Latent factor(LF)models are highly effective in extracting useful knowledge from High-Dimensional and Sparse(HiDS)matrices which are commonly seen in various industrial applications.An LF model usually adopts iterativ...Latent factor(LF)models are highly effective in extracting useful knowledge from High-Dimensional and Sparse(HiDS)matrices which are commonly seen in various industrial applications.An LF model usually adopts iterative optimizers,which may consume many iterations to achieve a local optima,resulting in considerable time cost.Hence,determining how to accelerate the training process for LF models has become a significant issue.To address this,this work proposes a randomized latent factor(RLF)model.It incorporates the principle of randomized learning techniques from neural networks into the LF analysis of HiDS matrices,thereby greatly alleviating computational burden.It also extends a standard learning process for randomized neural networks in context of LF analysis to make the resulting model represent an HiDS matrix correctly.Experimental results on three HiDS matrices from industrial applications demonstrate that compared with state-of-the-art LF models,RLF is able to achieve significantly higher computational efficiency and comparable prediction accuracy for missing data.I provides an important alternative approach to LF analysis of HiDS matrices,which is especially desired for industrial applications demanding highly efficient models.展开更多
We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics ...We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics of known distribution through randomization.The test statistic checks for breaks in the structure of factor models,including changes in factor loadings and increases in the number of factors.We give the results of simulation experiments and test the factor structure of the stock return data of China’s and U.S.stock markets from January 1,2017,to December 31,2019.Our method performs well in both simulations and real data.展开更多
Aiming at the limitations of psychopathology (PTH), the dual-factor model of mental health (DFM) was proposed as a new mental health concept and methodology under the background of positive psychology trend. In this p...Aiming at the limitations of psychopathology (PTH), the dual-factor model of mental health (DFM) was proposed as a new mental health concept and methodology under the background of positive psychology trend. In this paper we propose giving an overview of DFM, and doubt, criticize, and modify DFM from the perspective of Chinese psychological suzhi research. The available literature from 1983 to 2012 that is related to DFM and concerning psychological suzhi research in the past 20 years has been reviewed. In addition, we also absorbed the idea of positive psychology and Traditional Chinese Medicine (TCM) Constitution theory to develop theoretically the relationship model between psychological suzhi and mental health. The relationship model between psychological suzhi and mental health modifies and transcends PTH and DFM. It will be the new research area of mental health research.展开更多
In this paper, we empirically test a new model with the data of US services sector, which is an extension of the 5-factor model in Fama and French (2015) [1]. 3 types of 5 factors (Global, North American and US) are c...In this paper, we empirically test a new model with the data of US services sector, which is an extension of the 5-factor model in Fama and French (2015) [1]. 3 types of 5 factors (Global, North American and US) are compared. Empirical results show the Fama-French 5 factors are still alive! The new model has better in-sample fit than the 5-factor model in Fama and French (2015).展开更多
In this paper, we analyze US stock market with a new 5-factor model in Zhou and Li (2016) [1]. Data we use are 48 industry portfolios (Jul. 1963-Jan. 2017). Parameters are estimated by MLE. LR and KS are used for mode...In this paper, we analyze US stock market with a new 5-factor model in Zhou and Li (2016) [1]. Data we use are 48 industry portfolios (Jul. 1963-Jan. 2017). Parameters are estimated by MLE. LR and KS are used for model diagnostics. Model comparison is done with AIC. The results show Fama-French 5 factors are still alive. This new model in Zhou and Li (2016) [1] fits the data better than the one in Fama and French (2015) [2].展开更多
The implicit Colebrook equation has been the standard for estimating pipe friction factor in a fully developed turbulent regime. Several alternative explicit models to the Colebrook equation have been proposed. To dat...The implicit Colebrook equation has been the standard for estimating pipe friction factor in a fully developed turbulent regime. Several alternative explicit models to the Colebrook equation have been proposed. To date, most of the accurate explicit models have been those with three logarithmic functions, but they require more computational time than the Colebrook equation. In this study, a new explicit non-linear regression model which has only two logarithmic functions is developed. The new model, when compared with the existing extremely accurate models, gives rise to the least average and maximum relative errors of 0.0025% and 0.0664%, respectively. Moreover, it requires far less computational time than the Colebrook equation. It is therefore concluded that the new explicit model provides a good trade-off between accuracy and relative computational efficiency for pipe friction factor estimation in the fully developed turbulent flow regime.展开更多
