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Modeling of Precipitation over Africa:Progress,Challenges,and Prospects
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作者 A.A.AKINSANOLA C.N.WENHAJI +21 位作者 R.BARIMALALA P.-A.MONERIE R.D.DIXON A.T.TAMOFFO M.O.ADENIYI V.ONGOMA I.DIALLO M.GUDOSHAVA C.M.WAINWRIGHT R.JAMES K.C.SILVERIO A.FAYE S.S.NANGOMBE M.W.POKAM D.A.VONDOU N.C.G.HART I.PINTO M.KILAVI S.HAGOS E.N.RAJAGOPAL R.K.KOLLI S.JOSEPH 《Advances in Atmospheric Sciences》 2026年第1期59-86,共28页
In recent years,there has been an increasing need for climate information across diverse sectors of society.This demand has arisen from the necessity to adapt to and mitigate the impacts of climate variability and cha... In recent years,there has been an increasing need for climate information across diverse sectors of society.This demand has arisen from the necessity to adapt to and mitigate the impacts of climate variability and change.Likewise,this period has seen a significant increase in our understanding of the physical processes and mechanisms that drive precipitation and its variability across different regions of Africa.By leveraging a large volume of climate model outputs,numerous studies have investigated the model representation of African precipitation as well as underlying physical processes.These studies have assessed whether the physical processes are well depicted and whether the models are fit for informing mitigation and adaptation strategies.This paper provides a review of the progress in precipitation simulation overAfrica in state-of-the-science climate models and discusses the major issues and challenges that remain. 展开更多
关键词 RAINFALL MONSOON climate modeling CORDEX CMIP6 convection-permitting models
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Do Higher Horizontal Resolution Models Perform Better?
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作者 Shoji KUSUNOKI 《Advances in Atmospheric Sciences》 2026年第1期259-262,共4页
Climate model prediction has been improved by enhancing model resolution as well as the implementation of sophisticated physical parameterization and refinement of data assimilation systems[section 6.1 in Wang et al.(... Climate model prediction has been improved by enhancing model resolution as well as the implementation of sophisticated physical parameterization and refinement of data assimilation systems[section 6.1 in Wang et al.(2025)].In relation to seasonal forecasting and climate projection in the East Asian summer monsoon season,proper simulation of the seasonal migration of rain bands by models is a challenging and limiting factor[section 7.1 in Wang et al.(2025)]. 展开更多
关键词 enhancing model resolution refinement data assimilation systems section climate model climate projection higher horizontal resolution seasonal forecasting simulation seasonal migration rain bands model resolution
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An Optimized Customer Churn Prediction Approach Based on Regularized Bidirectional Long Short-Term Memory Model
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作者 Adel Saad Assiri 《Computers, Materials & Continua》 2026年第1期1783-1803,共21页
