The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also pr...The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.展开更多
The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of soluti...The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi_linear elliptic type integro_differential equations is obtained.展开更多
In this paper we consider the problem of determining the optimal time to buy an asset in a position of an uptrend or downtrend in the financial market and currency market as well as other markets. Asset price is model...In this paper we consider the problem of determining the optimal time to buy an asset in a position of an uptrend or downtrend in the financial market and currency market as well as other markets. Asset price is modeled as a geometric Brownian motion with drift being a two-state Markov chain. Based on observations of asset prices, investors want to detect the change points of price trends as accurately as possible, so that they can make the decision to buy. Using filtering techniques and stochastic analysis, we will develop the optimal boundary at which investors implement their decisions when the posterior probability process reaches a certain threshold.展开更多
Suppose that C is a finite collection of patterns. Observe a Markov chain until one of the patterns in C occurs as a run. This time is denoted by τ. In this paper, we aim to give an easy way to calculate the mean wai...Suppose that C is a finite collection of patterns. Observe a Markov chain until one of the patterns in C occurs as a run. This time is denoted by τ. In this paper, we aim to give an easy way to calculate the mean waiting time E(τ) and the stopping probabilities P(τ = τA)with A ∈ C, where τA is the waiting time until the pattern A appears as a run.展开更多
Assume that we want to shell an asset with unknown drift but known that the drift is a two value random variable, and the initial distribution can be estimated. As time goes by, this distribution is updated and base o...Assume that we want to shell an asset with unknown drift but known that the drift is a two value random variable, and the initial distribution can be estimated. As time goes by, this distribution is updated and base on the probability of the drift takes the small one gives us the stopping rule. Research results show that the optimal strategy to sell the asset is if the initial probability that the drift receives a small value greater than a certain threshold then liquidates the asset immediately, otherwise the asset holder will wait until the probability of the drift receives a small value passing a certain threshold, it is the optimal time to liquidate the asset.展开更多
In this paper, we consider the problem to determine the optimal time to sell an asset that its price conforms to the Black-Schole model but its drift is a discrete random variable taking one of two given values and th...In this paper, we consider the problem to determine the optimal time to sell an asset that its price conforms to the Black-Schole model but its drift is a discrete random variable taking one of two given values and this probability distribution behavior changes chronologically. The result of finding the optimal strategy to sell the asset is the first time asset price falling into deterministic time-dependent boundary. Moreover, the boundary is represented by an increasing and continuous monotone function satisfying a nonlinear integral equation. We also conduct to find the empirical optimization boundary and simulate the asset price process.展开更多
Objective: Study the influence of the stop time in winter, times of plateau on the index in early days for plateau constructors meet;Method:Is it participate in plateau construction of 2002-2004 to choose,enter into t...Objective: Study the influence of the stop time in winter, times of plateau on the index in early days for plateau constructors meet;Method:Is it participate in plateau construction of 2002-2004 to choose,enter into the plateau again of 2003-2005 practise clothes finish to mate 326 materials “physical examination in front of the worker",which is passed in Nanshankou Hospital in early days, divided into 3 groups according to the difference of year for the physical examination, examine by leaning towards relevant analytical methods;Result: （1） In the situation of day controlling about the stop time in winter, times of garrison in plateau and blood and oxygen saturation lever （SaO2）, the systolic pressure （sBP） is presented and shouldered relevantly winter to control. Present positive correlation with the value of hemoglobin （Hb）;（2） It is stopped that in case of controlling and is garrisoned in the number of times of plateau in winter day and blood and oxygen saturation lever （SaO2） to present positive correlation. Present and shoulder with the hemoglobin （Hb） relevantly.Conclusion: In order to ensure the health of plateau constructors to the maximum extent, should try one’s best to reduce the number of times of returning to the plateau in possible cases. At the same time each one constructs for year and returns to the time that the hinterland concentrates rest should be on above 90 days.展开更多
