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Search Results: 1 - 10 of 137741 matches for " CHEN; XING YU "
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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.
COMPARISON OF VOLATILE COMPONENTS FROM MARCHANTIA CONVOLUTA OBTAINED BY MICROWAVE EXTRACTION AND PHYTOSOL EXTRACTION
YAN,CHEN; XING YU,JIANG; XING,TONG; XIAO QING,CHEN;
Journal of the Chilean Chemical Society , 2008, DOI: 10.4067/S0717-97072008000200016
Abstract: the volatile oils from marchantía convoluta were obtained by microwave extraction (me) and phytosol extraction (pe) methods. the attained extracts were analyzed by gas chromatography with mass spectrometric detector (gc-ms). the compounds were identified according to their retention indices and mass spectra (el, 70 ev). a total of fourteen compounds were identified in me extract accounting for 80.72% of total peak area. isolongifolene (24.588%), 1, 2-benzenedicarboxylic acid, butyl cyclohexyl ester (10.768%), pyrene (9.328%) and hexadecanoic acid, ethyl ester (8.570%) were the major compounds identified from me extract. the analytical results of me extract were compared with pe method. the me extract was found to be markedly different from that of pe extract. a total of seven compounds in pe extract were identified accounting for 74.275% total peak area. 1-phenanthrenecarboxylic acid, 1,2,3,4,4a,9,10, 10a-octahydro-1, 4a-dimethyl-7-(1-methylethyl) methyl ester were the major compounds
COMPARISON OF VOLATILE COMPONENTS FROM MARCHANTIA CONVOLUTA OBTAINED BY MICROWAVE EXTRACTION AND PHYTOSOL EXTRACTION
CHEN YAN,JIANG XING YU,TONG XING,CHEN XIAO QING
Journal of the Chilean Chemical Society , 2008,
Abstract: The volatile oils from Marchantía convoluta were obtained by microwave extraction (ME) and phytosol extraction (PE) methods. The attained extracts were analyzed by gas chromatography with mass spectrometric detector (GC-MS). The compounds were identified according to their retention indices and mass spectra (El, 70 eV). A total of fourteen compounds were identified in ME extract accounting for 80.72% of total peak area. Isolongifolene (24.588%), 1, 2-benzenedicarboxylic acid, butyl cyclohexyl ester (10.768%), pyrene (9.328%) and hexadecanoic acid, ethyl ester (8.570%) were the major compounds identified from ME extract. The analytical results of ME extract were compared with PE method. The ME extract was found to be markedly different from that of PE extract. A total of seven compounds in PE extract were identified accounting for 74.275% total peak area. 1-Phenanthrenecarboxylic acid, 1,2,3,4,4a,9,10, 10a-octahydro-1, 4a-dimethyl-7-(1-methylethyl) methyl ester were the major compounds
Adaptation fermentation of Pichia stipitis and combination detoxification on steam exploded lignocellulosic prehydrolyzate  [PDF]
Jun-Jun Zhu, Qiang Yong, Yong Xu, Shang-Xing Chen, Shi-Yuan Yu
Natural Science (NS) , 2009, DOI: 10.4236/ns.2009.11009
Abstract: Yeast Pichia stipitis CBS 5776 was developed through adaptation fermentation step by step in steam exploded corn stover prehydrolyzate because high concentration of weak acids and other inhibitors present in the prehydrolyzate could degrade the fermentability. However, the adaptability of Pichia stipitis CBS 5776 in the prehydrolyzate was so limited that steam strip-ping and overliming were applied to remove these inhibitors from it. Corn stover was steam exploded; the filtrate of steam exploded corn stover was hydrolyzed with dilute sulfuric acid, and then the acid hydrolyzate was detoxified and fermented by Pichia stipitis CBS 5776. Steam stripping could remove volatile com-pounds from the acid hydrolyzate and the fil-trate. At a steam stripping time of 120min, 81% acetic acid and 59% formic acid were removed from the acid hydrolyzate, 77% acetic acid and 45% formic acid were removed from the filtrate, while furfural was stripped off completely from the acid hydrolyzate and the filtrate. Overliming could reduce the contents of furfural and phe-nolics present in the acid hydrolyzate, however, sugars, especially pentoses, were also removed partially. It was necessary to detoxify the acid hydrolyzate in order to ferment the sugars to ethanol. Acid hydrolyzate detoxified with a combination of steam stripping for 120 min and overliming at pH11 and 60℃ for 90 min, its fer-mentability was significantly improved. Xylose was consumed nearly completely in 24h with an ethanol yield of 15.92g/l, 80.34% of theoretical.
A Synthetic Design of Eliminating Crosstalk Within MTLS
Hui Chen;Yu-Xing Zhang
PIER , 2007, DOI: 10.2528/PIER07070603
Abstract: This paper presents a synthetic concept on eliminating crosstalk within multiconductor transmission lines (MTLs). Firstly, the method of moments (MoM) is used to calculate the per-unitlength (PUL) parameters of transmission lines. Secondly, the crosstalk is predicted using SPICE circuit simulator. Finally, three methods eliminating crosstalk are used synthetically to design the structure of MTLs. According to the results simulated with software, the effect on eliminating crosstalk by the synthetic design is quite satisfactory. Therefore, the concept may be implimented in practical engineering.
A Novel Compact Planar Six-Way Power Divider Using Folded and Hybrid-Expanded Coupled Lines
Hui Chen;Yu-Xing Zhang
PIER , 2007, DOI: 10.2528/PIER07070601
Abstract: A novel planar six-way power divider is proposed. Based on the conventional planar microstrip coupled line technology, the proposed compact six-way power divider is comprised of two stages coupled transmission lines, which is different to the conventional multistage power divider using the same expanded structure, one stage folded two-coupled line, and the other hybrid-expanded symmetrical three-coupled line. Therefore, the proposed power divider is size reduction, and has a broad-band property, which is better than 40% of fractional bandwidth. Furthermore, compared to a traditional six-way power divider, it is designed and fabricated easily. From the simulated and measured results, the six-way planar power divider shows a good specifications, which are insert loss 8.1±0.2 dB from 2 GHz to 3 GHz, and return loss less than 18 dB, isolation less than 19.5dB at 2.5 GHz, respectively.
A Novel and Compact UWB Bandpass Filter Using Microstrip Fork-Form Resonators
Hui Chen;Yu-Xing Zhang
PIER , 2007, DOI: 10.2528/PIER07082302
Abstract: A novel and compact ultra wideband (UWB) bandpass filter (BPF) with two transmission zeros near both passband edges of lower and higher frequency is proposed by using a new structure of fork-formresonators. The fork-formresonator generates a attenuation pole at the higher passband edge, lower insertion loss, wider bandwidth and compacter dimension, as compared with the traditional parallel unilateral-coupled resonator. A microstrip bandpass filter cascaded by two stages fork-formresonators with a 3-dB fractional bandwidth of 128% (from1.0 GHz to 4.6 GHz) is designed, fabricated, and tested. The measured characteristics of the filter agree with the theoretical simulations, and the measured results show good specifications which are very low insertion loss 0.5±0.3 dB within the passband and good return loss less than 15 dB from1.5 GHz to 4.0 GHz, respectively.
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
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