Customer churn is the rate at which customers discontinue doing business with a company over a given time period.It is an essential measure for businesses to monitor high churn rates,as they often indicate underlying ... Customer churn is the rate at which customers discontinue doing business with a company over a given time period.It is an essential measure for businesses to monitor high churn rates,as they often indicate underlying issues with services,products,or customer experience,resulting in considerable income loss.Prediction of customer churn is a crucial task aimed at retaining customers and maintaining revenue growth.Traditional machine learning(ML)models often struggle to capture complex temporal dependencies in client behavior data.To address this,an optimized deep learning(DL)approach using a Regularized Bidirectional Long Short-Term Memory(RBiLSTM)model is proposed to mitigate overfitting and improve generalization error.The model integrates dropout,L2-regularization,and early stopping to enhance predictive accuracy while preventing over-reliance on specific patterns.Moreover,this study investigates the effect of optimization techniques on boosting the training efficiency of the developed model.Experimental results on a recent public customer churn dataset demonstrate that the trained model outperforms the traditional ML models and some other DL models,such as Long Short-Term Memory(LSTM)and Deep Neural Network(DNN),in churn prediction performance and stability.The proposed approach achieves 96.1%accuracy,compared with LSTM and DNN,which attain 94.5%and 94.1%accuracy,respectively.These results confirm that the proposed approach can be used as a valuable tool for businesses to identify at-risk consumers proactively and implement targeted retention strategies. 展开更多
关键词 Customer churn prediction deep learning RBiLSTM DROPOUT baseline models
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When Large Language Models and Machine Learning Meet Multi-Criteria Decision Making: Fully Integrated Approach for Social Media Moderation
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作者 Noreen Fuentes Janeth Ugang +4 位作者 Narcisan Galamiton Suzette Bacus Samantha Shane Evangelista Fatima Maturan Lanndon Ocampo 《Computers, Materials & Continua》 2026年第1期2137-2162,共26页
This study demonstrates a novel integration of large language models,machine learning,and multicriteria decision-making to investigate self-moderation in small online communities,a topic under-explored compared to use... This study demonstrates a novel integration of large language models,machine learning,and multicriteria decision-making to investigate self-moderation in small online communities,a topic under-explored compared to user behavior and platform-driven moderation on social media.The proposed methodological framework(1)utilizes large language models for social media post analysis and categorization,(2)employs k-means clustering for content characterization,and(3)incorporates the TODIM(Tomada de Decisão Interativa Multicritério)method to determine moderation strategies based on expert judgments.In general,the fully integrated framework leverages the strengths of these intelligent systems in a more systematic evaluation of large-scale decision problems.When applied in social media moderation,this approach promotes nuanced and context-sensitive self-moderation by taking into account factors such as cultural background and geographic location.The application of this framework is demonstrated within Facebook groups.Eight distinct content clusters encompassing safety,harassment,diversity,and misinformation are identified.Analysis revealed a preference for content removal across all clusters,suggesting a cautious approach towards potentially harmful content.However,the framework also highlights the use of other moderation actions,like account suspension,depending on the content category.These findings contribute to the growing body of research on self-moderation and offer valuable insights for creating safer and more inclusive online spaces within smaller communities. 展开更多
