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Search Results: 1 - 10 of 54346 matches for " REN Jia-wen "
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Optimal Portfolio Liquidation and Dynamic Mean-variance Criterion
Jia-Wen Gu,Mogens Steffensen
Quantitative Finance , 2015,
Abstract: In this paper, we consider the optimal portfolio liquidation problem under the dynamic mean-variance criterion and derive time-consistent solutions in three important models. We give adapted optimal strategies under a reconsidered mean-variance subject at any point in time. We get explicit trading strategies in the basic model and when random pricing signals are incorporated. When we consider stochastic liquidity and volatility, we construct a generalized HJB equation under general assumptions for the parameters. We obtain an explicit solution in stochastic volatility model with a given structure supported by empirical studies.
Adaptive region growing algorithm combined hue statistical characters

LIU Jia-wen,LIANG Guang-ming,LIU Ren-ren,XIE Ya-ting,DING Jian-wen,

计算机应用研究 , 2012,
Abstract: This paper proposed a adaptive region growing algorithm HARG combined hue, hue frequency and its discrete curvature, to direct at the drawback of conventional region growing algorithm characterized by the seed selected and growing condition confirmed great effected and ineffective confirmed. It calculated seed using the sum of hue histogram added window fulfilled with threshold, and region growing by the threshold. Used the algorithm for single cell of microscope cell image, and the experiment results show that the HARG algorithm enhances segmentation precision and achieves segmentation of multiple regions by ensuring adaptively the seed and growing condition.
Study on the mechanical properties of diamond like carbon films with Si doping

Zhao Dong-Cai,Ren Ni,Ma Zhan-Ji,Qiu Jia-Wen,Xiao Geng-Jie,Wu Sheng-Hu,
,任 妮,马占吉,邱家稳,肖更竭,武生虎

物理学报 , 2008,
Abstract: 用脉冲电弧离子镀技术,通过调整掺硅石墨靶和纯石墨靶的数量,制备了一系列不同硅含量的类金刚石薄膜样品.研究发现:当硅含量达6.7at.%时,类金刚石薄膜的应力从4.5GPa降低到3.1GPa,薄膜的硬度还保持在3600Hv,和没有掺杂的类金刚石薄膜的硬度相比,基本保持不变;当硅含量小于6.7at.%时薄膜的摩擦系数相对于未掺杂的类金刚石薄膜也保持不变,为0.15.当薄膜中硅含量继续增加时,薄膜中C—Si键的含量增多,导致薄膜硬度和应力都有较大幅度地减小、摩擦系数增大、磨损性能也变差了.
Mineral and Elemental Characteristics of Microparticles with Different Size Fraction in Snowpits from Zadang Glacier

YU Guang-ming,XU Jian-zhong,KANG Shi-chang,HUANG Jie,REN Jia-wen,

环境科学 , 2011,
Abstract: In order to study the mineral and elemental composition of insoluble microparticles (IP) in snow/ice, two snowpits were collected from the Zadang Glacier in Mt. Nyainqentanglha (30.47 degrees N, 90. 65 degrees E, 5 800 m a. s. l) in May and July, 2009, and IP samples were investigated. The measurements of mineral composition with different size fractions (d > 10 microm and 0.22 microm < d < 10 microm) were carried out using Particle-induced X-ray emission (PIXE) and X-ray diffraction analysis (XRD). The main mineral components of both coarse and fine IP are quartz, mica and calcite, accounting for 71.5% and 76.5%, respectively. The crustal elements concentrations (e.g. Si, Al, Fe, K, Mg and Ca) are 97% and 85.1% of total coarse/fine IP, while S, Cl and P take fairly proportion in fine microparticles (d < 10 microm). Seasonal variability of mineral composition in coarse microparticles (d >10 microm) is not obviously; However it's significantly in fine IP. Enrichment factors (EF) analysis reveals that several elements (e.g. Sc, P, Cr, S and Cl) in fine IP during monsoon season have high values which indicate these elements may be influenced by anthropogenic activities. Backward air mass trajectory analysis suggests that air masses in this region mainly originate from the South Asia areas during monsoon season, and air masses mainly come from arid/semi-arid region in the South and West Asia during non-monsoon season. Therefore, anthropogenic pollutants from the South Asia may be transported by the summer Indian monsoon to the Zadang glacier area. The coarse IP may derive from the local or remote mineral dust, and chemical compositions of fine IP interfere with anthropogenic pollutants.
The Influence of Sheath Solvent’s Flow Rate on the Quality of Electrospun Ethyl Cellulose Nanofibers  [PDF]
Deng-Guang Yu, Xiong-Xiu Li, Jia-Wen Ge, Peng-Peng Ye, Xia Wang
Modeling and Numerical Simulation of Material Science (MNSMS) , 2013, DOI: 10.4236/mnsms.2013.34B001

