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尾部风险视角下的金融系统性风险研究——基于随机森林法和GARCH-MIDAS模型的分析 被引量:1
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作者 高杰英 周圣杰 徐昕 《现代金融研究》 北大核心 2025年第7期30-44,共15页
本研究测度了2010-2022年我国金融机构尾部风险水平,刻画了金融业和金融子行业两个维度的尾部风险溢出特征,并进一步采用随机森林法与GARCH-MIDAS模型研究不同频率下宏观驱动因子对金融系统性风险的影响。研究发现:第一,金融系统性风险... 本研究测度了2010-2022年我国金融机构尾部风险水平,刻画了金融业和金融子行业两个维度的尾部风险溢出特征,并进一步采用随机森林法与GARCH-MIDAS模型研究不同频率下宏观驱动因子对金融系统性风险的影响。研究发现:第一,金融系统性风险呈周期震荡特征,子行业风险溢出表现出阶段性的共振与分化;第二,金融系统性风险对国际金融渠道的宏观驱动因子更敏感,且不同子行业对宏观驱动因子的敏感性存在显著异质性;第三,资本流出与经济过热加剧金融系统不稳定性,但在极端情境下,避险资金逆流入境反而对我国系统性风险形成缓冲。 展开更多
关键词 尾部风险 系统性风险 宏观驱动因子 随机森林 garch-midas模型
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经济政策不确定性与比特币市场波动的跨国实证研究——基于GARCH-MIDAS模型的分析 被引量:2
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作者 杨洁萌 沈云淇 《上海经济研究》 北大核心 2025年第7期102-115,共14页
本文以作为私有数字货币代表的比特币为研究对象,分析经济政策不确定性(Economic Policy Uncertainty,EPU)对私有数字货币市场波动的影响。使用GARCH-MIDAS模型进行跨国实证分析,选取中国、美国、日本、德国、英国五国EPU指数,构建包含... 本文以作为私有数字货币代表的比特币为研究对象,分析经济政策不确定性(Economic Policy Uncertainty,EPU)对私有数字货币市场波动的影响。使用GARCH-MIDAS模型进行跨国实证分析,选取中国、美国、日本、德国、英国五国EPU指数,构建包含EPU的扩展波动率预测模型,发现EPU指数显著影响比特币的长期波动,其中美国EPU与比特币市场的波动性呈现高度正相关,符合全球私人数字货币市场对美国经济政策不确定性的高度敏感;而中国、德国EPU指数与比特币市场的波动性总体呈负相关,体现出比特币在特定市场的避险属性。相较于传统GARCH模型,包含EPU指数的GARCH-MIDAS模型在样本内和样本外预测中均表现出更高的精度,证明政策不确定性是驱动比特币市场波动的重要长期因素,为全球数字货币市场的监管政策制定和投资者的风险管理策略提供理论依据和实证支持。 展开更多
关键词 经济政策不确定性 比特币市场波动 garch-midas模型 波动率预测 跨国实证研究
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基于GARCH-MIDAS模型的经济政策不确定性和投资者情绪对原油价格波动的影响研究
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作者 陈亚琼 《电子商务评论》 2025年第4期402-412,共11页
原油作为全球最重要的能源之一,在经济和金融市场中具有举足轻重的地位。本文利用GARCH-MIDAS模型,深入探讨了2014年1月至2024年9月期间,我国经济政策不确定性和投资者情绪对原油价格波动的影响。研究表明:原油价格波动表现出显著的自... 原油作为全球最重要的能源之一,在经济和金融市场中具有举足轻重的地位。本文利用GARCH-MIDAS模型,深入探讨了2014年1月至2024年9月期间,我国经济政策不确定性和投资者情绪对原油价格波动的影响。研究表明:原油价格波动表现出显著的自相关性,且其长期趋势呈现负向特征。从短期来看,经济政策不确定性和投资者情绪显著影响原油价格波动,且正向冲击会加剧价格波动;从长期来看,经济政策不确定性对原油价格波动具有显著抑制作用,而投资者情绪不会显著影响原油价格波动。在经济政策高不确定性的情况下,投资者情绪会更显著地影响原油价格波动。本文不仅为讨论原油价格波动提供了新视角,也为实现风险控制或金融稳定提供了参考。Crude oil, as one of the world’s most crucial energy sources, holds a pivotal position in both economic and financial markets. This paper employs the GARCH-MIDAS model to conduct an in-depth analysis of the impact of economic policy uncertainty and investor sentiment on crude oil price volatility in China from January 2014 to September 2024. The study reveals that crude oil price volatility exhibits significant autocorrelation, with a long-term trend characterized by a negative trajectory. In the short term, crude oil prices are significantly influenced by economic policy uncertainty and investor sentiment, with positive shocks exacerbating price volatility. Over the long term, economic policy uncertainty exerts a negative influence on prices of crude oil, whereas the influence of investor sentiment does not appear to be statistically significant. Additionally, during periods of high economic policy uncertainty, the attention of domestic investors increases and is reflected in the volatility of crude oil prices. This paper not only offers a new perspective on the discussion of crude oil price volatility but also provides insights for achieving risk control or financial stability. 展开更多
关键词 garch-midas模型 经济政策不确定性 投资者情绪 原油价格波动
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Agri-Eval:Multi-level Large Language Model Valuation Benchmark for Agriculture
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作者 WANG Yaojun GE Mingliang +2 位作者 XU Guowei ZHANG Qiyu BIE Yuhui 《农业机械学报》 北大核心 2026年第1期290-299,共10页
Model evaluation using benchmark datasets is an important method to measure the capability of large language models(LLMs)in specific domains,and it is mainly used to assess the knowledge and reasoning abilities of LLM... Model evaluation using benchmark datasets is an important method to measure the capability of large language models(LLMs)in specific domains,and it is mainly used to assess the knowledge and reasoning abilities of LLMs.Therefore,in order to better assess the capability of LLMs in the agricultural domain,Agri-Eval was proposed as a benchmark for assessing the knowledge and reasoning ability of LLMs in agriculture.The assessment dataset used in Agri-Eval covered seven major disciplines in the agricultural domain:crop science,horticulture,plant protection,animal husbandry,forest science,aquaculture science,and grass science,and contained a total of 2283 questions.Among domestic general-purpose LLMs,DeepSeek R1 performed best with an accuracy rate of 75.49%.In the realm of international general-purpose LLMs,Gemini 2.0 pro exp 0205 standed out as the top performer,achieving an accuracy rate of 74.28%.As an LLMs in agriculture vertical,Shennong V2.0 outperformed all the LLMs in China,and the answer accuracy rate of agricultural knowledge exceeded that of all the existing general-purpose LLMs.The launch of Agri-Eval helped the LLM developers to comprehensively evaluate the model's capability in the field of agriculture through a variety of tasks and tests to promote the development of the LLMs in the field of agriculture. 展开更多