In this study, we use Chinese A-share stock market data from 1995 to 2005 to test the persistence of the size and valueeffect and the robustness of the Fama-French three-factor model in explaining the variation in sto...In this study, we use Chinese A-share stock market data from 1995 to 2005 to test the persistence of the size and valueeffect and the robustness of the Fama-French three-factor model in explaining the variation in stock returns.Wefind that the three-factor model can explain the common variation in stock returns well.However, it is mis-specifiedfor the Chinese stock market.We demonstrate that the size effect and the book-to-market effect are significant andpersistent over our sample period.Interestingly, the book-to-market effect for China is much stronger than the averageones in mature markets and other emerging markets documented by Fama and French (1998).Moreover, we find noevidence to support the argument that seasonal effects can explain the results of the multifactor model.Last, our mixedobservations on firm-specific fundamentals suggest that the risk-based explanation proposed by Fama and French(1995) cannot shed light on the size and BM effect for China.In view of the features of the Chinese stock market, weinstead argue that China’s size and book-to-market effect may be attributed to syndicate speculators’ manipulation andmispricing caused by irrational investor behavior.展开更多
Despite of the wide use of the factor models, the issue of determining the number of factors has not been resolved in the statistics literature. An ad hoc approach is to set the number of factors to be the number of e...Despite of the wide use of the factor models, the issue of determining the number of factors has not been resolved in the statistics literature. An ad hoc approach is to set the number of factors to be the number of eigenvalues of the data correlation matrix that are larger than one, and subsequent statistical analysis proceeds assuming the resulting factor number is correct. In this work, we study the relation between the number of such eigenvalues and the number of factors, and provide the if and only if conditions under which the two numbers are equal. We show that the equality only relies on the properties of the loading matrix of the factor model. Guided by the newly discovered condition, we further reveal how the model error affects the estimation of the number of factors.展开更多
Latent factor models have become a workhorse for a large number of recommender systems. While these sys- tems are built using ratings data, which is typically assumed static, the ability to incorporate different kinds...Latent factor models have become a workhorse for a large number of recommender systems. While these sys- tems are built using ratings data, which is typically assumed static, the ability to incorporate different kinds of subsequent user feedback is an important asset. For instance, the user might want to provide additional information to the system in order to improve his personal recommendations. To this end, we examine a novel scheme for efficiently learning （or refining） user parameters from such feedback. We propose a scheme where users are presented with a sequence of pair- wise preference questions： ＂Do you prefer item A over B？＂ User parameters are updated based on their response, and subsequent questions are chosen adaptively after incorporat- ing the feedback. We operate in a Bayesian framework and the choice of questions is based on an information gain cri- terion. We validate the scheme on the Netflix movie ratings data set and a proprietary television viewership data set. A user study and automated experiments validate our findings.展开更多
We forecast realized volatilities by developing a time-varying heterogeneous autoregressive(HAR)latent factor model with dynamic model average(DMA)and dynamic model selection(DMS)approaches.The number of latent factor...We forecast realized volatilities by developing a time-varying heterogeneous autoregressive(HAR)latent factor model with dynamic model average(DMA)and dynamic model selection(DMS)approaches.The number of latent factors is determined using Chan and Grant's(2016)deviation information criteria.The predictors in our model include lagged daily,weekly,and monthly volatility variables,the corresponding volatility factors,and a speculation variable.In addition,the time-varying properties of the best-performing DMA(DMS)-HAR-2FX models,including size,inclusion probabilities,and coefficients,are examined.We find that the proposed DMA(DMS)-HAR-2FX model outperforms the competing models for both in-sample and out-of-sample forecasts.Furthermore,the speculation variable displays strong predictability for forecasting the realized volatility of financial futures in China.展开更多