关键词 Self-moderation user-generated content k-means clustering TODIM large language models
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A Boundary Element Reconstruction (BER) Model for Moving Morphable Component Topology Optimization
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作者 Zhao Li Hongyu Xu +2 位作者 Shuai Zhang Jintao Cui Xiaofeng Liu 《Computers, Materials & Continua》 2026年第1期2213-2230,共18页
The moving morphable component(MMC)topology optimization method,as a typical explicit topology optimization method,has been widely concerned.In the MMC topology optimization framework,the surrogate material model is m... The moving morphable component(MMC)topology optimization method,as a typical explicit topology optimization method,has been widely concerned.In the MMC topology optimization framework,the surrogate material model is mainly used for finite element analysis at present,and the effectiveness of the surrogate material model has been fully confirmed.However,there are some accuracy problems when dealing with boundary elements using the surrogate material model,which will affect the topology optimization results.In this study,a boundary element reconstruction(BER)model is proposed based on the surrogate material model under the MMC topology optimization framework to improve the accuracy of topology optimization.The proposed BER model can reconstruct the boundary elements by refining the local meshes and obtaining new nodes in boundary elements.Then the density of boundary elements is recalculated using the new node information,which is more accurate than the original model.Based on the new density of boundary elements,the material properties and volume information of the boundary elements are updated.Compared with other finite element analysis methods,the BER model is simple and feasible and can improve computational accuracy.Finally,the effectiveness and superiority of the proposed method are verified by comparing it with the optimization results of the original surrogate material model through several numerical examples. 展开更多
关键词 Topology optimization MMC method boundary element reconstruction surrogate material model local mesh
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Face-Pedestrian Joint Feature Modeling with Cross-Category Dynamic Matching for Occlusion-Robust Multi-Object Tracking
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作者 Qin Hu Hongshan Kong 《Computers, Materials & Continua》 2026年第1期870-900,共31页
To address the issues of frequent identity switches(IDs)and degraded identification accuracy in multi object tracking(MOT)under complex occlusion scenarios,this study proposes an occlusion-robust tracking framework ba... To address the issues of frequent identity switches(IDs)and degraded identification accuracy in multi object tracking(MOT)under complex occlusion scenarios,this study proposes an occlusion-robust tracking framework based on face-pedestrian joint feature modeling.By constructing a joint tracking model centered on“intra-class independent tracking+cross-category dynamic binding”,designing a multi-modal matching metric with spatio-temporal and appearance constraints,and innovatively introducing a cross-category feature mutual verification mechanism and a dual matching strategy,this work effectively resolves