity models based on probabilistic modeling of spillback and blockage scenarios are established under four different signal settings (i.e., leading protected only left-turn [leading POLT], lagging left-turn, protected plus permitted left-turn, and permitted plus protected left-turn). Through microscopic simulations, the proposed models are validated, and compared with existing capacity models and the one in the Highway Capacity Manual (HCM). The results of the comparisons demonstrate that the proposed models achieved significant advantages over all the other models and obtained high accuracies in all signal settings. Each proposed model for a given signal setting maintains consistent accuracy across various left-turn bay lengths. The proposed models of this study have the potential to serve as useful tools, for practicing transportation engineers, when determining the appropriate length of a left-turn bay with the consideration of spillback and blockage, and the adequate cycle length with a given bay length.

scholarly journals An Alternative Promotion Time Cure Model with Overdispersed Number of Competing Causes: An Application to Melanoma Data

Mathematics ◽  
2021 ◽  
Vol 9 (15) ◽  
pp. 1815
Author(s):  
Diego I. Gallardo ◽  
Mário de Castro ◽  
Héctor W. Gómez
Keyword(s):  
Estimation Method ◽  
Selection Criterion ◽  
Likelihood Method ◽  
Simulation Studies ◽  
Cure Rate ◽  
Nested Models ◽  
Proposed Model ◽  
The Em Algorithm ◽  
Competing Causes ◽  
The One

A cure rate model under the competing risks setup is proposed. For the number of competing causes related to the occurrence of the event of interest, we posit the one-parameter Bell distribution, which accommodates overdispersed counts. The model is parameterized in the cure rate, which is linked to covariates. Parameter estimation is based on the maximum likelihood method. Estimates are computed via the EM algorithm. In order to compare different models, a selection criterion for non-nested models is implemented. Results from simulation studies indicate that the estimation method and the model selection criterion have a good performance. A dataset on melanoma is analyzed using the proposed model as well as some models from the literature.

scholarly journals TEMPERATURE AND HEART RATE IN PTEROTRACHEA AND TIEDEMANNIA

1925 ◽  
Vol 9 (2) ◽  
pp. 269-284 ◽  
Author(s):  
Otto Glaser
Keyword(s):  
Heart Rate ◽  
High Temperatures ◽  
Synthetic Process ◽  
Average Value ◽  
Oxidative Reactions ◽  
Limax Maximus ◽  
The One ◽  
Lower Limits ◽  
Co2 Excretion ◽  
Do So

1. For the heart rate in Pterotrachea coronata, intermediate temperatures disclose a thermal increment of 11,200 ±. This value is identical with the one reported by Crozier and Stier for the lamelli-branch, Anodonta. In the pteropod, Tiedemannia neapolitana the same temperatures typically reveal in the heart rate a µ value of 16,200 ± This agrees quantitatively with 16,300 found by Crozier and Stier for the heart of the slug, Limax maximus. 2. At high temperatures the average value of µ for Pterotrachea is 7,300: for Tiedemannia, 7,400. The corresponding averages at the lower limits are 22,000 and 23,000. 3. The great variability found near the edges of the temperature field are explicable in two ways. During intermissions characteristic of high temperatures and occurring also at low, we can assume a restorative process; while at both the upper and lower limits we may, in addition, find that reactions assume control which under ordinary circumstances never do so. Special evidence indicates that the highest temperatures employed, 27°C., and the lowest, 4°C., caused no irreversible changes in mechanism. 4. The theoretical analysis of the experimental facts makes use of Meyerhof's conception of carbohydrate metabolism and projects the cyclical nature of rhythm into the substrate of control. Assuming as a source of energy an original supply of material O, the value of 22,000 ± is assigned provisionally to a mobilization hydrolysis while 11,200 ± and 16,000 ± are attached to oxidative reactions influenced respectively by OH' and possibly Fe, or some other catalyst. The lowest value, 7,300 ± is assumed to indicate a synthetic process (lactic acid → glycogen?), possibly limited by CO2 excretion. In the present state of our knowledge, this distribution and interpretation seems to account reasonably for the experimental facts, but until we know more about the neurogenic controls, is entitled to rank only as an hypothesis.

scholarly journals Adaptive model to support business process reengineering

2021 ◽  
Vol 7 ◽  
pp. e505
Author(s):  
Noha Ahmed Bayomy ◽  
Ayman E. Khedr ◽  
Laila A. Abd-Elmegid
Keyword(s):  
Business Process ◽  
Success Factors ◽  
Business Processes ◽  
Business Environment ◽  
Process Time ◽  
Critical Success ◽  
Proposed Model ◽  
Before And After ◽  
Time Cycle ◽  
The One

The one constant in the world is change. The changing dynamics of business environment enforces the organizations to re-design or reengineer their business processes. The main objective of such reengineering processes is to provide services or produce products with the possible lowest cost, shortest time, and best quality. Accordingly, Business Process Re-engineering (BPR) provides a roadmap of how to efficiently achieve the operational goals in terms of enhanced flexibility and productivity, reduced cost, and improved quality of service or product. In this article, we propose an efficient model for BPR. The model specifies where the breakdowns occur in BPR implementation, justifies why such breakdowns occur, and proposes techniques to prevent their occurrence again. The proposed model has been built based on two main sections. The first section focuses on integrating Critical Success Factors (CSFs) and the performance of business processes during the reengineering processes. Additionally, it implements the association rule mining technique to investigate the relationship between CSFs and different business processes. The second section aims to measure the performance of business processes (intended success of BPR) by process time, cycle time, quality and cost before and after reengineering processes. A case study of the Egyptian Tax Authority (ETA) is used to test the efficiency of the proposed model.