Deepwater oil and gas projects embody high risks from geology and engineering aspects, which exert substantial influence on project valuation. But the uncer- tainties may be converted to additional value to the projec...Deepwater oil and gas projects embody high risks from geology and engineering aspects, which exert substantial influence on project valuation. But the uncer- tainties may be converted to additional value to the projects in the case of flexible management. Given the flexibility of project management, this paper extends the classical real options model to a multi-factor model which contains oil price, geology, and engineering uncertainties. It then gives an application example of the new model to evaluate deepwater oil and gas projects with a numerical analytical method. Compared with other methods and models, this multi-factor real options model contains more project information. It reflects the potential value deriving not only from oil price variation but also from geology and engi- neering uncertainties, which provides more accurate and reliable valuation information for decision makers.展开更多
In this paper, a new branch-and-bound algorithm based on the Lagrangian dual relaxation and continuous relaxation is proposed for discrete multi-factor portfolio selection model with roundlot restriction in financial ...In this paper, a new branch-and-bound algorithm based on the Lagrangian dual relaxation and continuous relaxation is proposed for discrete multi-factor portfolio selection model with roundlot restriction in financial optimization. This discrete portfolio model is of integer quadratic programming problems. The separable structure of the model is investigated by using Lagrangian relaxation and dual search. Computational results show that the algorithm is capable of solving real-world portfolio problems with data from US stock market and randomly generated test problems with up to 120 securities.展开更多
Linear factor models are familiar tools used in many fields.Several pioneering literatures established foundational theoretical results of the quasi-maximum likelihood estimator for high-dimensional linear factor mode...Linear factor models are familiar tools used in many fields.Several pioneering literatures established foundational theoretical results of the quasi-maximum likelihood estimator for high-dimensional linear factor models.Their results are based on a critical assumption:The error variance estimators are uniformly bounded in probability.Instead of making such an assumption,we provide a rigorous proof of this result under some mild conditions.展开更多
This paper provides a survey on recent developments in structural changes for high dimensional factor models. Compared with conventional low-dimensional time series, structural changes in factor models are more compli...This paper provides a survey on recent developments in structural changes for high dimensional factor models. Compared with conventional low-dimensional time series, structural changes in factor models are more complicated due to the unobservability of factors and factor loadings. The following topics are covered in this survey： the identification conditions for the structural changes in the factor loadings, different impacts of big and small breaks in factor models, tests for structural changes in the factor loadings of a specific variable, tests for structural changes in the factor loading matrix, joint tests for structural changes in the factor loadings and coefficients in factor-augmented regressions, tests for smooth changes in the factor loadings, estimation of break dates, and model selection in factor models with structural changes via the shrinkage method.展开更多
For the class of(partially specified)internal risk factor models we establish strongly simplified supermodular ordering results in comparison to the case of general risk factor models.This allows us to derive meaningf...For the class of(partially specified)internal risk factor models we establish strongly simplified supermodular ordering results in comparison to the case of general risk factor models.This allows us to derive meaningful and improved risk bounds for the joint portfolio in risk factor models with dependence information given by constrained specification sets for the copulas of the risk components and the systemic risk factor.The proof of our main comparison result is not standard.It is based on grid copula approximation of upper products of copulas and on the theory of mass transfers.An application to real market data shows considerable improvement over the standard method.展开更多