performance degradation in traditional single-category tracking methods caused by short-term occlusion,cross-camera tracking,and crowded environments.Experiments on the Chokepoint_Face_Pedestrian_Track test set demonstrate that in complex scenes,the proposed method improves Face-Pedestrian Matching F1 area under the curve(F1 AUC)by approximately 4 to 43 percentage points compared to several traditional methods.The joint tracking model achieves overall performance metrics of IDF1:85.1825%and MOTA:86.5956%,representing improvements of 0.91 and 0.06 percentage points,respectively,over the baseline model.Ablation studies confirm the effectiveness of key modules such as the Intersection over Area(IoA)/Intersection over Union(IoU)joint metric and dynamic threshold adjustment,validating the significant role of the cross-category identity matching mechanism in enhancing tracking stability.Our_model shows a 16.7%frame per second(FPS)drop vs.fairness of detection and re-identification in multiple object tracking(FairMOT),with its cross-category binding module adding aboute 10%overhead,yet maintains near-real-time performance for essential face-pedestrian tracking at small resolutions. 展开更多
关键词 Cross-category dynamic binding joint feature modeling face-pedestrian association multi object tracking occlusion robustness
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Motion In-Betweening via Frequency-Domain Diffusion Model
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作者 Qiang Zhang Shuo Feng +2 位作者 Shanxiong Chen Teng Wan Ying Qi 《Computers, Materials & Continua》 2026年第1期275-296,共22页
Human motion modeling is a core technology in computer animation,game development,and humancomputer interaction.In particular,generating natural and coherent in-between motion using only the initial and terminal frame... Human motion modeling is a core technology in computer animation,game development,and humancomputer interaction.In particular,generating natural and coherent in-between motion using only the initial and terminal frames remains a fundamental yet unresolved challenge.Existing methods typically rely on dense keyframe inputs or complex prior structures,making it difficult to balance motion quality and plausibility under conditions such as sparse constraints,long-term dependencies,and diverse motion styles.To address this,we propose a motion generation framework based on a frequency-domain diffusion model,which aims to better model complex motion distributions and enhance generation stability under sparse conditions.Our method maps motion sequences to the frequency domain via the Discrete Cosine Transform(DCT),enabling more effective modeling of low-frequency motion structures while suppressing high-frequency noise.A denoising network based on self-attention is introduced to capture long-range temporal dependencies and improve global structural awareness.Additionally,a multi-objective loss function is employed to jointly optimize motion smoothness,pose diversity,and anatomical consistency,enhancing the realism and physical plausibility of the generated sequences.Comparative experiments on the Human3.6M and LaFAN1 datasets demonstrate that our method outperforms state-of-the-art approaches across multiple performance metrics,showing stronger capabilities in generating intermediate motion frames.This research offers a new perspective and methodology for human motion generation and holds promise for applications in character animation,game development,and virtual interaction. 展开更多