AS a foreigner anywhere, it is important to make an effort to experience the cultural heritage of the city you are in. In Paris you should visit Montmartre, in London you can＇t miss Buckingham Palace, and before you ...AS a foreigner anywhere, it is important to make an effort to experience the cultural heritage of the city you are in. In Paris you should visit Montmartre, in London you can＇t miss Buckingham Palace, and before you leave Sydney, a trip to the Blue Mountains is essential, For Beiiing, the unquestionable birthplace of Chinese culture is buried deep within the city＇s ancient hutongs.展开更多
In machine learning,positive-unlabelled(PU)learning is a special case within semi-supervised learning.In positiveunlabelled learning,the training set contains some positive examples and a set of unlabelled examples fr...In machine learning,positive-unlabelled(PU)learning is a special case within semi-supervised learning.In positiveunlabelled learning,the training set contains some positive examples and a set of unlabelled examples from both the positive and negative classes.Positive-unlabelled learning has gained attention in many domains,especially in time-series data,in which the obtainment of labelled data is challenging.Examples which originate from the negative class are especially difficult to acquire.Self-learning is a semi-supervised method capable of PU learning in time-series data.In the self-learning approach,observations are individually added from the unlabelled data into the positive class until a stopping criterion is reached.The model is retrained after each addition with the existent labels.The main problem in self-learning is to know when to stop the learning.There are multiple,different stopping criteria in the literature,but they tend to be inaccurate or challenging to apply.This publication proposes a novel stopping criterion,which is called Peak evaluation using perceptually important points,to address this problem for time-series data.Peak evaluation using perceptually important points is exceptional,as it does not have tunable hyperparameters,which makes it easily applicable to an unsupervised setting.Simultaneously,it is flexible as it does not make any assumptions on the balance of the dataset between the positive and the negative class.展开更多
Aiming at the problem that the vehicles always turn left in advance which causes heavy conflicts in the intersection and effected traffic efficiency,the solution of the left-turn lane’s stop line backwards setting wa...Aiming at the problem that the vehicles always turn left in advance which causes heavy conflicts in the intersection and effected traffic efficiency,the solution of the left-turn lane’s stop line backwards setting was proposed,and the critical conditions on the stop line’s setting were studied.Firstly,we studied the characteristics of trajectories distribution in the release process of turning left in advance vehicles.Based on that,we proposed to move the stop line backwards to solve the problem of turning left in advance.Considering the intersection’s geometric features and the vehicle operation features,the geometric critical condition was given for setting the position of left-turn lane’s stop line.And then the model of left-turn vehicles’queuing length was established based on queuing theory and traffic wave theory.By using queuing length model,the flow restrictions of stop line backwards could be found.Assuming left-turn vehicles’arrival rate is stable in a certain period of time,the minimum green time and the maximum red time of left-turn phase were given after the stop line was set up.According to the changes of the vehicles’turning paths,the shortest yellow setting recommendation was given.Finally,the application of the critical limits used in stop line backwards setting was demonstrated.The research result could provide a theoretical basis for traffic signs and markings’setting and perfect the relevant laws and regulations.展开更多
We study waiting time problems for first-order Markov dependent trials via conditional probability generating functions. Our models involve α frequency cells and β run cells with prescribed quotas and an additional ...We study waiting time problems for first-order Markov dependent trials via conditional probability generating functions. Our models involve α frequency cells and β run cells with prescribed quotas and an additional γ slack cells without quotas. For any given and , in our Model I we determine the waiting time until at least frequency cells and at least run cells reach their quotas. For any given τ ≤ α + β, in our Model II we determine the waiting time until τ cells reach their quotas. Computer algorithms are developed to calculate the distributions, expectations and standard deviations of the waiting time random variables of the two models. Numerical results demonstrate the efficiency of the algorithms.展开更多
