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Search Results: 1 - 10 of 28430 matches for " Hongguo Sun "
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Pricing European Call Currency Option Based on Fuzzy Estimators  [PDF]
Xing Yu, Hongguo Sun, Guohua Chen
Applied Mathematics (AM) , 2011, DOI: 10.4236/am.2011.24058
Abstract: In this paper we present an application of fuzzy estimators method to price European call currency option. We make use of fuzzy estimators for the volatility of exchange rate which based on statistical data to obtain the fuzzy pattern of G-K model. A numerical example is presented to get the -level closed intervals of the European call currency option fuzzy price.
The Optimal Portfolio Model Based on Mean-CVaR  [PDF]
Xing Yu, Hongguo Sun, Guohua Chen
Journal of Mathematical Finance (JMF) , 2011, DOI: 10.4236/jmf.2011.13017
Abstract: This paper proposed the optimal portfolio model maximizing returns and minimizing the risk expressed as CvaR under the assumption that the portfolio yield subject to heavy tail. We use fuzzy mathematics method to solve the multi-objectives model, and compare the model results to the case under the normal distribution yield assumption based on the portfolio VAR through empirical research. It is showed that our return is approximate to M-V model but risk is higher than M-V model. So it is illustrated that CVaR predicts the potential risk of the portfolio, which will help investors to cautious investment.
A Research of Regional Difference in R&D Activities in GUANGDONG, PR China
Hongguo SUN,Xing YU
Progress in Applied Mathematics , 2012, DOI: 10.3968/2230
Abstract: According to the 2008 economic census yearbook in Guangdong, it explores the reasons why the development of R&D is different in different area. According to the data, it analyses the R&D activity using factor analysis and clustering analysis, the results show that R&D activity level is directly associated with the foundation and the total quantity of R&D activities, the use efficiency of R&D expenditure as well as the output ability of R&D staff. Based on the results, the countermeasures are given. Key words: R&D activity; Regional difference; Factor analysis; Clustering analysis
The Discussion on the Mode of Undergraduate Tutorial System for Financial Mathematics Students of Local Universities
Xing YU,Hongguo SUN,Guohua CHEN
Studies in Mathematical Sciences , 2012, DOI: 10.3968/j.sms.1923845220120502.932
Abstract: With the decreasing in the number of college students, the students quality of local university is also decreasing. This paper proposes the mode of tutor system for financial mathematics students of local universities. And it is analysis the necessity and the importance of tutor system for teaching, employment, etc. we also propose some suggestions on how to execute tutor system.
A Fuzzy LP Approach to Option Portfolio
Xing YU,Hongguo SUN,Guohua CHEN
Studies in Mathematical Sciences , 2011,
Abstract: : Owing to the fluctuation of financial market from time to time,the volatility and stock price may occur imprecisely in the real world. Therefore, it is natural to consider the fuzzy volatility and fuzzy stock price in the financial market. Under these assumptions,the theoretical price deduced by Black–Scholes formula are will turn into the fuzzy numbers, and the derivatives, called the Greek parameters delta, gamma, of the BS model are also fuzzy numbers. An option portfolio considering these fuzzy numbers will be more accord with actual situations. In this paper, we propose a fuzzy programming model of option portfolio based a ranking criterion of fuzzy numbers, which the fuzzy option portfolio model is converted into a classical linear programming problem. Finally, a numerical example is given to illustrate the validity of the method. Key words: Ranking Criterion; Option portfolio; Fuzzy Linear Programming; Delta-Gamma Neutral
How to Build Practice Teaching System of Financial Mathematics in Local Universities
Xing YU,Hongguo SUN,Guohua CHEN
Studies in Sociology of Science , 2012, DOI: 10.3968/j.sss.1923018420120304.2514
Abstract: In this paper, the writer combined the experience in financial mathematics direction teaching with the results of the survey of tracking graduates, and analyzed the necessity for local colleges to carry out practical teaching in financial mathematics teaching. What’s more, the writer also proposes some suggestion in establishing practical teaching system of financial mathematics. Key words: Financial mathematics; Practical teaching; Teaching mode