关键词 Motion generation diffusion model frequency domain human motion synthesis self-attention network 3D motion interpolation
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Effects of noninvasive brain stimulation on motor functions in animal models of ischemia and trauma in the central nervous system
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作者 Seda Demir Gereon R.Fink +1 位作者 Maria A.Rueger Stefan J.Blaschke 《Neural Regeneration Research》 2026年第4期1264-1276,共13页
Noninvasive brain stimulation techniques offer promising therapeutic and regenerative prospects in neurological diseases by modulating brain activity and improving cognitive and motor functions.Given the paucity of kn... Noninvasive brain stimulation techniques offer promising therapeutic and regenerative prospects in neurological diseases by modulating brain activity and improving cognitive and motor functions.Given the paucity of knowledge about the underlying modes of action and optimal treatment modalities,a thorough translational investigation of noninvasive brain stimulation in preclinical animal models is urgently needed.Thus,we reviewed the current literature on the mechanistic underpinnings of noninvasive brain stimulation in models of central nervous system impairment,with a particular emphasis on traumatic brain injury and stroke.Due to the lack of translational models in most noninvasive brain stimulation techniques proposed,we found this review to the most relevant techniques used in humans,i.e.,transcranial magnetic stimulation and transcranial direct current stimulation.We searched the literature in Pub Med,encompassing the MEDLINE and PMC databases,for studies published between January 1,2020 and September 30,2024.Thirty-five studies were eligible.Transcranial magnetic stimulation and transcranial direct current stimulation demonstrated distinct strengths in augmenting rehabilitation post-stroke and traumatic brain injury,with emerging mechanistic evidence.Overall,we identified neuronal,inflammatory,microvascular,and apoptotic pathways highlighted in the literature.This review also highlights a lack of translational surrogate parameters to bridge the gap between preclinical findings and their clinical translation. 展开更多
关键词 noninvasive brain stimulation preclinical modeling STROKE transcranial direct current stimulation transcranial magnetic stimulation traumatic brain injury
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Novel therapies for myasthenia gravis:Translational research from animal models to clinical application
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作者 Benedetta Sorrenti Christian Laurini +4 位作者 Luca Bosco Camilla Mirella Maria Strano Adele Ratti Yuri Matteo Falzone Stefano Carlo Previtali 《Neural Regeneration Research》 2026年第5期1834-1848,共15页
Myasthenia gravis is a chronic autoimmune disorder that affects the neuromuscular junction leading to fluctuating skeletal muscle fatigability. The majority of myasthenia gravis patients have detectable antibodies in ... Myasthenia gravis is a chronic autoimmune disorder that affects the neuromuscular junction leading to fluctuating skeletal muscle fatigability. The majority of myasthenia gravis patients have detectable antibodies in their serum, targeting acetylcholine receptor, muscle-specific kinase, or related proteins. Current treatment for myasthenia gravis involves symptomatic therapy, immunosuppressive drugs such as corticosteroids, azathioprine, and mycophenolate mofetil, and thymectomy, which is primarily indicated in