Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure ri...Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure risks that there exist CIR stochastic volatility of stock return and Vasicek or CIR stochastic interest rate in the market. In the end, the result of the model in the paper is compared with those in other models, including BS model with numerical experiment. These results show that the double exponential jump-diffusion model with CIR-market structure risks is suitable for modelling the real-market changes and very useful.展开更多
This paper studies the critical exercise price of American floating strike lookback options under the mixed jump-diffusion model. By using It formula and Wick-It-Skorohod integral, a new market pricing model estab...This paper studies the critical exercise price of American floating strike lookback options under the mixed jump-diffusion model. By using It formula and Wick-It-Skorohod integral, a new market pricing model established under the environment of mixed jumpdiffusion fractional Brownian motion. The fundamental solutions of stochastic parabolic partial differential equations are estimated under the condition of Merton assumptions. The explicit integral representation of early exercise premium and the critical exercise price are also given, then the American floating strike lookback options factorization formula is obtained, the results is generalized the classical Black-Scholes market pricing model.展开更多
In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via marti...In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via martingale stopping.展开更多
In this paper, under the assumption that the exchange rate follows the extended Vasicek model, the pricing of the reset option in FBM model is investigated. Some interesting themes such as closed-form formulas for the...In this paper, under the assumption that the exchange rate follows the extended Vasicek model, the pricing of the reset option in FBM model is investigated. Some interesting themes such as closed-form formulas for the reset option with a single reset date and the phenomena of delta of the reset jumps existing in the reset option during the reset date are discussed. The closed-form formulae of pricing for two kinds of power options are derived in the end.展开更多
This paper considers the pricing problem of collateralized debt obligations tranches under a structural jump-diffusion model, where the asset value of each reference entity is generated by a geometric Brownian motion ...This paper considers the pricing problem of collateralized debt obligations tranches under a structural jump-diffusion model, where the asset value of each reference entity is generated by a geometric Brownian motion and jump with an asymmetric double exponential distribution. Conditioned on the common factor of individual entity, this paper gets the conditional distribution, and further obtains the loss distribution of the whole reference portfolio. Based on the semi-analytic approach, the fair spreads of collateralized debt obligations tranches, i.e., the prices of collateralized debt obligations tranches, are derived.展开更多
In this paper,we study the asymptotic behaviors of implied volatility in an affine jump-diffusion model.By assuming that log stock prices under the risk-neutral measure follow an affine jump-diffusion model,we show th...In this paper,we study the asymptotic behaviors of implied volatility in an affine jump-diffusion model.By assuming that log stock prices under the risk-neutral measure follow an affine jump-diffusion model,we show that an explicit form of the moment-generating function for log stock price can be obtained by solving a set of ordinary differential equations.A large-time large deviation principle for log stock prices is derived by applying the Gartner-Ellis theorem.We characterize the asymptotic behaviors of implied volatility in the large-maturity and large-strike regimes using the rate function in the large deviation principle.The asymptotics of the implied volatility for fixed-maturity,large-strike and small-strike regimes are also studied.Numerical results are provided to validate thetheoretical work.展开更多
This paper considers the problem of numerically evaluating discrete barrier option prices when the underlying asset follows the jump-diffusion model with stochas-tic volatility and stochastic intensity.We derive the t...This paper considers the problem of numerically evaluating discrete barrier option prices when the underlying asset follows the jump-diffusion model with stochas-tic volatility and stochastic intensity.We derive the three-dimensional characteristic function of the log-asset price,the volatility and the jump intensity.We also provide the approximate formula of the discrete barrier option prices by the three-dimensional Fourier cosine series expansion(3D-COS)method.Numerical results show that the 3D-COS method is rather correct,fast and competent for pricing the discrete barrier options.展开更多