In this paper some improvements on certainty factor model are discussed aiming at:1)including, in a rule“E→H”,not only the CF of H when E exists but also CF of(?)when E does not exist(partly or completely).For this...In this paper some improvements on certainty factor model are discussed aiming at:1)including, in a rule“E→H”,not only the CF of H when E exists but also CF of(?)when E does not exist(partly or completely).For this purpose another factor(?)is added into the original model;2) improving the model so that it can tackle problems with unknown evidence.In this aspect two concepts are introduced:(relative)maximum existence risk and(relative)maximum non-existence risk.An impor- tant result is that even if some necessary evidence is unknown one can still know the tendency whether the conclusion is true.Based on the improvements a conflict resolution model for problem-level conflict is also presented展开更多
Diffusion has been systematically described as the main mechanism of chloride transport in reinforced concrete（RC） structure, especially when the concrete is in a saturated state. However, the single mechanism of di...Diffusion has been systematically described as the main mechanism of chloride transport in reinforced concrete（RC） structure, especially when the concrete is in a saturated state. However, the single mechanism of diffusion is not able to describe the actual chloride ingress in the nonsaturated concrete. Instead, it is dominated by the interaction of diffusion and convection. With the synergetic effects of various factors taken into account, this study aimed to modify and develop an analytical convection- diffusion coupling model for chloride transport in nonsaturated concrete. The model was verified by simulation of laboratory tests and field measurement. The results of comparison study demonstrate that the analytical model developed in this study is efficient and accurate in predicting the chloride profiles in the nonsaturated concrete.展开更多
AIM To investigate the incidence and the determinants of cardiovascular morbidity in Greek renal transplant recipients(RTRs) expressed as major advance cardiac event(MACE) rate. METHODS Two hundred and forty-two adult...AIM To investigate the incidence and the determinants of cardiovascular morbidity in Greek renal transplant recipients(RTRs) expressed as major advance cardiac event(MACE) rate. METHODS Two hundred and forty-two adult patients with a functioning graft for at least three months and availabledata that were followed up on the August 31, 2015 at two transplant centers of Western Greece were included in this study. Baseline recipients' data elements included demographics, clinical characteristics, history of comorbid conditions and laboratory parameters. Follow-up data regarding MACE occurrence were collected retrospectively from the patients' records and MACE risk score was calculated for each patient. RESULTS The mean age was 53 years(63.6% males) and 47 patients(19.4%) had a pre-existing cardiovascular disease(CVD) before transplantation. The mean estimated glomerular filtration rate was 52 ± 17 mL /min per 1.73 m2. During follow-up 36 patients(14.9%) suffered a MACE with a median time to MACE 5 years(interquartile range: 2.2-10 years). Recipients with a MACE compared to recipients without a MACE had a significantly higher mean age(59 years vs 52 years, P < 0.001) and a higher prevalence of pre-existing CVD(44.4% vs 15%, P < 0.001). The 7-year predicted mean risk for MACE was 14.6% ± 12.5% overall. In RTRs who experienced a MACE, the predicted risk was 22.3% ± 17.1% and was significantly higher than in RTRs without an event 13.3% ± 11.1%(P = 0.003). The discrimination ability of the model in the Greek database of RTRs was good with an area under the receiver operating characteristics curve of 0.68(95%CI: 0.58-0.78).CONCLUSION In this Greek cohort of RTRs, MACE occurred in 14.9% of the patients, pre-existing CVD was the main risk factor, while MACE risk model was proved a dependable utility in predicting CVD post RT.展开更多
基金supported in part by the National Natural Science Foundation of China (6177249391646114)+1 种基金Chongqing research program of technology innovation and application (cstc2017rgzn-zdyfX0020)in part by the Pioneer Hundred Talents Program of Chinese Academy of Sciences
文摘Latent factor(LF)models are highly effective in extracting useful knowledge from High-Dimensional and Sparse(HiDS)matrices which are commonly seen in various industrial applications.An LF model usually adopts iterative optimizers,which may consume many iterations to achieve a local optima,resulting in considerable time cost.Hence,determining how to accelerate the training process for LF models has become a significant issue.To address this,this work proposes a randomized latent factor(RLF)model.It incorporates the principle of randomized learning techniques from neural networks into the LF analysis of HiDS matrices,thereby greatly alleviating computational burden.It also extends a standard learning process for randomized neural networks in context of LF analysis to make the resulting model represent an HiDS matrix correctly.Experimental results on three HiDS matrices from industrial applications demonstrate that compared with state-of-the-art LF models,RLF is able to achieve significantly higher computational efficiency and comparable prediction accuracy for missing data.I provides an important alternative approach to LF analysis of HiDS matrices,which is especially desired for industrial applications demanding highly efficient models.