关键词 large language models assessment systems agricultural knowledge agricultural datasets
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Ecological Dynamics of a Logistic Population Model with Impulsive Age-selective Harvesting
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作者 DAI Xiangjun JIAO Jianjun 《应用数学》 北大核心 2026年第1期72-79,共8页
In this paper,we establish and study a single-species logistic model with impulsive age-selective harvesting.First,we prove the ultimate boundedness of the solutions of the system.Then,we obtain conditions for the asy... In this paper,we establish and study a single-species logistic model with impulsive age-selective harvesting.First,we prove the ultimate boundedness of the solutions of the system.Then,we obtain conditions for the asymptotic stability of the trivial solution and the positive periodic solution.Finally,numerical simulations are presented to validate our results.Our results show that age-selective harvesting is more conducive to sustainable population survival than non-age-selective harvesting. 展开更多
关键词 The logistic population model Selective harvesting Asymptotic stability EXTINCTION
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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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Design optimization and FEA of B-6 and B-7 levels ballistics armor:A modelling approach
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作者 Muhammad Naveed CHU Jinkui +1 位作者 Atif Ur Rehman Arsalan Hyder 《大连理工大学学报》 北大核心 2026年第1期66-77,共12页
Utilizing finite element analysis,the ballistic protection provided by a combination of perforated D-shaped and base armor plates,collectively referred to as radiator armor,is evaluated.ANSYS Explicit Dynamics is empl... Utilizing finite element analysis,the ballistic protection provided by a combination of perforated D-shaped and base armor plates,collectively referred to as radiator armor,is evaluated.ANSYS Explicit Dynamics is employed to simulate the ballistic impact of 7.62 mm armor-piercing projectiles on Aluminum AA5083-H116 and Steel Secure 500 armors,focusing on the evaluation of material deformation and penetration resistance at varying impact points.While the D-shaped armor plate is penetrated by the armor-piercing projectiles,the combination of the perforated D-shaped and base armor plates successfully halts penetration.A numerical model based on the finite element method is developed using software such as SolidWorks and ANSYS to analyze the interaction between radiator armor and bullet.The perforated design of radiator armor is to maintain airflow for radiator function,with hole sizes smaller than the bullet core diameter to protect radiator assemblies.Predictions are made regarding the brittle fracture resulting from the projectile core′s bending due to asymmetric impact,and the resulting fragments failed to penetrate the perforated base armor plate.Craters are formed on the surface of the perforated D-shaped armor plate due to the impact of projectile fragments.The numerical model accurately predicts hole growth and projectile penetration upon impact with the armor,demonstrating effective protection of the radiator assemblies by the radiator armor. 展开更多
关键词 radiator armor ballistics simulation Johnson-Cook model armor-piercing projectile perforated D-shaped armor plate
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Lithospheric magnetic variations on the Tibetan Plateau based on a 3D surface spline model,compared with strong earthquake occurrences
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作者 PengTao Zhang Jun Yang +3 位作者 LiLi Feng Xia Li YuHong Zhao YingFeng Ji 《Earth and Planetary Physics》 2026年第1期30-43,共14页
The National Geophysical Data Center(NGDC)of the United States has collected aeromagnetic data for input into a series of geomagnetic models to improve model resolution;however,in the Tibetan Plateau region,ground-bas... The National Geophysical Data Center(NGDC)of the United States has collected aeromagnetic data for input into a series of geomagnetic models to improve model resolution;however,in the Tibetan Plateau region,ground-based observations remain insufficient to clearly reflect the characteristics of the region’s lithospheric magnetism.In this study,we evaluate the lithospheric magnetism of the Tibetan Plateau by using a 3D surface spline model based on observations from>200 newly constructed repeat stations(portable stations)to determine