patients with thymoma or thymic hyperplasia. However, this condition continues to pose significant challenges including an unpredictable and variable disease progression, differing response to individual therapies, and substantial longterm side effects associated with standard treatments(including an increased risk of infections, osteoporosis, and diabetes), underscoring the necessity for a more personalized approach to treatment. Furthermore, about fifteen percent of patients, called “refractory myasthenia gravis patients”, do not respond adequately to standard therapies. In this context, the introduction of molecular therapies has marked a significant advance in myasthenia gravis management. Advances in understanding myasthenia gravis pathogenesis, especially the role of pathogenic antibodies, have driven the development of these biological drugs, which offer more selective, rapid, and safer alternatives to traditional immunosuppressants. This review aims to provide a comprehensive overview of emerging therapeutic strategies targeting specific immune pathways in myasthenia gravis, with a particular focus on preclinical evidence, therapeutic rationale, and clinical translation of B-cell depletion therapies, neonatal Fc receptor inhibitors, and complement inhibitors. 展开更多
关键词 acetylcholine receptor(AChR) animal models B-cell depletion biological therapies COMPLEMENT IMMUNOTHERAPY muscle-specific kinase(Mu SK) neonatal Fc receptor
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Human cerebral organoids:Complex,versatile,and human-relevant models of neural development and brain diseases
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作者 Raquel Coronel Rosa González-Sastre +8 位作者 Patricia Mateos-Martínez Laura Maeso Elena Llorente-Beneyto Sabela Martín-Benito Viviana S.Costa Gagosian Leonardo Foti Ma Carmen González-Caballero Victoria López-Alonso Isabel Liste 《Neural Regeneration Research》 2026年第3期837-854,共18页
The brain is the most complex human organ,and commonly used models,such as two-dimensional-cell cultures and animal brains,often lack the sophistication needed to accurately use in research.In this context,human cereb... The brain is the most complex human organ,and commonly used models,such as two-dimensional-cell cultures and animal brains,often lack the sophistication needed to accurately use in research.In this context,human cerebral organoids have emerged as valuable tools offering a more complex,versatile,and human-relevant system than traditional animal models,which are often unable to replicate the intricate architecture and functionality of the human brain.Since human cerebral organoids are a state-of-the-art model for the study of neurodevelopment and different pathologies affecting the brain,this field is currently under constant development,and work in this area is abundant.In this review,we give a complete overview of human cerebral organoids technology,starting from the different types of protocols that exist to generate different human cerebral organoids.We continue with the use of brain organoids for the study of brain pathologies,highlighting neurodevelopmental,psychiatric,neurodegenerative,brain tumor,and infectious diseases.Because of the potential value of human cerebral organoids,we describe their use in transplantation,drug screening,and toxicology assays.We also discuss the technologies available to study cell diversity and physiological characteristics of organoids.Finally,we summarize the limitations that currently exist in the field,such as the development of vasculature and microglia,and highlight some of the novel approaches being pursued through bioengineering. 展开更多