The Application of Probability Method on Mathematical Analysis
Xing YU,Hongguo SUN,Xiaolian LIAO
Progress in Applied Mathematics , 2011, DOI: 10.3968/2227
Abstract: This paper summarizes the applications of probabilitymethod on mathematical analysis, including a class of generalized integra1 and acquiring the sum of infinite series £ so that contact up the mathematical analysis and probability and statistics knowledge ,explain the inner contacts among different branches of mathematics in some discussions. Key words: Probability method; Mathematical analysis; Generalized integral; The sum of infinite series
Pricing European Call Currency option based on Adaptive Fuzzy Numbers with Possibilistic Mean
Xing Yu,Hongguo Sun,Guohua Chen
Progress in Applied Mathematics , 2011,
Abstract: In this paper we use the fuzzy estimators based on confidence intervals in order to estimate the volatility of currency exchange rate having sample data. We model the uncertainty of the characteristics such as interest rates and volatility using adaptive fuzzy numbers and replace the fuzzy currency option price and the fuzzy volatility by the possibilistic mean value. Furthermore, a numerical example is presented, and we get the expected prices which depend on given degree of confidence. Key words: Currency Option; Option Pricing; Possibilistic Mean Value; Fuzzy Volatility; G-K Model
Characterization of Bovine Induced Pluripotent Stem Cells by Lentiviral Transduction of Reprogramming Factor Fusion Proteins
Hongguo Cao, Pan Yang, Yong Pu, Xueping Sun, Huiqun Yin, Yu Zhang, Yunhai Zhang, Yunsheng Li, Ya Liu, Fugui Fang, Zijun Zhang, Yong Tao, Xiaorong Zhang
International Journal of Biological Sciences , 2012,
Abstract: Pluripotent stem cells from domesticated animals have potential applications in transgenic breeding. Here, we describe induced pluripotent stem (iPS) cells derived from bovine fetal fibroblasts by lentiviral transduction of Oct4, Sox2, Klf4 and c-Myc defined-factor fusion proteins. Bovine iPS cells showed typical colony morphology, normal karyotypes, stained positively for alkaline phosphatase (AP) and expressed Oct4, Nanog and SSEA1. The CpG in the promoter regions of Oct4 and Nanog were highly unmethylated in bovine iPS cells compared to the fibroblasts. The cells were able to differentiate into cell types of all three germ layers in vitro and in vivo. In addition, these cells were induced into female germ cells under defined culture conditions and expressed early and late female germ cell-specific genes Vasa, Dazl, Gdf9, Nobox, Zp2, and Zp3. Our data suggest that bovine iPS cells were generated from bovine fetal fibroblasts with defined-factor fusion proteins mediated by lentivirus and have potential applications in bovine transgenic breeding and gene-modified animals.
Conditioning of Finite Element Equations with Arbitrary Anisotropic Meshes
Lennard Kamenski,Weizhang Huang,Hongguo Xu
Mathematics , 2012, DOI: 10.1090/S0025-5718-2014-02822-6
Abstract: Bounds are developed for the condition number of the linear finite element equations of an anisotropic diffusion problem with arbitrary meshes. They depend on three factors. The first, factor proportional to a power of the number of mesh elements, represents the condition number of the linear finite element equations for the Laplacian operator on a uniform mesh. The other two factors arise from the mesh nonuniformity viewed in the Euclidean metric and in the metric defined by the diffusion matrix. The new bounds reveal that the conditioning of the finite element equations with adaptive anisotropic meshes is much better than what is commonly feared. Diagonal scaling for the linear system and its effects on the conditioning are also studied. It is shown that the Jacobi preconditioning, which is an optimal diagonal scaling for a symmetric positive definite sparse matrix, can eliminate the effects of mesh nonuniformity viewed in the Euclidean metric and reduce those effects of the mesh viewed in the metric defined by the diffusion matrix. Tight bounds on the extreme eigenvalues of the stiffness and mass matrices are obtained. Numerical examples are given.
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