the spatial distribution of plateau geomagnetism,as well as its correlation with the tectonic features of the region.We analyze the relationships between M≥5 earthquakes and lithospheric magnetic field variations on the Tibetan Plateau and identify regions susceptible to strong earthquakes.We compare the geomagnetic results with those from an enhanced magnetic model(EMM2015)developed by the NGDC and provide insights into improving lithospheric magnetic field calculations in the Tibetan Plateau region.Further research reveals that these magnetic anomalies exhibit distinct differences from the magnetic-seismic correlation mechanisms observed in other tectonic settings;here,they are governed primarily by the combined effects of compressional magnetism,thermal magnetism,and deep thermal stress.This study provides new evidence of geomagnetic anomalies on the Tibetan Plateau,interprets them physically,and demonstrates their potential for identifying seismic hazard zones on the Plateau. 展开更多
关键词 Tibetan Plateau magnetic variation SEISMICITY surface spline model enhanced magnetic model
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UAV-to-Ground Channel Modeling:(Quasi-)Closed-Form Channel Statistics and Manual Parameter Estimation
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作者 Zeng Linzhou Liao Xuewen +3 位作者 Xie Wenwu Ma Zhangfeng Xiong Baiping Jiang Hao 《China Communications》 2026年第1期47-66,共20页
(Quasi-)closed-form results for the statistical properties of unmanned aerial vehicle(UAV)airto-ground channels are derived for the first time using a novel spatial-vector-based method from a threedimensional(3-D)arbi... (Quasi-)closed-form results for the statistical properties of unmanned aerial vehicle(UAV)airto-ground channels are derived for the first time using a novel spatial-vector-based method from a threedimensional(3-D)arbitrary-elevation one-cylinder model.The derived results include a closed-form expression for the space-time correlation function and some quasi-closed-form ones for the space-Doppler power spectrum density,the level crossing rate,and the average fading duration,which are shown to be the generalizations of those previously obtained from the two-dimensional(2-D)one-ring model and the 3-D low-elevation one-cylinder model for terrestrial mobile-to-mobile channels.The close agreements between the theoretical results and the simulations as well as the measurements validate the utility of the derived channel statistics.Based on the derived expressions,the impacts of some parameters on the channel characteristics are investigated in an effective,efficient,and explicable way,which leads to a general guideline on the manual parameter estimation from the measurement description. 展开更多
关键词 channel characteristics geometry-based stochastic model manual parameter estimation UAV channel modeling
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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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A peridynamics modeling approach for pre-cracked rock cracking processes under impact by integrating Drucker-Prager plasticity model and efficient contact model
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作者 Jingzhi Tu Nengxiong Xu Gang Mei 《Journal of Rock Mechanics and Geotechnical Engineering》 2026年第1期179-195,共17页
In rock engineering,natural cracks in rock masses subjected to external loads tend to initiate and propagate,leading to potential safety hazards.To investigate the effect of cracking behavior on the mechanical propert... In rock engineering,natural cracks in rock masses subjected to external loads tend to initiate and propagate,leading to potential safety hazards.To investigate the effect of cracking behavior on the mechanical properties of rocks,the cracking processes of pre-cracked rocks have been extensively studied using numerical modeling methods.The peridynamics(PD)exhibits advantages over other numerical methods due to the absence of the requirements for remeshing and external crack growth criterion.However,for modeling pre-cracked rock cracking processes under impact,current PD implementations lack generally applicable rock constitutive models and impact contact models,which leads to difficulties in determining rock material parameters and efficiently calculating impact loads.This paper proposes a non-ordinary state-based peridynamics(NOSBPD)modeling method integrating the Drucker-Prager(DP)plasticity model and an efficient contact model to address the above problems.In the proposed method,the Drucker-Prager plasticity model is integrated into the NOSBPD,thereby equipping NOSBPD with the capability to accurately characterize the nonlinear stress-strain relationship inherent in rocks.An efficient contact model between particles and meshes is designed to calculate the impact loads,which is essentially a coupling method of PD with the finite element method(FEM).The effectiveness of the proposed NOSBPD modeling method is verified by comparison with other numerical methods and experiments.Experimental results indicate that the proposed method can effectively and accurately predict the 3D cracking processes of pre-cracked cracks under impact loading,and the maximum principal stress is the key driver behind wing crack formation in pre-cracked rocks. 展开更多
