Covering-based rough sets,as a technique of granular computing,can be a useful tool for dealing with inexact,uncertain or vague knowledge in information systems.Matroids generalize linear independence in vector spaces...Covering-based rough sets,as a technique of granular computing,can be a useful tool for dealing with inexact,uncertain or vague knowledge in information systems.Matroids generalize linear independence in vector spaces,graph theory and provide well established platforms for greedy algorithm design.In this paper,we construct three types of matroidal structures of covering-based rough sets.Moreover,through these three types of matroids,we study the relationships among these matroids induced by six types of covering-based upper approximation operators.First,we construct three families of sets by indiscernible neighborhoods,neighborhoods and close friends,respectively.Moreover,we prove that they satisfy independent set axioms of matroids.In this way,three types of matroidal structures of covering-based rough sets are constructed.Secondly,we study some characteristics of the three types of matroid,such as dependent sets,circuits,rank function and closure.Finally,by comparing independent sets,we study relationships among these matroids induced by six types of covering-based upper approximation operators.展开更多
This study tested a novel method designed to provide useful information for medical diagnosis and treatment. We measured electroencephalography (EEG) during a test of eye opening and closing, a common test in routine ...This study tested a novel method designed to provide useful information for medical diagnosis and treatment. We measured electroencephalography (EEG) during a test of eye opening and closing, a common test in routine EEG examination. This test is mainly used for measuring the degree of alpha blocking and sensitivity during eyes opening and closing. However, because these factors depend on the subject’s awareness, drowsiness can interfere with accurate diagnosis. We sought to determine the optimal EEG frequency band and optimal brain region for distinguishing healthy individuals from patients suffering from several neurophysiological diseases (including dementia, cerebrovascular disorder, schizophrenia, alcoholism, and epilepsy) while fully awake, and while in an early drowsy state. We tested four groups of subjects (awake healthy subjects, drowsy healthy subjects, awake patients and drowsy patients). The complexity of EEG band frequencies over five lobes in the human brain was analyzed using wavelet-based approximate entropy (ApEn). Two-way analysis of variance tested the effects of the two factors of interest (subjects’ health state, and subjects’ wakefulness state) on five different lobes of the brain during eyes opening and closing. The complexity of the theta and delta bands over frontal and central regions, respectively, was significantly greater in the healthy state during eyes opening. In contrast, patients exhibited increased complexity of gamma band activity over the temporal region only, during eyes-close. The early drowsy state and wakefulness state increased the complexity of theta band activity over the temporal region only during eyes-close and eyes-open states respectively, and this change was significantly greater in control subjects compared with patients. We propose that this method may be useful in routine EEG examination, to aid medical doctors and clinicians in distinguishing healthy individuals from patients, regardless of whether the subject is fully awake or in the early stages of drowsiness.展开更多
The stochastic alpha beta rho(SABR)model introduced by Hagan et al.(2002)is widely used in both fixed income and the foreign exchange(FX)markets.Continuously monitored barrier option contracts are among the most popul...The stochastic alpha beta rho(SABR)model introduced by Hagan et al.(2002)is widely used in both fixed income and the foreign exchange(FX)markets.Continuously monitored barrier option contracts are among the most popular derivative contracts in the FX markets.In this paper,we develop closed-form formulas to approximate various types of barrier option prices(down-and-out/in,up-and-out/in)under the SABR model.We first derive an approximate formula for the survival density.The barrier option price is the one-dimensional integral of its payoff function and the survival density,which can be easily implemented and quickly evaluated.The approximation error of the survival density is also analyzed.To the best of our knowledge,it is the first time that analytical(approximate)formulas for the survival density and the barrier option prices for the SABR model are derived.Numerical experiments demonstrate the validity and efficiency of these formulas.展开更多
基金Supported by the Research Foundation for Middle-aged and Young Scientist of Fujian Province(Grant No.JAT170731)
文摘Covering-based rough sets,as a technique of granular computing,can be a useful tool for dealing with inexact,uncertain or vague knowledge in information systems.Matroids generalize linear independence in vector spaces,graph theory and provide well established platforms for greedy algorithm design.In this paper,we construct three types of matroidal structures of covering-based rough sets.Moreover,through these three types of matroids,we study the relationships among these matroids induced by six types of covering-based upper approximation operators.First,we construct three families of sets by indiscernible neighborhoods,neighborhoods and close friends,respectively.Moreover,we prove that they satisfy independent set axioms of matroids.In this way,three types of matroidal structures of covering-based rough sets are constructed.Secondly,we study some characteristics of the three types of matroid,such as dependent sets,circuits,rank function and closure.Finally,by comparing independent sets,we study relationships among these matroids induced by six types of covering-based upper approximation operators.
文摘This study tested a novel method designed to provide useful information for medical diagnosis and treatment. We measured electroencephalography (EEG) during a test of eye opening and closing, a common test in routine EEG examination. This test is mainly used for measuring the degree of alpha blocking and sensitivity during eyes opening and closing. However, because these factors depend on the subject’s awareness, drowsiness can interfere with accurate diagnosis. We sought to determine the optimal EEG frequency band and optimal brain region for distinguishing healthy individuals from patients suffering from several neurophysiological diseases (including dementia, cerebrovascular disorder, schizophrenia, alcoholism, and epilepsy) while fully awake, and while in an early drowsy state. We tested four groups of subjects (awake healthy subjects, drowsy healthy subjects, awake patients and drowsy patients). The complexity of EEG band frequencies over five lobes in the human brain was analyzed using wavelet-based approximate entropy (ApEn). Two-way analysis of variance tested the effects of the two factors of interest (subjects’ health state, and subjects’ wakefulness state) on five different lobes of the brain during eyes opening and closing. The complexity of the theta and delta bands over frontal and central regions, respectively, was significantly greater in the healthy state during eyes opening. In contrast, patients exhibited increased complexity of gamma band activity over the temporal region only, during eyes-close. The early drowsy state and wakefulness state increased the complexity of theta band activity over the temporal region only during eyes-close and eyes-open states respectively, and this change was significantly greater in control subjects compared with patients. We propose that this method may be useful in routine EEG examination, to aid medical doctors and clinicians in distinguishing healthy individuals from patients, regardless of whether the subject is fully awake or in the early stages of drowsiness.
基金support of the China National Social Science Fund under Grant No.15BJL093Yanchu Liu is partially supported by the National Natural Science Foundation of China under Grant No.71501196,No.71231008,No.71721001+4 种基金the China National Social Science Fund under Grant No.17ZDA073the Natural Science Foundation of Guangdong Province of China under Grant No.2014A030312003the Innovative Research Team Project of Guangdong Province of China under Grant No.2016WCXTD001the Fundamental Research Funds for the Central Universities under Grant No.14wkpy63research grants from Lingnan(University)College and Advanced Research Institute of Finance at Sun Yat-sen University.
文摘The stochastic alpha beta rho(SABR)model introduced by Hagan et al.(2002)is widely used in both fixed income and the foreign exchange(FX)markets.Continuously monitored barrier option contracts are among the most popular derivative contracts in the FX markets.In this paper,we develop closed-form formulas to approximate various types of barrier option prices(down-and-out/in,up-and-out/in)under the SABR model.We first derive an approximate formula for the survival density.The barrier option price is the one-dimensional integral of its payoff function and the survival density,which can be easily implemented and quickly evaluated.The approximation error of the survival density is also analyzed.To the best of our knowledge,it is the first time that analytical(approximate)formulas for the survival density and the barrier option prices for the SABR model are derived.Numerical experiments demonstrate the validity and efficiency of these formulas.