This article develops a model to examine the equilibrium behavior of the time inconsistency problem in a continuous time economy with stochastic and endogenized distortion. First, the authors introduce the notion of s...This article develops a model to examine the equilibrium behavior of the time inconsistency problem in a continuous time economy with stochastic and endogenized distortion. First, the authors introduce the notion of sequentially rational equilibrium, and show that the time inconsistency problem may be solved with trigger reputation strategies for stochastic setting. The conditions for the existence of sequentially rational equilibrium are provided. Then, the concept of sequentially rational stochastically stable equilibrium is introduced. The authors compare the relative stability between the cooperative behavior and uncooperative behavior, and show that the cooperative equilibrium in this monetary policy game is a sequentially rational stochastically stable equilibrium and the uncooperative equilibrium is sequentially rational stochastically unstable equilibrium. In the long run, the zero inflation monetary policies are inherently more stable than the discretion rules, and once established, they tend to persist for longer periods of the time.展开更多
This paper mainly deals with the effects of transit stops on vehicle speeds and conversion lane numbers in a mixed traffic lane. Based on thorough research of traffic flow and cellular automata theory, it calibrates t...This paper mainly deals with the effects of transit stops on vehicle speeds and conversion lane numbers in a mixed traffic lane. Based on thorough research of traffic flow and cellular automata theory, it calibrates the cellular length and the running speed. Also, a cellular automata model for mixed traffic flow on a two-lane system under a periodic boundary condition is presented herewith, which also takes into consideration the harbour-shaped transit stop as well. By means of computer simulation, the article also studies the effects of bus parking time on the traffic volume, the transit speed and the fast lane speed at the same time. The results demonstrate that, with the increase of the bus parking time, the traffic volume of the transit stop and the transit speed decrease while the fast lane speed increases. This result could help calculate the transit delay correctly and make arrangements for transit routes reasonably and scientifically.展开更多
To analyze the influence of the transit accessibility of stops on the travel mode choices of suburban residents,the number of the lines passing by the stops within an accessible range of the resident origin and destin...To analyze the influence of the transit accessibility of stops on the travel mode choices of suburban residents,the number of the lines passing by the stops within an accessible range of the resident origin and destination(OD)points and the average waiting time are used as the indexes of the transit accessibility of stops.Due to the correlation between travel time and accessible range,the transit accessibility of stops is contrasted as piecewise variables constrained by travel time.Taking the Jimei District of Xiamen,China,as an example,a binary logistic regression model of the suburban travel mode choice is constructed.The results show that it is necessary to construct transit accessibility of stops as piecewise variables.With a higher transit accessibility of stops,more residents will choose public transport.The choice of the travel mode is correlated with family attributes and personal characteristics.Morning and evening peak hours and travel distance have little effect on the choice of travel mode.Compared with the travel in urban areas,residents often chose public transport for travel within the suburbs.This research provides a basis for encouraging public transportation priority policies and decision making for transport planners in the suburbs.展开更多
动词stop后面既可跟动词-ing形式，也可跟动词不定式，但它们表示的意思则不相同。本文就谈谈它们之间的区别。stop后接动词．ing形式，表示“停止正在做的事”。这时，stop是及物动词，动词-ing作stop的宾语。例如：Stop singing!It’s...动词stop后面既可跟动词-ing形式，也可跟动词不定式，但它们表示的意思则不相同。本文就谈谈它们之间的区别。stop后接动词．ing形式，表示“停止正在做的事”。这时，stop是及物动词，动词-ing作stop的宾语。例如：Stop singing!It’s time for class!该上课了，不要再唱歌了!Will you please stop smoking？请不要抽烟了好吗？展开更多
针对过程复杂且结构未知的对象,在保证模型有效性的前提下,根据数据信息构建简单模型来简化控制器的求解是亟待解决的问题。以受控自回归模型为例,提出一种基于修正最小角回归算法的稀疏辨识方法。首先将系统模型转化为过参数化的高维...针对过程复杂且结构未知的对象,在保证模型有效性的前提下,根据数据信息构建简单模型来简化控制器的求解是亟待解决的问题。以受控自回归模型为例,提出一种基于修正最小角回归算法的稀疏辨识方法。首先将系统模型转化为过参数化的高维稀疏模型,然后将最小角回归算法用于稀疏系统辨识,并提出绝对角度停止准则,使算法经过少量的迭代即可获得模型的稀疏参数估计,并同时获得有效的时滞和阶次估计。结合辨识得到的受控自回归模型,引入一种基于指定相位点频率和增益的比例-积分-微分(proportional integral derivative,PID)控制器。数值仿真和平衡机器人的姿态控制仿真表明,该稀疏辨识算法在低数据量下具有较高的辨识精度,建立的模型具有较好的泛化性能,控制器具有良好的控制效果。展开更多
基金This work was supported by the National Natural Science Foundation of China (10001022 and 10371067)the Excellent Young Teachers Program and the Doctoral program Foundation of MOE and Shandong Province,P.R.C.
