A5100359926- Stochastic processes and financial applications
- Statistical Methods and Inference
- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Economic theories and models
- Auction Theory and Applications
- Adaptive Control of Nonlinear Systems
- Guidance and Control Systems
- Risk and Portfolio Optimization
- Advanced Control Systems Optimization
- Monetary Policy and Economic Impact
- Fault Detection and Control Systems
- Market Dynamics and Volatility
- Advanced Sensor and Control Systems
- Time Series Analysis and Forecasting
- Advanced Statistical Methods and Models
- Aerospace and Aviation Technology
- Financial Markets and Investment Strategies
- Control Systems and Identification
- Statistical Methods and Bayesian Inference
- Statistical and numerical algorithms
- Advanced Measurement and Detection Methods
- Advancements in Photolithography Techniques
- Traffic Prediction and Management Techniques
- Capital Investment and Risk Analysis
University of Exeter
2025
University of Toronto
2013-2024
Changzhou University
2024
Institute of Advanced Science Facilities, Shenzhen
2024
Sun Yat-sen University
2024
Peking Union Medical College Hospital
2024
Université Laval
2022-2024
China Three Gorges University
2023-2024
Army Medical University
2024
The Affiliated Yongchuan Hospital of Chongqing Medical University
2024
We consider estimation of quantile curves for a general class nonstationary processes. Consistency and central limit results are obtained local linear estimates under mild short-range dependence condition. Our applied to environmental data sets. In particular, our can be used address the problem whether climate variability has changed, an important raised by IPCC (Intergovernmental Panel on Climate Change) in 2001.
Summary The paper considers construction of simultaneous confidence tubes for time varying regression coefficients in functional linear models. Using a Gaussian approximation result non-stationary multiple series, we show that the constructed have asymptotically correct nominal coverage probabilities. Our results are applied to problem testing whether certain parametric forms, which is fundamental inference As an application, analyse environmental data set and study association between...
We extend the concept of distance correlation Szekely et al. (2007) and propose auto function (ADCF) to measure temporal dependence structure time‐series. Unlike classic measures correlations such as autocorrelation function, proposed is zero if only measured time‐series components are independent. In this article, we theoretically verify a subsampling methodology for inference sample ADCF dependent data. Our provides useful tool exploring nonlinear structures in
The assumption of (weak) stationarity is crucial for the validity most conventional tests structure change in time series. Under complicated nonstationary temporal dynamics, we argue that traditional testing procedures result mixed structural signals first and second order hence could lead to biased results. article proposes a simple unified bootstrap procedure provides consistent results under general forms smooth abrupt changes dynamics Monte Carlo experiments are performed compare our...
We obtain an invariance principle for non-stationary vector-valued sto- chastic processes. It is shown that, under mild conditions, the partial sums of processes can be approximated on a richer probability space by independent Gaussian random vectors with nearly optimal bounds. The latter approximation result has wide range applications in study multiple time series.
The applications of total variation (TV) algorithms for electrical impedance tomography (EIT) have been investigated. use the TV regularisation technique helps to preserve discontinuities in reconstruction, such as boundaries perturbations and sharp changes conductivity, which are unintentionally smoothed by traditional norm regularisation. However, non-differentiability has led different algorithms. Recent advances primal dual interior point method (PDIPM), linearised alternating direction...
In order to enhance user engagement in power grid scheduling, this paper proposes a battery health assessment method based on electric vehicle charging curves, combined with traffic network model dynamically determine EVs’ state-of-charge distribution. First, by analyzing EV an algorithm is introduced that accurately evaluates health, relying characteristic changes observed during the and discharging processes. Second, dynamic designed monitor predict distribution at various stations real...
The large measurement bias and noise fluctuations of low‐cost sensors hinder their use in industrial‐grade UAVs. However, for large‐scale, low‐speed fixed‐wing UAVs, attitude stabilization throughout the entire flight is more critical than trajectory accuracy. This attribute enables practical application sensors, with solar‐powered UAVs exemplifying this category. In light this, paper proposes a state estimation method controllers that incorporates attitude, heading, navigation hierarchies,...
Abstract We consider the fundamental theorem of asset pricing (FTAP) and hedging prices options under nondominated model uncertainty portfolio constraints in discrete time. first show that no arbitrage holds if only there exists some family probability measures such any admissible value process is a local super‐martingale these measures. also get optional decomposition with constraints. From this decomposition, we obtain duality super‐hedging European options, as well sub‐ American options....
Summary The paper is concerned with inference for linear models fixed regressors and weakly dependent stationary time series errors. Theoretically, we obtain asymptotic normality the M-estimator of regression parameter under mild conditions establish a uniform Bahadur representation recursive M-estimators. Methodologically, extend recently proposed self-normalized approach Shao from to set-up, where sequence response variables typically non-stationary in mean. Since limiting distribution...
There has been increasing interest in aqueous Zn-ion batteries (ZIBs) because of their absolute safety, but it remains challenging to develop cathode materials with a high rate capability and cycling stability.
Chemical space exploration is a major task of the hit-finding process during pursuit novel chemical entities. Compared with other screening technologies, computational de novo design has become popular approach to overcome limitation current libraries. Here, we reported platform named systemic evolutionary explorer (SECSE). The was conceptually inspired by fragment-based drug design, that miniaturized "lego-building" within pocket certain target. key virtual hits generation then turned into...
Nonintrusive load monitoring enables the situational awareness of appliance-level energy consumption without installing appliance-specific sensors. It has been researched for over 30 years, with deep learning methods being state-of-the-art solutions. However, current works mainly focus on residential scenario, and industrial disaggregation as a more challenging problem from appliance-type perspective is much less investigated. Nevertheless, loads play an important role in savings climate...