In this paper,we study the nonparametric estimation of the second infinitesimal moment by using the reweighted Nadaraya-Watson (RNW) approach of the underlying jump diffusion model.We establish strong consistency and ...In this paper,we study the nonparametric estimation of the second infinitesimal moment by using the reweighted Nadaraya-Watson (RNW) approach of the underlying jump diffusion model.We establish strong consistency and asymptotic normality for the estimate of the second infinitesimal moment of continuous time models using the reweighted Nadaraya-Watson estimator to the true function.展开更多
In this paper,we construct and analyze a Crank-Nicolson fitted finite volume scheme for pricing European options under regime-switching Kou’s jumpdiffusion model which is governed by a system of partial integro-diffe...In this paper,we construct and analyze a Crank-Nicolson fitted finite volume scheme for pricing European options under regime-switching Kou’s jumpdiffusion model which is governed by a system of partial integro-differential equations(PIDEs).We show that this scheme is consistent,stable and monotone as the mesh sizes in space and time approach zero,hence it ensures the convergence to the solution of continuous problem.Finally,numerical experiments are performed to demonstrate the efficiency,accuracy and robustness of the proposed method.展开更多
In this paper,we propose a new method to estimate the diffusion function in the jump-diffusion model.First,a threshold reweighted Nadaraya-Watson-type estimator is introduced.Then,we establish asymptotic normality for...In this paper,we propose a new method to estimate the diffusion function in the jump-diffusion model.First,a threshold reweighted Nadaraya-Watson-type estimator is introduced.Then,we establish asymptotic normality for the estimator and conduct Monte Carlo simulations through two examples to verify the better finite-sampling properties.Finally,our estimator is demonstrated through the actual data of the Shanghai Interbank Offered Rate in China.展开更多
In this paper, we consider the finite time ruin probability for the jump-diffusion Poisson process. Under the assurnptions that the claimsizes are subexponentially distributed and that the interest force is constant, ...In this paper, we consider the finite time ruin probability for the jump-diffusion Poisson process. Under the assurnptions that the claimsizes are subexponentially distributed and that the interest force is constant, we obtain an asymptotic formula for the finite-time ruin probability. The results we obtain extends the corresponding results of Kliippelberg and Stadtmüller and Tang.展开更多
This paper investigates a dynamic asset allocation problem for loss-averse investors in a jumpdiffusion model where there are a riskless asset and N risky assets. Specifically, the prices of risky assets are governed ...This paper investigates a dynamic asset allocation problem for loss-averse investors in a jumpdiffusion model where there are a riskless asset and N risky assets. Specifically, the prices of risky assets are governed by jump-diffusion processes driven by an m-dimensional Brownian motion and a（N- m）-dimensional Poisson process. After converting the dynamic optimal portfolio problem to a static optimization problem in the terminal wealth, the optimal terminal wealth is first solved. Then the optimal wealth process and investment strategy are derived by using the martingale representation approach. The closed-form solutions for them are finally given in a special example.展开更多
BACKGROUND Rebleeding after recovery from esophagogastric variceal bleeding(EGVB)is a severe complication that is associated with high rates of both incidence and mortality.Despite its clinical importance,recognized p...BACKGROUND Rebleeding after recovery from esophagogastric variceal bleeding(EGVB)is a severe complication that is associated with high rates of both incidence and mortality.Despite its clinical importance,recognized prognostic models that can effectively predict esophagogastric variceal rebleeding in patients with liver cirrhosis are lacking.AIM To construct and externally validate a reliable prognostic model for predicting the occurrence of esophagogastric variceal rebleeding.METHODS This study included 477 EGVB patients across 2 cohorts:The derivation cohort(n=322)and the validation cohort(n=155).The primary outcome was rebleeding events within 1 year.The least absolute shrinkage and selection operator was applied for predictor selection,and multivariate Cox regression analysis was used to construct the prognostic model.Internal validation was performed with bootstrap resampling.We assessed the discrimination,calibration and accuracy of the model,and performed patient risk stratification.RESULTS Six predictors,including albumin and aspartate aminotransferase concentrations,white blood cell count,and the presence of ascites,portal vein thrombosis,and bleeding signs,were selected for the rebleeding event prediction following endoscopic treatment(REPET)model.In predicting rebleeding within 1 year,the REPET model ex-hibited a concordance index of 0.775 and a Brier score of 0.143 in the derivation cohort,alongside 0.862 and 0.127 in the validation cohort.Furthermore,the REPET model revealed a significant difference in rebleeding rates(P<0.01)between low-risk patients and intermediate-to high-risk patients in both cohorts.CONCLUSION We constructed and validated a new prognostic model for variceal rebleeding with excellent predictive per-formance,which will improve the clinical management of rebleeding in EGVB patients.展开更多