关键词 Pre-cracked rocks Cracking processes Non-ordinary state-based peridynamics (NOSBPD) Drucker-Prager plasticity model Efficient contact model
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Three-Dimensional Hybrid Model for Wave Interaction with Porous Layer
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作者 Divya Ramesh Sriram Venkatachalam 《Computer Modeling in Engineering & Sciences》 2026年第1期577-603,共27页
A hybrid model combining Fully Non-Linear Potential Flow Theory(FNPT)based on the Finite Element Method(FEM)and the Unified Navier-Stokes equation,using the 3D Improved Meshless Local Petrov Galerkin method with Ranki... A hybrid model combining Fully Non-Linear Potential Flow Theory(FNPT)based on the Finite Element Method(FEM)and the Unified Navier-Stokes equation,using the 3D Improved Meshless Local Petrov Galerkin method with Rankine Source(IMLPG_R),is developed to study wave interactions with a porous layer.In previous studies,the above formulations are applied to wave interaction with fixed cylindrical structures.The present study extends this framework by integrating a unified governing equation within the hybrid modeling approach to capture the dynamics of wave interaction with porous media.The porous layers are employed to replicate the wave-dissipating behavior of the structure.A weak coupling strategy is implemented within a designated buffer zone,wherein field variables from the 2D Fully Nonlinear Potential Theory(FNPT)simulations are transferred to the 3D Improved Moving Least Squares-based Petrov-Galerkin(IMLPG_R)model at each time step.This domain decomposition significantly reduces computational cost compared to a full 3D simulation by partitioning the domain into two subregions:the FNPT domain representing the far-field without structures,and the IMLPG_R domain encompassing the porous region.The Unified Navier-Stokes formulation is extended by incorporating additional drag forces governed by Darcy’s law to model the resistance introduced by the porous medium.A stationary background node framework is utilized for interpolation by fluid particles at each time step to accommodate the porous representation.To enhance numerical stability and accuracy,particularly in the presence of sloping boundaries,the Particle Shifting Technique(PST)is integrated into the IMLPG_R model.This implementation involves a modified version of the PST algorithm,where key parameters such as the weight function,velocity ratio,and radius of influence are optimized for IMLPG_R.This is the first time the application of 3D IMLPG_R for porous structure has been reported.Further,the model is subsequently validated against experimental data. 展开更多
关键词 FNPT IMLPG_R hybrid model PST
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A Predictive Model for the Elastic Modulus of High-Strength Concrete Based on Coarse Aggregate Characteristics
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作者 LI Liangshun LI Huajian +2 位作者 HUANG Fali YANG Zhiqiang DONG Haoliang 《Journal of Wuhan University of Technology(Materials Science)》 2026年第1期121-137,共17页
To investigate the influence of coarse aggregate parent rock properties on the elastic modulus of concrete,the mineralogical properties and stress-strain curves of granite and dolomite parent rocks,as well as the stre... To investigate the influence of coarse aggregate parent rock properties on the elastic modulus of concrete,the mineralogical properties and stress-strain curves of granite and dolomite parent rocks,as well as the strength and elastic modulus of mortar and concrete prepared with mechanism aggregates of the corresponding lithology,and the stress-strain curves of concrete were investigated.In this paper,a coarse aggregate and mortar matrix bonding assumption is proposed,and a prediction model for the elastic modulus of mortar is established by considering the lithology of the mechanism sand and the slurry components.An equivalent coarse aggregate elastic modulus model was established by considering factors such as coarse aggregate particle size,volume fraction,and mortar thickness between coarse aggregates.Based on the elastic modulus of the equivalent coarse aggregate and the remaining mortar,a prediction model for the elastic modulus of the two and three components of concrete in series and then in parallel was established,and the predicted values differed from the measured values within 10%.It is proposed that the coarse aggregate elastic modulus in highstrength concrete is the most critical factor affecting the elastic modulus of concrete,and as the coarse aggregate elastic modulus increases by 27.7%,the concrete elastic modulus increases by 19.5%. 展开更多