基金supported by the National Natural Science Foundation of China(12001517,72091212)the USTC Research Funds of the Double First-Class Initiative(YD2040002005)the Fundamental Research Funds for the Central Universities(WK2040000026,WK2040000027)。
文摘We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics of known distribution through randomization.The test statistic checks for breaks in the structure of factor models,including changes in factor loadings and increases in the number of factors.We give the results of simulation experiments and test the factor structure of the stock return data of China’s and U.S.stock markets from January 1,2017,to December 31,2019.Our method performs well in both simulations and real data.
文摘Aiming at the limitations of psychopathology (PTH), the dual-factor model of mental health (DFM) was proposed as a new mental health concept and methodology under the background of positive psychology trend. In this paper we propose giving an overview of DFM, and doubt, criticize, and modify DFM from the perspective of Chinese psychological suzhi research. The available literature from 1983 to 2012 that is related to DFM and concerning psychological suzhi research in the past 20 years has been reviewed. In addition, we also absorbed the idea of positive psychology and Traditional Chinese Medicine (TCM) Constitution theory to develop theoretically the relationship model between psychological suzhi and mental health. The relationship model between psychological suzhi and mental health modifies and transcends PTH and DFM. It will be the new research area of mental health research.
文摘In this paper, we empirically test a new model with the data of US services sector, which is an extension of the 5-factor model in Fama and French (2015) [1]. 3 types of 5 factors (Global, North American and US) are compared. Empirical results show the Fama-French 5 factors are still alive! The new model has better in-sample fit than the 5-factor model in Fama and French (2015).
文摘In this paper, we analyze US stock market with a new 5-factor model in Zhou and Li (2016) [1]. Data we use are 48 industry portfolios (Jul. 1963-Jan. 2017). Parameters are estimated by MLE. LR and KS are used for model diagnostics. Model comparison is done with AIC. The results show Fama-French 5 factors are still alive. This new model in Zhou and Li (2016) [1] fits the data better than the one in Fama and French (2015) [2].
文摘The implicit Colebrook equation has been the standard for estimating pipe friction factor in a fully developed turbulent regime. Several alternative explicit models to the Colebrook equation have been proposed. To date, most of the accurate explicit models have been those with three logarithmic functions, but they require more computational time than the Colebrook equation. In this study, a new explicit non-linear regression model which has only two logarithmic functions is developed. The new model, when compared with the existing extremely accurate models, gives rise to the least average and maximum relative errors of 0.0025% and 0.0664%, respectively. Moreover, it requires far less computational time than the Colebrook equation. It is therefore concluded that the new explicit model provides a good trade-off between accuracy and relative computational efficiency for pipe friction factor estimation in the fully developed turbulent flow regime.
文摘In this study, we use Chinese A-share stock market data from 1995 to 2005 to test the persistence of the size and valueeffect and the robustness of the Fama-French three-factor model in explaining the variation in stock returns.Wefind that the three-factor model can explain the common variation in stock returns well.However, it is mis-specifiedfor the Chinese stock market.We demonstrate that the size effect and the book-to-market effect are significant andpersistent over our sample period.Interestingly, the book-to-market effect for China is much stronger than the averageones in mature markets and other emerging markets documented by Fama and French (1998).Moreover, we find noevidence to support the argument that seasonal effects can explain the results of the multifactor model.Last, our mixedobservations on firm-specific fundamentals suggest that the risk-based explanation proposed by Fama and French(1995) cannot shed light on the size and BM effect for China.In view of the features of the Chinese stock market, weinstead argue that China’s size and book-to-market effect may be attributed to syndicate speculators’ manipulation andmispricing caused by irrational investor behavior.
基金Supported by NSFC (Grant Nos. 11631003, 11690012)。
文摘Despite of the wide use of the factor models, the issue of determining the number of factors has not been resolved in the statistics literature. An ad hoc approach is to set the number of factors to be the number of eigenvalues of the data correlation matrix that are larger than one, and subsequent statistical analysis proceeds assuming the resulting factor number is correct. In this work, we study the relation between the number of such eigenvalues and the number of factors, and provide the if and only if conditions under which the two numbers are equal. We show that the equality only relies on the properties of the loading matrix of the factor model. Guided by the newly discovered condition, we further reveal how the model error affects the estimation of the number of factors.