This study was aimed to prepare landslide susceptibility maps for the Pithoragarh district in Uttarakhand,India,using advanced ensemble models that combined Radial Basis Function Networks(RBFN)with three ensemble lear...This study was aimed to prepare landslide susceptibility maps for the Pithoragarh district in Uttarakhand,India,using advanced ensemble models that combined Radial Basis Function Networks(RBFN)with three ensemble learning techniques:DAGGING(DG),MULTIBOOST(MB),and ADABOOST(AB).This combination resulted in three distinct ensemble models:DG-RBFN,MB-RBFN,and AB-RBFN.Additionally,a traditional weighted method,Information Value(IV),and a benchmark machine learning(ML)model,Multilayer Perceptron Neural Network(MLP),were employed for comparison and validation.The models were developed using ten landslide conditioning factors,which included slope,aspect,elevation,curvature,land cover,geomorphology,overburden depth,lithology,distance to rivers and distance to roads.These factors were instrumental in predicting the output variable,which was the probability of landslide occurrence.Statistical analysis of the models’performance indicated that the DG-RBFN model,with an Area Under ROC Curve(AUC)of 0.931,outperformed the other models.The AB-RBFN model achieved an AUC of 0.929,the MB-RBFN model had an AUC of 0.913,and the MLP model recorded an AUC of 0.926.These results suggest that the advanced ensemble ML model DG-RBFN was more accurate than traditional statistical model,single MLP model,and other ensemble models in preparing trustworthy landslide susceptibility maps,thereby enhancing land use planning and decision-making.展开更多
Quasi-elastic neutron scattering(QENS) has many applications that are directly related to the development of highperformance functional materials and biological macromolecules, especially those containing some water. ...Quasi-elastic neutron scattering(QENS) has many applications that are directly related to the development of highperformance functional materials and biological macromolecules, especially those containing some water. The analysis method of QENS spectra data is important to obtain parameters that can explain the structure of materials and the dynamics of water. In this paper, we present a revised jump-diffusion and rotation-diffusion model(rJRM) used for QENS spectra data analysis. By the rJRM, the QENS spectra from a pure magnesium-silicate-hydrate(MSH) sample are fitted well for the Q range from 0.3 ^(-1) to 1.9 ^(-1) and temperatures from 210 K up to 280 K. The fitted parameters can be divided into two kinds. The first kind describes the structure of the MSH sample, including the ratio of immobile water(or bound water) C and the confining radius of mobile water a_0. The second kind describes the dynamics of confined water in pores contained in the MSH sample, including the translational diffusion coefficient Dt, the average translational residence timeτ0, the rotational diffusion coefficient D_r, and the mean squared displacement(MSD) u^2. The r JRM is a new practical method suitable to fit QENS spectra from porous materials, where hydrogen atoms appear in both solid and liquid phases.展开更多
We propose an integrated method of data-driven and mechanism models for well logging formation evaluation,explicitly focusing on predicting reservoir parameters,such as porosity and water saturation.Accurately interpr...We propose an integrated method of data-driven and mechanism models for well logging formation evaluation,explicitly focusing on predicting reservoir parameters,such as porosity and water saturation.Accurately interpreting these parameters is crucial for effectively exploring and developing oil and gas.However,with the increasing complexity of geological conditions in this industry,there is a growing demand for improved accuracy in reservoir parameter prediction,leading to higher costs associated with manual interpretation.The conventional logging interpretation methods rely on empirical relationships between logging data and reservoir parameters,which suffer from low interpretation efficiency,intense subjectivity,and suitability for ideal conditions.The application of artificial intelligence in the interpretation of logging data provides a new solution to the problems existing in traditional methods.It is expected to improve the accuracy and efficiency of the interpretation.If large and high-quality datasets exist,data-driven models can reveal relationships of arbitrary complexity.Nevertheless,constructing sufficiently large logging datasets with reliable labels remains challenging,making it difficult to apply data-driven models effectively in logging data interpretation.Furthermore,data-driven models often act as“black boxes”without explaining their predictions or ensuring compliance with primary physical constraints.This paper proposes a machine learning method with strong physical constraints by integrating mechanism and data-driven models.Prior knowledge of logging data interpretation is embedded into machine learning regarding network structure,loss function,and optimization algorithm.We employ the Physically Informed Auto-Encoder(PIAE)to predict porosity and water saturation,which can be trained without labeled reservoir parameters using self-supervised learning techniques.This approach effectively achieves automated interpretation and facilitates generalization across diverse datasets.展开更多