文摘The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.
文摘The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi_linear elliptic type integro_differential equations is obtained.
文摘In this paper we consider the problem of determining the optimal time to buy an asset in a position of an uptrend or downtrend in the financial market and currency market as well as other markets. Asset price is modeled as a geometric Brownian motion with drift being a two-state Markov chain. Based on observations of asset prices, investors want to detect the change points of price trends as accurately as possible, so that they can make the decision to buy. Using filtering techniques and stochastic analysis, we will develop the optimal boundary at which investors implement their decisions when the posterior probability process reaches a certain threshold.
基金Supported by the National Natural Science Foundation of China(11771286,11371317)the Zhejiang Provincial Natural Science Foundation of China(LQ18A010007)
文摘Suppose that C is a finite collection of patterns. Observe a Markov chain until one of the patterns in C occurs as a run. This time is denoted by τ. In this paper, we aim to give an easy way to calculate the mean waiting time E(τ) and the stopping probabilities P(τ = τA)with A ∈ C, where τA is the waiting time until the pattern A appears as a run.
文摘Assume that we want to shell an asset with unknown drift but known that the drift is a two value random variable, and the initial distribution can be estimated. As time goes by, this distribution is updated and base on the probability of the drift takes the small one gives us the stopping rule. Research results show that the optimal strategy to sell the asset is if the initial probability that the drift receives a small value greater than a certain threshold then liquidates the asset immediately, otherwise the asset holder will wait until the probability of the drift receives a small value passing a certain threshold, it is the optimal time to liquidate the asset.
文摘In this paper, we consider the problem to determine the optimal time to sell an asset that its price conforms to the Black-Schole model but its drift is a discrete random variable taking one of two given values and this probability distribution behavior changes chronologically. The result of finding the optimal strategy to sell the asset is the first time asset price falling into deterministic time-dependent boundary. Moreover, the boundary is represented by an increasing and continuous monotone function satisfying a nonlinear integral equation. We also conduct to find the empirical optimization boundary and simulate the asset price process.
文摘Objective: Study the influence of the stop time in winter, times of plateau on the index in early days for plateau constructors meet;Method:Is it participate in plateau construction of 2002-2004 to choose,enter into the plateau again of 2003-2005 practise clothes finish to mate 326 materials “physical examination in front of the worker",which is passed in Nanshankou Hospital in early days, divided into 3 groups according to the difference of year for the physical examination, examine by leaning towards relevant analytical methods;Result: （1） In the situation of day controlling about the stop time in winter, times of garrison in plateau and blood and oxygen saturation lever （SaO2）, the systolic pressure （sBP） is presented and shouldered relevantly winter to control. Present positive correlation with the value of hemoglobin （Hb）;（2） It is stopped that in case of controlling and is garrisoned in the number of times of plateau in winter day and blood and oxygen saturation lever （SaO2） to present positive correlation. Present and shoulder with the hemoglobin （Hb） relevantly.Conclusion: In order to ensure the health of plateau constructors to the maximum extent, should try one’s best to reduce the number of times of returning to the plateau in possible cases. At the same time each one constructs for year and returns to the time that the hinterland concentrates rest should be on above 90 days.