文摘Latent factor models have become a workhorse for a large number of recommender systems. While these sys- tems are built using ratings data, which is typically assumed static, the ability to incorporate different kinds of subsequent user feedback is an important asset. For instance, the user might want to provide additional information to the system in order to improve his personal recommendations. To this end, we examine a novel scheme for efficiently learning （or refining） user parameters from such feedback. We propose a scheme where users are presented with a sequence of pair- wise preference questions： ＂Do you prefer item A over B？＂ User parameters are updated based on their response, and subsequent questions are chosen adaptively after incorporat- ing the feedback. We operate in a Bayesian framework and the choice of questions is based on an information gain cri- terion. We validate the scheme on the Netflix movie ratings data set and a proprietary television viewership data set. A user study and automated experiments validate our findings.
基金supported by grants from the National Natural Science Foundation of China(72171088,71803049,72003205)the Ministry of Education of the People's Republic of China of Humanities and Social Sciences Youth Fundation(20YJC790142)the General Project of Social Science Planning in Guangdong Province,China(GD22CYJ12).
文摘We forecast realized volatilities by developing a time-varying heterogeneous autoregressive(HAR)latent factor model with dynamic model average(DMA)and dynamic model selection(DMS)approaches.The number of latent factors is determined using Chan and Grant's(2016)deviation information criteria.The predictors in our model include lagged daily,weekly,and monthly volatility variables,the corresponding volatility factors,and a speculation variable.In addition,the time-varying properties of the best-performing DMA(DMS)-HAR-2FX models,including size,inclusion probabilities,and coefficients,are examined.We find that the proposed DMA(DMS)-HAR-2FX model outperforms the competing models for both in-sample and out-of-sample forecasts.Furthermore,the speculation variable displays strong predictability for forecasting the realized volatility of financial futures in China.
基金supported from the National Science and Technology Major Project under Grant No.2011ZX05030
文摘Deepwater oil and gas projects embody high risks from geology and engineering aspects, which exert substantial influence on project valuation. But the uncer- tainties may be converted to additional value to the projects in the case of flexible management. Given the flexibility of project management, this paper extends the classical real options model to a multi-factor model which contains oil price, geology, and engineering uncertainties. It then gives an application example of the new model to evaluate deepwater oil and gas projects with a numerical analytical method. Compared with other methods and models, this multi-factor real options model contains more project information. It reflects the potential value deriving not only from oil price variation but also from geology and engi- neering uncertainties, which provides more accurate and reliable valuation information for decision makers.
基金Project supported by the National Natural Science Foundation of China （Grant Nos.70518001. 70671064）
文摘In this paper, a new branch-and-bound algorithm based on the Lagrangian dual relaxation and continuous relaxation is proposed for discrete multi-factor portfolio selection model with roundlot restriction in financial optimization. This discrete portfolio model is of integer quadratic programming problems. The separable structure of the model is investigated by using Lagrangian relaxation and dual search. Computational results show that the algorithm is capable of solving real-world portfolio problems with data from US stock market and randomly generated test problems with up to 120 securities.
基金supported by National Natural Science Foundation of China(Grant Nos.11631003,11690012 and 11571068)the Fundamental Research Funds for the Central Universities(Grant No.2412019FZ030)+1 种基金Jilin Provincial Science and Technology Development Plan Funded Project(Grant No.20180520026JH)the National Institute of Health。
文摘Linear factor models are familiar tools used in many fields.Several pioneering literatures established foundational theoretical results of the quasi-maximum likelihood estimator for high-dimensional linear factor models.Their results are based on a critical assumption:The error variance estimators are uniformly bounded in probability.Instead of making such an assumption,we provide a rigorous proof of this result under some mild conditions.