Conducting predictability studies is essential for tracing the source of forecast errors,which not only leads to the improvement of observation and forecasting systems,but also enhances the understanding of weather an...Conducting predictability studies is essential for tracing the source of forecast errors,which not only leads to the improvement of observation and forecasting systems,but also enhances the understanding of weather and climate phenomena.In the past few decades,dynamical numerical models have been the primary tools for predictability studies,achieving significant progress.Nowadays,with the advances in artificial intelligence(AI)techniques and accumulations of vast meteorological data,modeling weather and climate events using modern data-driven approaches is becoming trendy,where FourCastNet,Pangu-Weather,and GraphCast are successful pioneers.In this perspective article,we suggest AI models should not be limited to forecasting but be expanded to predictability studies,leveraging AI's advantages of high efficiency and self-contained optimization modules.To this end,we first remark that AI models should possess high simulation capability with fine spatiotemporal resolution for two kinds of predictability studies.AI models with high simulation capabilities comparable to numerical models can be considered to provide solutions to partial differential equations in a data-driven way.Then,we highlight several specific predictability issues with well-determined nonlinear optimization formulizations,which can be well-studied using AI models,holding significant scientific value.In addition,we advocate for the incorporation of AI models into the synergistic cycle of the cognition–observation–model paradigm.Comprehensive predictability studies have the potential to transform“big data”to“big and better data”and shift the focus from“AI for forecasts”to“AI for science”,ultimately advancing the development of the atmospheric and oceanic sciences.展开更多
Developing sensorless techniques for estimating battery expansion is essential for effective mechanical state monitoring,improving the accuracy of digital twin simulation and abnormality detection.Therefore,this paper...Developing sensorless techniques for estimating battery expansion is essential for effective mechanical state monitoring,improving the accuracy of digital twin simulation and abnormality detection.Therefore,this paper presents a data-driven approach to expansion estimation using electromechanical coupled models with machine learning.The proposed method integrates reduced-order impedance models with data-driven mechanical models,coupling the electrochemical and mechanical states through the state of charge(SOC)and mechanical pressure within a state estimation framework.The coupling relationship was established through experimental insights into pressure-related impedance parameters and the nonlinear mechanical behavior with SOC and pressure.The data-driven model was interpreted by introducing a novel swelling coefficient defined by component stiffnesses to capture the nonlinear mechanical behavior across various mechanical constraints.Sensitivity analysis of the impedance model shows that updating model parameters with pressure can reduce the mean absolute error of simulated voltage by 20 mV and SOC estimation error by 2%.The results demonstrate the model's estimation capabilities,achieving a root mean square error of less than 1 kPa when the maximum expansion force is from 30 kPa to 120 kPa,outperforming calibrated stiffness models and other machine learning techniques.The model's robustness and generalizability are further supported by its effective handling of SOC estimation and pressure measurement errors.This work highlights the importance of the proposed framework in enhancing state estimation and fault diagnosis for lithium-ion batteries.展开更多
基金Supported by the NNSF of China(40675023)the PHD Foundation of Guangxi Normal University.
文摘Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure risks that there exist CIR stochastic volatility of stock return and Vasicek or CIR stochastic interest rate in the market. In the end, the result of the model in the paper is compared with those in other models, including BS model with numerical experiment. These results show that the double exponential jump-diffusion model with CIR-market structure risks is suitable for modelling the real-market changes and very useful.