关键词 elastic modulus prediction model MINERALOGICAL influence mechanism
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A Trajectory-Guided Diffusion Model for Consistent and Realistic Video Synthesis in Autonomous Driving
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作者 Beike Yu Dafang Wang 《Computer Modeling in Engineering & Sciences》 2026年第1期1075-1091,共17页
Scalable simulation leveraging real-world data plays an essential role in advancing autonomous driving,owing to its efficiency and applicability in both training and evaluating algorithms.Consequently,there has been i... Scalable simulation leveraging real-world data plays an essential role in advancing autonomous driving,owing to its efficiency and applicability in both training and evaluating algorithms.Consequently,there has been increasing attention on generating highly realistic and consistent driving videos,particularly those involving viewpoint changes guided by the control commands or trajectories of ego vehicles.However,current reconstruction approaches,such as Neural Radiance Fields and 3D Gaussian Splatting,frequently suffer from limited generalization and depend on substantial input data.Meanwhile,2D generative models,though capable of producing unknown scenes,still have room for improvement in terms of coherence and visual realism.To overcome these challenges,we introduce GenScene,a world model that synthesizes front-view driving videos conditioned on trajectories.A new temporal module is presented to improve video consistency by extracting the global context of each frame,calculating relationships of frames using these global representations,and fusing frame contexts accordingly.Moreover,we propose an innovative attention mechanism that computes relations of pixels within each frame and pixels in the corresponding window range of the initial frame.Extensive experiments show that our approach surpasses various state-of-the-art models in driving video generation,and the introduced modules contribute significantly to model performance.This work establishes a new paradigm for goal-oriented video synthesis in autonomous driving,which facilitates on-demand simulation to expedite algorithm development. 展开更多
关键词 Video generation autonomous vehicle diffusion model TRAJECTORY
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Exploration and Practical Research on the Construction Model of the Emergency Care System Based on the Concept of“Linkage”
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作者 Yan Li 《Journal of Clinical and Nursing Research》 2026年第1期138-144,共7页
Against the backdrop of continuous social development and growing public health demands,the efficiency and scientific nature of the emergency care system are of paramount importance.This paper focuses on researching t... Against the backdrop of continuous social development and growing public health demands,the efficiency and scientific nature of the emergency care system are of paramount importance.This paper focuses on researching the construction of an emergency care system based on the concept of“linkage”,delving into its theoretical foundations,exploring innovative construction models,and analyzing practical cases.The study indicates that an emergency care system under the“linkage”concept can effectively integrate resources and enhance efficiency,providing new insights for improving the construction of the emergency care system.It aims to promote the development of the emergency care system towards a more scientific,efficient,and collaborative direction. 展开更多
关键词 Linkage concept Emergency care system Construction model Practical cases
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Photometric modeling of ejecta for evaluating defensive Kinetic impacts on asteroids
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作者 XiaoYu Sun ZhiJun Song +4 位作者 XiaoTao Guo XiaoJing Zhang Yuri Skorov Yang Yu He Zhang 《Earth and Planetary Physics》 2026年第1期205-221,共17页