文摘AS a foreigner anywhere, it is important to make an effort to experience the cultural heritage of the city you are in. In Paris you should visit Montmartre, in London you can＇t miss Buckingham Palace, and before you leave Sydney, a trip to the Blue Mountains is essential, For Beiiing, the unquestionable birthplace of Chinese culture is buried deep within the city＇s ancient hutongs.
文摘In machine learning,positive-unlabelled(PU)learning is a special case within semi-supervised learning.In positiveunlabelled learning,the training set contains some positive examples and a set of unlabelled examples from both the positive and negative classes.Positive-unlabelled learning has gained attention in many domains,especially in time-series data,in which the obtainment of labelled data is challenging.Examples which originate from the negative class are especially difficult to acquire.Self-learning is a semi-supervised method capable of PU learning in time-series data.In the self-learning approach,observations are individually added from the unlabelled data into the positive class until a stopping criterion is reached.The model is retrained after each addition with the existent labels.The main problem in self-learning is to know when to stop the learning.There are multiple,different stopping criteria in the literature,but they tend to be inaccurate or challenging to apply.This publication proposes a novel stopping criterion,which is called Peak evaluation using perceptually important points,to address this problem for time-series data.Peak evaluation using perceptually important points is exceptional,as it does not have tunable hyperparameters,which makes it easily applicable to an unsupervised setting.Simultaneously,it is flexible as it does not make any assumptions on the balance of the dataset between the positive and the negative class.
基金the National Natural Science Foundation of China(Nos.51108208,512782520 and 51278220)
文摘Aiming at the problem that the vehicles always turn left in advance which causes heavy conflicts in the intersection and effected traffic efficiency,the solution of the left-turn lane’s stop line backwards setting was proposed,and the critical conditions on the stop line’s setting were studied.Firstly,we studied the characteristics of trajectories distribution in the release process of turning left in advance vehicles.Based on that,we proposed to move the stop line backwards to solve the problem of turning left in advance.Considering the intersection’s geometric features and the vehicle operation features,the geometric critical condition was given for setting the position of left-turn lane’s stop line.And then the model of left-turn vehicles’queuing length was established based on queuing theory and traffic wave theory.By using queuing length model,the flow restrictions of stop line backwards could be found.Assuming left-turn vehicles’arrival rate is stable in a certain period of time,the minimum green time and the maximum red time of left-turn phase were given after the stop line was set up.According to the changes of the vehicles’turning paths,the shortest yellow setting recommendation was given.Finally,the application of the critical limits used in stop line backwards setting was demonstrated.The research result could provide a theoretical basis for traffic signs and markings’setting and perfect the relevant laws and regulations.
文摘We study waiting time problems for first-order Markov dependent trials via conditional probability generating functions. Our models involve α frequency cells and β run cells with prescribed quotas and an additional γ slack cells without quotas. For any given and , in our Model I we determine the waiting time until at least frequency cells and at least run cells reach their quotas. For any given τ ≤ α + β, in our Model II we determine the waiting time until τ cells reach their quotas. Computer algorithms are developed to calculate the distributions, expectations and standard deviations of the waiting time random variables of the two models. Numerical results demonstrate the efficiency of the algorithms.