基金Supported by the Fundamental Research Funds of Lanzhou University of Finance and Economics(Lzufe2017C-09)
文摘This paper studies the critical exercise price of American floating strike lookback options under the mixed jump-diffusion model. By using It formula and Wick-It-Skorohod integral, a new market pricing model established under the environment of mixed jumpdiffusion fractional Brownian motion. The fundamental solutions of stochastic parabolic partial differential equations are estimated under the condition of Merton assumptions. The explicit integral representation of early exercise premium and the critical exercise price are also given, then the American floating strike lookback options factorization formula is obtained, the results is generalized the classical Black-Scholes market pricing model.
基金Supported by the Natural Science Foundation of Jiangsu Province(BK20130260)the National Natural Science Foundation of China(11301369)the Postdoctoral Science Foundation of China(2013M540371)
文摘In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via martingale stopping.
文摘In this paper, under the assumption that the exchange rate follows the extended Vasicek model, the pricing of the reset option in FBM model is investigated. Some interesting themes such as closed-form formulas for the reset option with a single reset date and the phenomena of delta of the reset jumps existing in the reset option during the reset date are discussed. The closed-form formulae of pricing for two kinds of power options are derived in the end.
基金Supported by the National Natural Science Foundation of China (70771018)the Natural Science Foundation of Shandong Province (2009ZRB019AV)Mathematical Subject Construction Funds and the Key Laboratory of Financial Information Engineering of Ludong University (2008)
文摘This paper considers the pricing problem of collateralized debt obligations tranches under a structural jump-diffusion model, where the asset value of each reference entity is generated by a geometric Brownian motion and jump with an asymmetric double exponential distribution. Conditioned on the common factor of individual entity, this paper gets the conditional distribution, and further obtains the loss distribution of the whole reference portfolio. Based on the semi-analytic approach, the fair spreads of collateralized debt obligations tranches, i.e., the prices of collateralized debt obligations tranches, are derived.
基金supported in part by the Natural Science Foundation of China(Grant No.12071361)the Natural Science Foundation of Guangdong Province(Grant No.2020A1515010822)Shenzhen Natural Science Fund(the Stable Support Plan Program 20220810152104001).
文摘In this paper,we study the asymptotic behaviors of implied volatility in an affine jump-diffusion model.By assuming that log stock prices under the risk-neutral measure follow an affine jump-diffusion model,we show that an explicit form of the moment-generating function for log stock price can be obtained by solving a set of ordinary differential equations.A large-time large deviation principle for log stock prices is derived by applying the Gartner-Ellis theorem.We characterize the asymptotic behaviors of implied volatility in the large-maturity and large-strike regimes using the rate function in the large deviation principle.The asymptotics of the implied volatility for fixed-maturity,large-strike and small-strike regimes are also studied.Numerical results are provided to validate thetheoretical work.
文摘This paper considers the problem of numerically evaluating discrete barrier option prices when the underlying asset follows the jump-diffusion model with stochas-tic volatility and stochastic intensity.We derive the three-dimensional characteristic function of the log-asset price,the volatility and the jump intensity.We also provide the approximate formula of the discrete barrier option prices by the three-dimensional Fourier cosine series expansion(3D-COS)method.Numerical results show that the 3D-COS method is rather correct,fast and competent for pricing the discrete barrier options.
基金supported by National Natural Science Foundation of China (Grant Nos.10871177,11071213)Research Fund for the Doctor Program of Higher Education of China (Grant No.20090101110020)
文摘In this paper,we study the nonparametric estimation of the second infinitesimal moment by using the reweighted Nadaraya-Watson (RNW) approach of the underlying jump diffusion model.We establish strong consistency and asymptotic normality for the estimate of the second infinitesimal moment of continuous time models using the reweighted Nadaraya-Watson estimator to the true function.
基金supported by the National Natural Science Foundation of China(Nos.11971354,and 11701221)the Special Basic Cooperative Research Programs of Yunnan Provincial Undergraduate Universities’Association(No.2019FH001-079)the Fundamental Research Funds for the Central Universities(No.22120210555).