Modeling Hydroplaning and Effects of Pavement Microtexture

2005 ◽  
Vol 1905 (1) ◽  
pp. 166-176 ◽  
Author(s):  
G. P. Ong ◽  
T. F. Fwa ◽  
J. Guo
Keyword(s):  
Three Dimensional ◽  
Flow Simulation ◽  
Experimental Results ◽  
Tire Pressure ◽  
Finite Volume Model ◽  
Proposed Model ◽  
Loss Of Contact ◽  
The One ◽  
Theoretical Considerations ◽  
Good Agreement

Hydroplaning on wet pavement occurs when a vehicle reaches a critical speed and causes a loss of contact between its tires and the pavement surface. This paper presents the development of a three-dimensional finite volume model that simulates the hydroplaning phenomenon. The theoretical considerations of the flow simulation model are described. The simulation results are in good agreement with the experimental results in the literature and with those obtained by the well-known hydroplaning equation of the National Aeronautics and Space Administration (NASA). The tire pressure–hydroplaning speed relationship predicted by the model is found to match well the one obtained with the NASA hydroplaning equation. Analyses of the results of the present study indicate that pavement microtexture in the 0.2- to 0.5-mm range can delay hydroplaning (i.e., raise the speed at which hydroplaning occurs). The paper also shows that the NASA hydroplaning equation provides a conservative estimate of the hydroplaning speed. The analyses in the present study indicate that when the microtexture of the pavement is considered, the hydroplaning speed predicted by the proposed model deviates from the speed predicted by the smooth surface relationship represented by the NASA hydroplaning equation. The discrepancies in hydroplaning speed are about 1% for a 0.1-mm microtexture depth and 22% for a 0.5-mm microtexture depth. The validity of the proposed model was verified by a check of the computed friction coefficient against the experimental results reported in the literature for pavement surfaces with known microtexture depths.

A Linear Stability Analysis for an Improved One-Dimensional Two-Fluid Model

2003 ◽  
Vol 125 (2) ◽  
pp. 387-389 ◽  
Author(s):  
Jin Ho Song
Keyword(s):  
Stability Analysis ◽  
Linear Stability ◽  
Linear Stability Analysis ◽  
Fluid Model ◽  
Two Phase ◽  
One Dimensional ◽  
Proposed Model ◽  
Two Fluid Model ◽  
The One ◽  
Two Fluid

A linear stability analysis is performed for a two-phase flow in a channel to demonstrate the feasibility of using momentum flux parameters to improve the one-dimensional two-fluid model. It is shown that the proposed model is stable within a practical range of pressure and void fraction for a bubbly and a slug flow.

An Identification Procedure for Evaluating the Dynamic Parameters of the Upper Limbs During Handcycling

2018 ◽  
Author(s):  
Giovanni Legnani ◽  
Giovanni Incerti ◽  
Matteo Lancini ◽  
Ghazaleh Azizpour
Keyword(s):  
Biomechanical Model ◽  
Dynamic Parameters ◽  
Upper Limbs ◽  
Identification Procedure ◽  
Proposed Model ◽  
Arm Muscles ◽  
The One ◽  
Kinetics Of ◽  
Kinematics And Kinetics ◽  
Kinetic Features

The aim of this study is to develop a biomechanical model and a method to analyze the kinematic and kinetic features of the handcycling activity. By applying this model, the contribution of important factors, like muscles, inertia and weight, on the biomechanics of the handbike is investigated. In order to validate the proposed model, the kinematics and kinetics of the arm have been collected during a handcycling activity in different configurations performed by several subjects. The force applied on the handle has been measured and compared with the one assessed by the model; in addition, the arm muscles activity has been noticed. Moreover, some new indices are defined to describe the performance of handbike athletes in a more precise way to improve their benefits.

scholarly journals Multiscale Road Extraction in Remote Sensing Images

2019 ◽  
Vol 2019 ◽  
pp. 1-9 ◽  
Author(s):  
Aziguli Wulamu ◽  
Zuxian Shi ◽  
Dezheng Zhang ◽  
Zheyu He
Keyword(s):  
Remote Sensing ◽  
Network Architecture ◽  
Semantic Segmentation ◽  
Road Extraction ◽  
Remote Sensing Images ◽  
The Road ◽  
Proposed Model ◽  
Different Types ◽  
Spatial Pyramid Pooling ◽  
The One

Recent advances in convolutional neural networks (CNNs) have shown impressive results in semantic segmentation. Among the successful CNN-based methods, U-Net has achieved exciting performance. In this paper, we proposed a novel network architecture based on U-Net and atrous spatial pyramid pooling (ASPP) to deal with the road extraction task in the remote sensing field. On the one hand, U-Net structure can effectively extract valuable features; on the other hand, ASPP is able to utilize multiscale context information in remote sensing images. Compared to the baseline, this proposed model has improved the pixelwise mean Intersection over Union (mIoU) of 3 points. Experimental results show that the proposed network architecture can deal with different types of road surface extraction tasks under various terrains in Yinchuan city, solve the road connectivity problem to some extent, and has certain tolerance to shadows and occlusion.

Sign in / Sign up

Export Citation Format

Share Document