The present research investigates the influence of sheath solvent’s flow rate on the quality of electrospun ethyl cellulose (EC) nanofibers using a modified coaxial process. With 24 w/v % EC in ethanol as electrospinnable core fluid and ethanol as sheath fluid, EC nanofibers generated under different sheath flow rates were generated from the modified processes. FESEM observations demonstrate that the modified process is effective in preventing the clogging of spinneret for a smooth electrospinning. The key for the modified coaxial process is the reasonable selection of a sheath flow rate matching the drawing process of core EC fluid during the electrpospinning. The EC nanofibers’ diameters (D, nm) could be manipulated through the sheath-to-core flow rate ratio (f) as D = 819-1651f (R= 0.9754) within a suitable range of 0 to 0.25. The present paper provides useful data for the implementation of the modified coaxial process controllably to obtain polymer nanofibers with high quality.

Prediction and Refinement of High-Order Virial Coefficients for a Hard-Sphere System

HU Jia-Wen,YU Yang-Xin,

中国物理快报 , 2009,
General PT-Symmetric Matrices
Jia-wen Deng,Uwe Guenther,Qing-hai Wang
Physics , 2012,
Abstract: Three ways of constructing a non-Hermitian matrix with possible all real eigenvalues are discussed. They are PT symmetry, pseudo-Hermiticity, and generalized PT symmetry. Parameter counting is provided for each class. All three classes of matrices have more real parameters than a Hermitian matrix with the same dimension. The generalized PT-symmetric matrices are most general among the three. All self-adjoint matrices process a generalized PT symmetry. For a given matrix, it can be both PT-symmetric and P'-pseudo-Hermitian with respect to some P' operators. The relation between corresponding P and P' operators is established. The Jordan block structures of each class are discussed. Explicit examples in 2x2 are shown.
Speeding Up Classical and Quantum Adiabatic Processes: Implications for Work Functions and Heat Engine Designs
Jia-wen Deng,Qing-hai Wang,Jiangbin Gong
Mathematics , 2013,
Abstract: Adiabatic processes are important for studying the dynamics of a time-dependent system. Conventionally, the adiabatic processes can only be achieved by varying the system slowly. We speed up both classical and quantum adiabatic processes by adding control protocols. In classical systems, we work out the control protocols by analyzing the classical adiabatic approximation. In quantum systems, we follow the idea of transitionless driving by Berry [J. Phys. A: Math. Theor. Vol.42 365303 (2009)]. Such fast-forward adiabatic processes can be performed at arbitrary fast speed, and in the meanwhile reduce the work fluctuation. In both systems, we use a time-dependent harmonic oscillator model to work out explicitly the work function and the work fluctuation in three types of processes: fast-forward adiabatic processes, adiabatic processes, and non-adiabatic processes. We show the significant reduction on work fluctuation in fast-forward adiabatic process. We further illustrate how the fast-forward process improved the converging rate of the Jarzynski equality between the work function and the free energy. As an application, we show that the fast-forward process not only maximizes the output power but also improve the efficiency of a quantum engine.
On Correlated Defaults and Incomplete Information
Wai-Ki Ching,Jia-Wen Gu,Harry Zheng
Quantitative Finance , 2014,
Abstract: In this paper, we study a continuous time structural asset value model for two correlated firms using a two-dimensional Brownian motion. We consider the situation of incomplete information, where the information set available to the market participants includes the default time of each firm and the periodic asset value reports. In this situation, the default time of each firm becomes a totally inaccessible stopping time to the market participants. The original structural model is first transformed to a reduced-form model. Then the conditional distribution of the default time together with the asset value of each name are derived. We prove the existence of the intensity processes of default times and also give the explicit form of the intensity processes. Numerical studies on the intensities of the two correlated names are conducted for some special cases. We also indicate the possible future research extension into three names case by considering a special correlation structure.
MD-SQL:A Query Language for Multi-dimensional Data Analysis Based on MDX

ZHANG Jia-Wen,LE Jia-Jin,

计算机科学 , 2008,
Abstract: As the core of OLAP,multi-dimensional data analysis plays an important role in the establishment of enterprise data warehouse. Based on the shortcomings of the traditional MDX,we propose a new SQL language model,MD-SQL,to support the OLAP computing and compare the traditional MDX with it. One kind of optimization is presented in the latter part. The experiment shows that MD-SQL is better than traditional MDX in terms of efficiency.
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