文摘In this paper,we construct and analyze a Crank-Nicolson fitted finite volume scheme for pricing European options under regime-switching Kou’s jumpdiffusion model which is governed by a system of partial integro-differential equations(PIDEs).We show that this scheme is consistent,stable and monotone as the mesh sizes in space and time approach zero,hence it ensures the convergence to the solution of continuous problem.Finally,numerical experiments are performed to demonstrate the efficiency,accuracy and robustness of the proposed method.
基金supported by the National Natural Science Foundation of China(Grant Nos.12071257 and 11971267)National Key R&D Program of China(Grant No.2018YFA0703900)+7 种基金Shandong Provincial Natural Science Foundation(Grant No.ZR2019ZD41)the Young Scholars Program of Shandong University.Yuping Song’s research is supported by the National Natural Science Foundation of China(Grant No.11901397)Ministry of Education,Humanities and Social Sciences project(Grant No.18YJCZH153)National Statistical Science Research Project(Grant No.2018LZ05)Youth Academic Backbone Cultivation Project of Shanghai Normal University(Grant No.310-AC7031-19-003021)General Research Fund of Shanghai Normal University(Grant No.SK201720)Key Subject of Quantitative Economics(Grant No.310-AC7031-19-004221)Academic Innovation Team of Shanghai Normal University(Grant No.310-AC7031-19-004228).
文摘In this paper,we propose a new method to estimate the diffusion function in the jump-diffusion model.First,a threshold reweighted Nadaraya-Watson-type estimator is introduced.Then,we establish asymptotic normality for the estimator and conduct Monte Carlo simulations through two examples to verify the better finite-sampling properties.Finally,our estimator is demonstrated through the actual data of the Shanghai Interbank Offered Rate in China.
基金Supported by the National Natural Science Foundation of China(No.70471071)Philosophy and Social Science Foundation of the Education Anthority of Jiangsu Province(No.04SJB630005)
文摘In this paper, we consider the finite time ruin probability for the jump-diffusion Poisson process. Under the assurnptions that the claimsizes are subexponentially distributed and that the interest force is constant, we obtain an asymptotic formula for the finite-time ruin probability. The results we obtain extends the corresponding results of Kliippelberg and Stadtmüller and Tang.
基金Supported by the National Natural Science Foundation of China(No.61304065,11471304,11401556)the Natural Science Foundation of the Jiangsu Higher Education Institutions of China(No.12KJB110011)
文摘This paper investigates a dynamic asset allocation problem for loss-averse investors in a jumpdiffusion model where there are a riskless asset and N risky assets. Specifically, the prices of risky assets are governed by jump-diffusion processes driven by an m-dimensional Brownian motion and a（N- m）-dimensional Poisson process. After converting the dynamic optimal portfolio problem to a static optimization problem in the terminal wealth, the optimal terminal wealth is first solved. Then the optimal wealth process and investment strategy are derived by using the martingale representation approach. The closed-form solutions for them are finally given in a special example.
基金Supported by National Natural Science Foundation of China,No.81874390 and No.81573948Shanghai Natural Science Foundation,No.21ZR1464100+1 种基金Science and Technology Innovation Action Plan of Shanghai Science and Technology Commission,No.22S11901700the Shanghai Key Specialty of Traditional Chinese Clinical Medicine,No.shslczdzk01201.
文摘BACKGROUND Rebleeding after recovery from esophagogastric variceal bleeding(EGVB)is a severe complication that is associated with high rates of both incidence and mortality.Despite its clinical importance,recognized prognostic models that can effectively predict esophagogastric variceal rebleeding in patients with liver cirrhosis are lacking.AIM To construct and externally validate a reliable prognostic model for predicting the occurrence of esophagogastric variceal rebleeding.METHODS This study included 477 EGVB patients across 2 cohorts:The derivation cohort(n=322)and the validation cohort(n=155).The primary outcome was rebleeding events within 1 year.The least absolute shrinkage and selection operator was applied for predictor selection,and multivariate Cox regression analysis was used to construct the prognostic model.Internal validation was performed with bootstrap resampling.We assessed the discrimination,calibration and accuracy of the model,and performed patient risk stratification.RESULTS Six predictors,including albumin and aspartate aminotransferase concentrations,white blood cell count,and the presence of ascites,portal vein thrombosis,and bleeding signs,were selected for the rebleeding event prediction following endoscopic treatment(REPET)model.In predicting rebleeding within 1 year,the REPET model ex-hibited a concordance index of 0.775 and a Brier score of 0.143 in the derivation cohort,alongside 0.862 and 0.127 in the validation cohort.Furthermore,the REPET model revealed a significant difference in rebleeding rates(P<0.01)between low-risk patients and intermediate-to high-risk patients in both cohorts.CONCLUSION We constructed and validated a new prognostic model for variceal rebleeding with excellent predictive per-formance,which will improve the clinical management of rebleeding in EGVB patients.