Kinetic impact is the most practical planetary-defense technique,with momentum-transfer efficiency central to deflection design.We present a Monte Carlo photometric framework that couples ejecta sampling,dynamical evo... Kinetic impact is the most practical planetary-defense technique,with momentum-transfer efficiency central to deflection design.We present a Monte Carlo photometric framework that couples ejecta sampling,dynamical evolution,and image synthesis to compare directly with HST,LICIACube,ground-based and Lucy observations of the DART impact.Decomposing ejecta into(1)a highvelocity(~1600 m/s)plume exhibiting Na/K resonance,(2)a low-velocity(~1 m/s)conical component shaped by binary gravity and solar radiation pressure,and(3)meter-scale boulders,we quantify each component’s mass and momentum.Fitting photometric decay curves and morphological evolution yields size-velocity distributions and,via scaling laws,estimates of Dimorphos’bulk density,cratering parameters,and cohesive strength that agree with dynamical constraints.Photometric ejecta modeling therefore provides a robust route to constrain momentum enhancement and target properties,improving predictive capability for kinetic-deflection missions. 展开更多
关键词 Kinetic impact DART mission ejecta dynamics photometric modeling
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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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Global Stability of Traveling Wavefronts for a Belousov-Zhabotinsky Model with Mixed Nonlocal and Degenerate Diffusions
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作者 Yuting YANG Guobao ZHANG 《Journal of Mathematical Research with Applications》 2026年第1期87-102,共16页
In this paper,we are concerned with the stability of traveling wavefronts of a Belousov-Zhabotinsky model with mixed nonlocal and degenerate diffusions.Such a system can be used to study the competition among nonlocal... In this paper,we are concerned with the stability of traveling wavefronts of a Belousov-Zhabotinsky model with mixed nonlocal and degenerate diffusions.Such a system can be used to study the competition among nonlocally diffusive species and degenerately diffusive species.We prove that the traveling wavefronts are exponentially stable,when the initial perturbation around the traveling waves decays exponentially as x→-∞,but in other locations,the initial data can be arbitrarily large.The adopted methods are the weighted energy with the comparison principle and squeezing technique. 展开更多
关键词 Belousov-Zhabotinsky model nonlocal diffusion stability comparison principle weighted energy
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Lagged effects of risk factors on the disability of older adults:A distributed lag non-linear model approach
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作者 Yitong Mao Zhiting Guo +2 位作者 Wen Gao Yuping Zhang Jingfen Jin 《International Journal of Nursing Sciences》 2026年第1期53-60,I0004,I0005,共10页
Objectives This study aimed to explore the lagged and cumulative effects of risk factors on disability in older adults using distributed lag non-linear models(DLNMs).Methods We utilized data from the China Health and ... Objectives This study aimed to explore the lagged and cumulative effects of risk factors on disability in older adults using distributed lag non-linear models(DLNMs).Methods We utilized data from the China Health and Retirement Longitudinal Study(CHARLS).After feature selection via Elastic Net Regularization,we applied DLNMs to evaluate the lagged effects of risk factors.Disability was defined as the presence of any difficulties in basic activities of daily living(BADL).The cumulative relative risk(CRR)was calculated by summing the lag-specific risk estimates,representing the cumulative disability risk over the specified lag period.Effect modifications and sensitivity analyses were also performed.Results This study included a total of 2,318 participants.Early-phase lag factors,such as the difficulty in stooping(CRR=3.58;95%CI:2.31-5.55;P<0.001)and walking(CRR=2.77;95%CI:1.39-5.55;P<0.001),exerted the strongest effects immediately upon occurrence.Mid-phase lag factors,such as arthritis(CRR=1.51;95%CI:1.10-2.06;P=0.001),showed a resurgence in disability risk within 2-3 years.Late-phase lag factors,including depressive symptoms(CRR=2.38;95%CI:1.30-4.35;P<0.001)and elevated systolic blood pressure(CRR=1.64;95%CI:1.06-2.79;P=0.02),exhibited significant long-term cumulative risks.Conversely,grip strength(CRR=0.80;95%CI:0.54-0.95;P=0.02)and social participation(CRR=0.89;95%CI:0.73-0.99;P=0.04)were significant protective factors.Conclusions The findings underscore the importance of tailored interventions that account for various lag characteristics of different factors to effectively mitigate disability risk.Future studies should explore the underlying biological and sociological mechanisms of these lagged effects,identify intervention strategies that target risk factors with different lagged patterns,and evaluate their effectiveness. 展开更多
关键词 Ageing DISABILITY Distributed lag non-linear models Nusing Risk factors
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