基金the National Natural Science Foundation of China (70602012),Texas Advanced Research Program as well as from the Bush Program in the Economics of Public Policy,the Private Enterprise Research Center, and the Lewis Faculty Fellowship at Texas A & M University
文摘This article develops a model to examine the equilibrium behavior of the time inconsistency problem in a continuous time economy with stochastic and endogenized distortion. First, the authors introduce the notion of sequentially rational equilibrium, and show that the time inconsistency problem may be solved with trigger reputation strategies for stochastic setting. The conditions for the existence of sequentially rational equilibrium are provided. Then, the concept of sequentially rational stochastically stable equilibrium is introduced. The authors compare the relative stability between the cooperative behavior and uncooperative behavior, and show that the cooperative equilibrium in this monetary policy game is a sequentially rational stochastically stable equilibrium and the uncooperative equilibrium is sequentially rational stochastically unstable equilibrium. In the long run, the zero inflation monetary policies are inherently more stable than the discretion rules, and once established, they tend to persist for longer periods of the time.
基金Project supported by the Science and Technology Support Program of Gansu Province,China (Grant No. 0804GKCA038)
文摘This paper mainly deals with the effects of transit stops on vehicle speeds and conversion lane numbers in a mixed traffic lane. Based on thorough research of traffic flow and cellular automata theory, it calibrates the cellular length and the running speed. Also, a cellular automata model for mixed traffic flow on a two-lane system under a periodic boundary condition is presented herewith, which also takes into consideration the harbour-shaped transit stop as well. By means of computer simulation, the article also studies the effects of bus parking time on the traffic volume, the transit speed and the fast lane speed at the same time. The results demonstrate that, with the increase of the bus parking time, the traffic volume of the transit stop and the transit speed decrease while the fast lane speed increases. This result could help calculate the transit delay correctly and make arrangements for transit routes reasonably and scientifically.
基金The National Natural Science Foundation of China(No.52078224)Promotion Program for Young and Middle-Aged Teachers in Science and Technology Research at Huaqiao University(No.600005-Z17X0170).
文摘To analyze the influence of the transit accessibility of stops on the travel mode choices of suburban residents,the number of the lines passing by the stops within an accessible range of the resident origin and destination(OD)points and the average waiting time are used as the indexes of the transit accessibility of stops.Due to the correlation between travel time and accessible range,the transit accessibility of stops is contrasted as piecewise variables constrained by travel time.Taking the Jimei District of Xiamen,China,as an example,a binary logistic regression model of the suburban travel mode choice is constructed.The results show that it is necessary to construct transit accessibility of stops as piecewise variables.With a higher transit accessibility of stops,more residents will choose public transport.The choice of the travel mode is correlated with family attributes and personal characteristics.Morning and evening peak hours and travel distance have little effect on the choice of travel mode.Compared with the travel in urban areas,residents often chose public transport for travel within the suburbs.This research provides a basis for encouraging public transportation priority policies and decision making for transport planners in the suburbs.
文摘动词stop后面既可跟动词-ing形式，也可跟动词不定式，但它们表示的意思则不相同。本文就谈谈它们之间的区别。stop后接动词．ing形式，表示“停止正在做的事”。这时，stop是及物动词，动词-ing作stop的宾语。例如：Stop singing!It’s time for class!该上课了，不要再唱歌了!Will you please stop smoking？请不要抽烟了好吗？
文摘针对过程复杂且结构未知的对象,在保证模型有效性的前提下,根据数据信息构建简单模型来简化控制器的求解是亟待解决的问题。以受控自回归模型为例,提出一种基于修正最小角回归算法的稀疏辨识方法。首先将系统模型转化为过参数化的高维稀疏模型,然后将最小角回归算法用于稀疏系统辨识,并提出绝对角度停止准则,使算法经过少量的迭代即可获得模型的稀疏参数估计,并同时获得有效的时滞和阶次估计。结合辨识得到的受控自回归模型,引入一种基于指定相位点频率和增益的比例-积分-微分(proportional integral derivative,PID)控制器。数值仿真和平衡机器人的姿态控制仿真表明,该稀疏辨识算法在低数据量下具有较高的辨识精度,建立的模型具有较好的泛化性能,控制器具有良好的控制效果。