基金the University of Transport Technology under the project entitled“Application of Machine Learning Algorithms in Landslide Susceptibility Mapping in Mountainous Areas”with grant number DTTD2022-16.
文摘This study was aimed to prepare landslide susceptibility maps for the Pithoragarh district in Uttarakhand,India,using advanced ensemble models that combined Radial Basis Function Networks(RBFN)with three ensemble learning techniques:DAGGING(DG),MULTIBOOST(MB),and ADABOOST(AB).This combination resulted in three distinct ensemble models:DG-RBFN,MB-RBFN,and AB-RBFN.Additionally,a traditional weighted method,Information Value(IV),and a benchmark machine learning(ML)model,Multilayer Perceptron Neural Network(MLP),were employed for comparison and validation.The models were developed using ten landslide conditioning factors,which included slope,aspect,elevation,curvature,land cover,geomorphology,overburden depth,lithology,distance to rivers and distance to roads.These factors were instrumental in predicting the output variable,which was the probability of landslide occurrence.Statistical analysis of the models’performance indicated that the DG-RBFN model,with an Area Under ROC Curve(AUC)of 0.931,outperformed the other models.The AB-RBFN model achieved an AUC of 0.929,the MB-RBFN model had an AUC of 0.913,and the MLP model recorded an AUC of 0.926.These results suggest that the advanced ensemble ML model DG-RBFN was more accurate than traditional statistical model,single MLP model,and other ensemble models in preparing trustworthy landslide susceptibility maps,thereby enhancing land use planning and decision-making.
文摘Quasi-elastic neutron scattering(QENS) has many applications that are directly related to the development of highperformance functional materials and biological macromolecules, especially those containing some water. The analysis method of QENS spectra data is important to obtain parameters that can explain the structure of materials and the dynamics of water. In this paper, we present a revised jump-diffusion and rotation-diffusion model(rJRM) used for QENS spectra data analysis. By the rJRM, the QENS spectra from a pure magnesium-silicate-hydrate(MSH) sample are fitted well for the Q range from 0.3 ^(-1) to 1.9 ^(-1) and temperatures from 210 K up to 280 K. The fitted parameters can be divided into two kinds. The first kind describes the structure of the MSH sample, including the ratio of immobile water(or bound water) C and the confining radius of mobile water a_0. The second kind describes the dynamics of confined water in pores contained in the MSH sample, including the translational diffusion coefficient Dt, the average translational residence timeτ0, the rotational diffusion coefficient D_r, and the mean squared displacement(MSD) u^2. The r JRM is a new practical method suitable to fit QENS spectra from porous materials, where hydrogen atoms appear in both solid and liquid phases.