关键词 assembloids BIOENGINEERING challenges disease modeling drug screening and toxicology human brain organoids human pluripotent stem cells neurodegenerative diseases NEURODEVELOPMENT VASCULARIZATION
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银行间债券市场与利率互换市场的联动性——基于DCC-MIDAS模型的实证 被引量:8
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作者 张屹山 杜彤伟 杨成荣 《系统工程》 CSSCI 北大核心 2018年第1期13-21,共9页
通过建立一个两因子波动率成分模型——DCC-MIDAS模型深入研究中国银行间债券市场与利率互换市场之间的联动性。研究结果表明,两个市场之间存在显著的双向价格引导和长短期波动溢出效应;动态条件相关性为负且有逐渐增强的趋势;两个市场... 通过建立一个两因子波动率成分模型——DCC-MIDAS模型深入研究中国银行间债券市场与利率互换市场之间的联动性。研究结果表明,两个市场之间存在显著的双向价格引导和长短期波动溢出效应;动态条件相关性为负且有逐渐增强的趋势;两个市场的长期波动受到共同的宏观经济变量波动的影响,宏观经济不确定性对两个市场的长期波动有正向影响,且对银行间债券市场长期波动的影响程度更大。 展开更多
关键词 银行间债券市场 利率互换市场 波动率分解 GARCH-MIDAS dcc-midas
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人民币与“一带一路”主要国家货币的汇率联动效应——基于DCC-MIDAS模型的实证 被引量:5
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作者 周春应 王惜凡 《金融理论与实践》 北大核心 2021年第4期36-43,共8页
选取2008—2020年“一带一路”沿线22个国家货币汇率的日度数据,采用DCC-MIDAS模型估计了人民币与“一带一路”沿线主要国家汇率关联的动态相关系数。结果发现:“一带一路”重要合作项目的推进能够有效提升人民币的区域影响力,人民币对... 选取2008—2020年“一带一路”沿线22个国家货币汇率的日度数据,采用DCC-MIDAS模型估计了人民币与“一带一路”沿线主要国家汇率关联的动态相关系数。结果发现:“一带一路”重要合作项目的推进能够有效提升人民币的区域影响力,人民币对沿线国家已经形成一定的辐射性,主要面向双边经贸合作紧密的国家,且该汇率影响关系的形成存在地缘特征;同时,人民币与部分沿线国家已形成的汇率联动关系能够抵御一定的外界干扰,但内部传导关系并不稳定,表明中国与“一带一路”沿线国家的合作结构单一,合作关系还有很大的开拓空间;此外,2020年初暴发的新冠肺炎疫情对于各国经济的冲击影响了国际汇率市场的稳定,一定程度上削弱了人民币此前已形成的影响力。 展开更多
关键词 人民币汇率 “一带一路”倡议 汇率联动 dcc-midas
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基于DCC-MIDAS-NL模型的高维时变投资组合模型的估计及应用 被引量:1
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作者 刘丽萍 王江芳 吕政 《运筹与管理》 北大核心 2025年第3期205-210,共6页
协方差阵是投资组合模型的重要构成部分,如何估计和预测高维资产间的协方差阵是金融领域研究的一大热点和难点问题。本文对DCC-MIDAS模型进行改进,将QuEST函数以及非线性收缩法应用到协方差阵的估计中,提出DCC-MIDAS-NL模型,该模型的优... 协方差阵是投资组合模型的重要构成部分,如何估计和预测高维资产间的协方差阵是金融领域研究的一大热点和难点问题。本文对DCC-MIDAS模型进行改进,将QuEST函数以及非线性收缩法应用到协方差阵的估计中,提出DCC-MIDAS-NL模型,该模型的优点主要体现在两个方面:首先,DCC-MIDAS-NL模型在捕捉数据时变性的同时,可以有效解决维数诅咒问题,克服DCC-MIDAS模型的不足,使得高维时变协方差阵的估计和预测更易实现。其次,DCC-MIDAS-NL模型无需做正态假定,更加适用于具有尖峰厚尾特征的金融收益率数据。除此之外,本文还引入了多类惩罚函数至最小方差投资组合中,来探讨DCC-MIDAS-NL模型在投资组合中的应用效果,并进一步分析惩罚函数的引入对高维投资组合效率的影响。研究发现:由DCC-MIDAS-NL构造的投资组合具有更优的表现。 展开更多
关键词 高维时变投资组合 dcc-midas-NL模型 QuEST函数 非线性收缩法
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经济政策不确定性对“中-美”股市、“中国股市-黄金市场”的长期动态相关性影响研究——基于DCC-MIDAS模型 被引量:5
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作者 杨亚娟 马如飞 陈孔艳 《运筹与管理》 CSSCI CSCD 北大核心 2021年第11期142-146,210,共6页
研究聚焦在中国经济政策不确定性对“中-美”股市、“中国股市-黄金市场”的长期动态相关性影响方面。引入Baker提出的用于衡量经济政策不确定性的EPU指数建立修正版DCC-MIDAS模型,基于该模型的实证结果如下:其一,中国经济政策不确定性... 研究聚焦在中国经济政策不确定性对“中-美”股市、“中国股市-黄金市场”的长期动态相关性影响方面。引入Baker提出的用于衡量经济政策不确定性的EPU指数建立修正版DCC-MIDAS模型,基于该模型的实证结果如下:其一,中国经济政策不确定性指数变动对“中-美”股市的长期相关性具有显著的正向影响;其二,中国经济政策不确定性指数变化对“中国股市—黄金市场”的长期相关性具有显著的负向影响,当经济政策不确定性较高时,投资者会倾向于选择相对安全的黄金资产,这恰恰符合“安全投资转移”效应。除此之外,作为应用案例,比较了美股股指期货和黄金期货的风险对冲效果,结果显示美股期货对冲更优。 展开更多
关键词 经济政策不确定性 动态相关性 GARCH-MIDAS模型 dcc-midas模型
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基于Hybrid Model的浙江省太阳总辐射估算及其时空分布特征
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作者 顾婷婷 潘娅英 张加易 《气象科学》 2025年第2期176-181,共6页
利用浙江省两个辐射站的观测资料,对地表太阳辐射模型Hybrid Model在浙江省的适用性进行评估分析。在此基础上,利用Hybrid Model重建浙江省71个站点1971—2020年的地表太阳辐射日数据集,并分析其时空变化特征。结果表明:Hybrid Model模... 利用浙江省两个辐射站的观测资料,对地表太阳辐射模型Hybrid Model在浙江省的适用性进行评估分析。在此基础上,利用Hybrid Model重建浙江省71个站点1971—2020年的地表太阳辐射日数据集,并分析其时空变化特征。结果表明:Hybrid Model模拟效果良好,和A-P模型计算结果进行对比,杭州站的平均误差、均方根误差、平均绝对百分比误差分别为2.01 MJ·m^(-2)、2.69 MJ·m^(-2)和18.02%,而洪家站的平均误差、均方根误差、平均绝对百分比误差分别为1.41 MJ·m^(-2)、1.85 MJ·m^(-2)和11.56%,误差均低于A-P模型,且Hybrid Model在各月模拟的误差波动较小。浙江省近50 a平均地表总辐射在3733~5060 MJ·m^(-2),高值区主要位于浙北平原及滨海岛屿地区。1971—2020年浙江省太阳总辐射呈明显减少的趋势,气候倾向率为-72 MJ·m^(-2)·(10 a)^(-1),并在1980s初和2000年中期发生了突变减少。 展开更多