文摘This paper provides a survey on recent developments in structural changes for high dimensional factor models. Compared with conventional low-dimensional time series, structural changes in factor models are more complicated due to the unobservability of factors and factor loadings. The following topics are covered in this survey： the identification conditions for the structural changes in the factor loadings, different impacts of big and small breaks in factor models, tests for structural changes in the factor loadings of a specific variable, tests for structural changes in the factor loading matrix, joint tests for structural changes in the factor loadings and coefficients in factor-augmented regressions, tests for smooth changes in the factor loadings, estimation of break dates, and model selection in factor models with structural changes via the shrinkage method.
文摘For the class of(partially specified)internal risk factor models we establish strongly simplified supermodular ordering results in comparison to the case of general risk factor models.This allows us to derive meaningful and improved risk bounds for the joint portfolio in risk factor models with dependence information given by constrained specification sets for the copulas of the risk components and the systemic risk factor.The proof of our main comparison result is not standard.It is based on grid copula approximation of upper products of copulas and on the theory of mass transfers.An application to real market data shows considerable improvement over the standard method.
文摘In this paper some improvements on certainty factor model are discussed aiming at:1)including, in a rule“E→H”,not only the CF of H when E exists but also CF of(?)when E does not exist(partly or completely).For this purpose another factor(?)is added into the original model;2) improving the model so that it can tackle problems with unknown evidence.In this aspect two concepts are introduced:(relative)maximum existence risk and(relative)maximum non-existence risk.An impor- tant result is that even if some necessary evidence is unknown one can still know the tendency whether the conclusion is true.Based on the improvements a conflict resolution model for problem-level conflict is also presented
基金Funded by the National Natural Science Foundation of China(Nos.51278304,U1134209,U1434204&51422814)the National Basic Research Program(973 Program)of China(No.011-CB013604)the Technology Research and Development Program(Basic Research Project)of Shenzhen(Nos.JCYJ20120613174456685&JCYJ20130329143859418)
文摘Diffusion has been systematically described as the main mechanism of chloride transport in reinforced concrete（RC） structure, especially when the concrete is in a saturated state. However, the single mechanism of diffusion is not able to describe the actual chloride ingress in the nonsaturated concrete. Instead, it is dominated by the interaction of diffusion and convection. With the synergetic effects of various factors taken into account, this study aimed to modify and develop an analytical convection- diffusion coupling model for chloride transport in nonsaturated concrete. The model was verified by simulation of laboratory tests and field measurement. The results of comparison study demonstrate that the analytical model developed in this study is efficient and accurate in predicting the chloride profiles in the nonsaturated concrete.
文摘AIM To investigate the incidence and the determinants of cardiovascular morbidity in Greek renal transplant recipients(RTRs) expressed as major advance cardiac event(MACE) rate. METHODS Two hundred and forty-two adult patients with a functioning graft for at least three months and availabledata that were followed up on the August 31, 2015 at two transplant centers of Western Greece were included in this study. Baseline recipients' data elements included demographics, clinical characteristics, history of comorbid conditions and laboratory parameters. Follow-up data regarding MACE occurrence were collected retrospectively from the patients' records and MACE risk score was calculated for each patient. RESULTS The mean age was 53 years(63.6% males) and 47 patients(19.4%) had a pre-existing cardiovascular disease(CVD) before transplantation. The mean estimated glomerular filtration rate was 52 ± 17 mL /min per 1.73 m2. During follow-up 36 patients(14.9%) suffered a MACE with a median time to MACE 5 years(interquartile range: 2.2-10 years). Recipients with a MACE compared to recipients without a MACE had a significantly higher mean age(59 years vs 52 years, P < 0.001) and a higher prevalence of pre-existing CVD(44.4% vs 15%, P < 0.001). The 7-year predicted mean risk for MACE was 14.6% ± 12.5% overall. In RTRs who experienced a MACE, the predicted risk was 22.3% ± 17.1% and was significantly higher than in RTRs without an event 13.3% ± 11.1%(P = 0.003). The discrimination ability of the model in the Greek database of RTRs was good with an area under the receiver operating characteristics curve of 0.68(95%CI: 0.58-0.78).CONCLUSION In this Greek cohort of RTRs, MACE occurred in 14.9% of the patients, pre-existing CVD was the main risk factor, while MACE risk model was proved a dependable utility in predicting CVD post RT.