基金supported by National Key Research and Development Program (2019YFA0708301)National Natural Science Foundation of China (51974337)+2 种基金the Strategic Cooperation Projects of CNPC and CUPB (ZLZX2020-03)Science and Technology Innovation Fund of CNPC (2021DQ02-0403)Open Fund of Petroleum Exploration and Development Research Institute of CNPC (2022-KFKT-09)
文摘We propose an integrated method of data-driven and mechanism models for well logging formation evaluation,explicitly focusing on predicting reservoir parameters,such as porosity and water saturation.Accurately interpreting these parameters is crucial for effectively exploring and developing oil and gas.However,with the increasing complexity of geological conditions in this industry,there is a growing demand for improved accuracy in reservoir parameter prediction,leading to higher costs associated with manual interpretation.The conventional logging interpretation methods rely on empirical relationships between logging data and reservoir parameters,which suffer from low interpretation efficiency,intense subjectivity,and suitability for ideal conditions.The application of artificial intelligence in the interpretation of logging data provides a new solution to the problems existing in traditional methods.It is expected to improve the accuracy and efficiency of the interpretation.If large and high-quality datasets exist,data-driven models can reveal relationships of arbitrary complexity.Nevertheless,constructing sufficiently large logging datasets with reliable labels remains challenging,making it difficult to apply data-driven models effectively in logging data interpretation.Furthermore,data-driven models often act as“black boxes”without explaining their predictions or ensuring compliance with primary physical constraints.This paper proposes a machine learning method with strong physical constraints by integrating mechanism and data-driven models.Prior knowledge of logging data interpretation is embedded into machine learning regarding network structure,loss function,and optimization algorithm.We employ the Physically Informed Auto-Encoder(PIAE)to predict porosity and water saturation,which can be trained without labeled reservoir parameters using self-supervised learning techniques.This approach effectively achieves automated interpretation and facilitates generalization across diverse datasets.
基金in part supported by the National Natural Science Foundation of China(Grant Nos.42288101,42405147 and 42475054)in part by the China National Postdoctoral Program for Innovative Talents(Grant No.BX20230071)。
文摘Conducting predictability studies is essential for tracing the source of forecast errors,which not only leads to the improvement of observation and forecasting systems,but also enhances the understanding of weather and climate phenomena.In the past few decades,dynamical numerical models have been the primary tools for predictability studies,achieving significant progress.Nowadays,with the advances in artificial intelligence(AI)techniques and accumulations of vast meteorological data,modeling weather and climate events using modern data-driven approaches is becoming trendy,where FourCastNet,Pangu-Weather,and GraphCast are successful pioneers.In this perspective article,we suggest AI models should not be limited to forecasting but be expanded to predictability studies,leveraging AI's advantages of high efficiency and self-contained optimization modules.To this end,we first remark that AI models should possess high simulation capability with fine spatiotemporal resolution for two kinds of predictability studies.AI models with high simulation capabilities comparable to numerical models can be considered to provide solutions to partial differential equations in a data-driven way.Then,we highlight several specific predictability issues with well-determined nonlinear optimization formulizations,which can be well-studied using AI models,holding significant scientific value.In addition,we advocate for the incorporation of AI models into the synergistic cycle of the cognition–observation–model paradigm.Comprehensive predictability studies have the potential to transform“big data”to“big and better data”and shift the focus from“AI for forecasts”to“AI for science”,ultimately advancing the development of the atmospheric and oceanic sciences.
基金Fund supported this work for Excellent Youth Scholars of China(Grant No.52222708)the National Natural Science Foundation of China(Grant No.51977007)+1 种基金Part of this work is supported by the research project“SPEED”(03XP0585)at RWTH Aachen Universityfunded by the German Federal Ministry of Education and Research(BMBF)。
文摘Developing sensorless techniques for estimating battery expansion is essential for effective mechanical state monitoring,improving the accuracy of digital twin simulation and abnormality detection.Therefore,this paper presents a data-driven approach to expansion estimation using electromechanical coupled models with machine learning.The proposed method integrates reduced-order impedance models with data-driven mechanical models,coupling the electrochemical and mechanical states through the state of charge(SOC)and mechanical pressure within a state estimation framework.The coupling relationship was established through experimental insights into pressure-related impedance parameters and the nonlinear mechanical behavior with SOC and pressure.The data-driven model was interpreted by introducing a novel swelling coefficient defined by component stiffnesses to capture the nonlinear mechanical behavior across various mechanical constraints.Sensitivity analysis of the impedance model shows that updating model parameters with pressure can reduce the mean absolute error of simulated voltage by 20 mV and SOC estimation error by 2%.The results demonstrate the model's estimation capabilities,achieving a root mean square error of less than 1 kPa when the maximum expansion force is from 30 kPa to 120 kPa,outperforming calibrated stiffness models and other machine learning techniques.The model's robustness and generalizability are further supported by its effective handling of SOC estimation and pressure measurement errors.This work highlights the importance of the proposed framework in enhancing state estimation and fault diagnosis for lithium-ion batteries.