关键词 Hybrid model 太阳总辐射 误差分析 时空分布
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上海股票、债券和基金市场的联动性——基于DCC-MIDAS的实证 被引量:3
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作者 周长锋 孙苗 《时代金融》 2019年第13期63-68,共6页
运用DCC-MIDAS模型和GARCH-MIDAS模型,深入研究了上海股票、债券和基金市场间的联动性及宏观不确定性对收益率波动的影响。结果表明,股市与基市具有高度的长期和短期正相关性;债市与股、基两个市场的长期相关性较小,短期相关远大于长期... 运用DCC-MIDAS模型和GARCH-MIDAS模型,深入研究了上海股票、债券和基金市场间的联动性及宏观不确定性对收益率波动的影响。结果表明,股市与基市具有高度的长期和短期正相关性;债市与股、基两个市场的长期相关性较小,短期相关远大于长期相关且呈现大幅波动和频繁的正负转换;货币供应量和工业生产指数对三个市场的收益率长期波动产生正向影响,经济政策不确定性指数的影响则是负向。且宏观不确定性变量对股市和基市的影响显著大于债市。 展开更多
关键词 联动性 宏观不确定性 dcc-midas
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央行“言行”偏差与金融市场间长期动态相关性——基于混频DCC-MIDAS模型 被引量:2
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作者 张旭 杨华莲 《经济与管理》 CSSCI 北大核心 2024年第1期9-17,共9页
运用自然语言处理方法构建央行政策操作偏离指数来衡量央行“言行”偏差的程度,并基于混频DCC-MIDAS模型对金融市场间长期动态相关性展开研究。实证结果如下:央行政策操作偏离指数对债券市场收益率波动产生负向影响,其影响主要来源于意... 运用自然语言处理方法构建央行政策操作偏离指数来衡量央行“言行”偏差的程度,并基于混频DCC-MIDAS模型对金融市场间长期动态相关性展开研究。实证结果如下:央行政策操作偏离指数对债券市场收益率波动产生负向影响,其影响主要来源于意外的货币政策紧缩;对股票市场、外汇市场收益率波动具有非对称性影响。针对金融市场间长期动态相关性影响,央行政策操作偏离指数负向影响债券-外汇市场间的长期相关性,尤其对于国债与外汇市场的长期相关性的影响更为显著;对于股票-外汇市场的长期动态相关性,央行政策操作偏离指数对其具有显著的正向影响,其影响主要来源于央行正向的“言行”偏差;央行政策操作偏离指数对于股票-债券市场的长期相关性影响不显著。 展开更多
关键词 央行沟通 偏离指数 市场关联 dcc-midas模型
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中国金融机构的短期风险传染及长期关联因素动态结构分解——基于DCC-MIDAS模型的证据 被引量:2
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作者 赵宁 熊靖宇 施启帆 《系统管理学报》 CSSCI CSCD 北大核心 2024年第6期1584-1595,共12页
探究机构间过度关联是防控系统性风险大面积爆发的关键,但金融机构间不可避免地存在长期关联,同时金融危机会触发机构间短期的风险传染。采用DCC-MIDAS模型,借助动态条件相关系数分解法,在统一框架下研究关联的长期和短期特征。通过短... 探究机构间过度关联是防控系统性风险大面积爆发的关键,但金融机构间不可避免地存在长期关联,同时金融危机会触发机构间短期的风险传染。采用DCC-MIDAS模型,借助动态条件相关系数分解法,在统一框架下研究关联的长期和短期特征。通过短期关联的时变性和持续差异以及长期关联的敏感因素分析,探究中国金融体系在两个结构变化阶段,机构间风险传染范围、持续性以及金融机构间长期关联的宏观和微观特征。研究发现,机构间的冲击传染具有暂时性,随着中国金融机构的多元化,其传染幅度和持续性均有所下降。机构间的规模、杠杆差异能降低机构间的长期关联并间接降低冲击传染幅度,随着中国金融机构市场化程度的增强,长期关联受到市场因素影响程度增加。建议将机构差异化作为风险控制策略的参考因素,并检测和调控市场指标对关联程度的影响,防止机构形成过高的长期关联,以控制未来冲击中可能造成的风险传染。 展开更多
关键词 风险传染 动态条件相关性模型-混频数据抽样模型 长/短期关联 动态相关 系统性风险
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基于24Model的动火作业事故致因文本挖掘 被引量:1
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作者 牛茂辉 李威君 +1 位作者 刘音 王璐 《中国安全科学学报》 北大核心 2025年第3期151-158,共8页
为探究工业动火作业事故的根源,提出一种基于“2-4”模型(24Model)的文本挖掘方法。首先,收集整理220篇动火作业事故报告,并作为数据集,构建基于来自变换器的双向编码器表征量(BERT)的24Model分类器,使用预训练模型训练和评估事故报告... 为探究工业动火作业事故的根源,提出一种基于“2-4”模型(24Model)的文本挖掘方法。首先,收集整理220篇动火作业事故报告,并作为数据集,构建基于来自变换器的双向编码器表征量(BERT)的24Model分类器,使用预训练模型训练和评估事故报告数据集,构建分类模型;然后,通过基于BERT的关键字提取算法(KeyBERT)和词频-逆文档频率(TF-IDF)算法的组合权重,结合24Model框架,建立动火作业事故文本关键词指标体系;最后,通过文本挖掘关键词之间的网络共现关系,分析得到事故致因之间的相互关联。结果显示,基于BERT的24Model分类器模型能够系统准确地判定动火作业事故致因类别,通过组合权重筛选得到4个层级关键词指标体系,其中安全管理体系的权重最大,结合共现网络分析得到动火作业事故的7项关键致因。 展开更多
关键词 “2-4”模型(24model) 动火作业 事故致因 文本挖掘 指标体系
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中美股票市场的联动关系研究--基于DCC-GARCH和DCC-MIDAS模型的分析 被引量:1
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作者 薛一凡 田欣之 +1 位作者 凌丹 赵杨蓁 《商展经济》 2021年第17期60-63,共4页
本文探究中美两国股票市场之间联动性的作用机制。通过实证研究发现中国和美国的股指收益率在所选样本区间内的确存在联动性。在不同的时间范围内,两国股市之间联动性的强弱有所差异,但大致呈同向变动,且长期联动比短期联动更稳定。全... 本文探究中美两国股票市场之间联动性的作用机制。通过实证研究发现中国和美国的股指收益率在所选样本区间内的确存在联动性。在不同的时间范围内,两国股市之间联动性的强弱有所差异,但大致呈同向变动,且长期联动比短期联动更稳定。全球范围内的重大事件及美国经济不确定性会对中美股市联动性产生显著影响,且后者为负向影响。 展开更多
关键词 中美股市 收益率 联动关系 DCC-GARCH dcc-midas
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