A5100650496- Financial Risk and Volatility Modeling
- Complex Systems and Time Series Analysis
- Stochastic processes and financial applications
- Market Dynamics and Volatility
- Statistical Methods and Inference
- Immune Cell Function and Interaction
- Monetary Policy and Economic Impact
- Image and Signal Denoising Methods
- Random Matrices and Applications
- Sparse and Compressive Sensing Techniques
- Reproductive System and Pregnancy
- Advanced Statistical Methods and Models
- Bayesian Methods and Mixture Models
- Quantum Computing Algorithms and Architecture
- T-cell and B-cell Immunology
- Markov Chains and Monte Carlo Methods
- Optimal Experimental Design Methods
- Water Quality Monitoring and Analysis
- Chronic Kidney Disease and Diabetes
- Polysaccharides Composition and Applications
- Stochastic Gradient Optimization Techniques
- Quantum Information and Cryptography
- Statistical and numerical algorithms
- Influenza Virus Research Studies
- Advanced Neuroimaging Techniques and Applications
Air Force Medical University
2022-2025
Jiangsu University
2020-2024
University of Wisconsin–Madison
2014-2023
U.S. National Science Foundation
2006-2023
Heilongjiang University of Technology
2022
East China Normal University
2019-2020
Shanghai University
2017
Shanghai University of Finance and Economics
2007-2016
Jiangsu University of Technology
2014-2016
Beijing University of Technology
2015
Abstract It is commonly held that increased risk of influenza in the elderly due to a decline Ab response vaccination. This study prospectively evaluated relationship between development illness, and serum titers ex vivo cellular immune responses vaccination community dwelling older adults including those with congestive heart failure (CHF). Adults age 60 years (90 subjects), 10 healthy young adult controls received 2003-04 trivalent inactivated vaccine. Laboratory diagnosed (LDI) was...
The wide availability of high-frequency data for many financial instruments stimulates an upsurge interest in statistical research on the estimation volatility. Jump-diffusion processes observed with market microstructure noise are frequently used to model data. Yet existing methods developed either noisy from a continuous-diffusion price or jump-diffusion without noise. We propose cope both jumps and These allow us estimate integrated volatility jump variation sampled processes,...
It is increasingly important in financial economics to estimate volatilities of asset returns. However, most the available methods are not directly applicable when number assets involved large, due lack accuracy estimating high-dimensional matrices. Therefore it pertinent reduce effective size volatility matrices order produce adequate estimates and forecasts. Furthermore, since high-frequency data for different typically recorded at same time points, conventional dimension-reduction...
High-frequency data observed on the prices of financial assets are commonly modeled by diffusion processes with micro-structure noise, and realized volatility-based methods often used to estimate integrated volatility. For problems involving a large number assets, estimation objects we face volatility matrices size. The existing estimators work well for small but perform poorly when is very large. In fact, they inconsistent both number, p, average sample size, n, price p go infinity. This...
This paper investigates the statistical relationship of GARCH model and its diffusion limit. Regarding two types models as experiments formed by discrete observations from models, we study their asymptotic equivalence in terms Le Cam's deficiency distance. To our surprise, are able to show that limit asymptotically equivalent only under deterministic volatility. With stochastic volatility, due difference between structure with respect noise propagation conditional variances, likelihood...
The availability of high-frequency intraday data allows us to accurately estimate stock volatility.This paper employs a bivariate diffusion model the price and volatility an asset investigates kernel type estimators spot based on return data.We establish both pointwise global asymptotic distributions for estimators.
Background: Although clinical guidelines recommend smoking cessation to improve bone health, the impact of short-term (i.e., 1 year) on mineral density (BMD) is not known. We examined effects BMD measurements, markers turnover, and hormone profiles in postmenopausal women. Methods: Postmenopausal women (n = 152) who smoked at least 10 cigarettes per day were randomly assigned behavioral counseling either nicotine or placebo patch for (3-month treatment with a 1-month taper) followed an...
Financial practices often need to estimate an integrated volatility matrix of a large number assets using noisy high-frequency data. Many existing estimators small dimensions become inconsistent when the size is close or larger than sample size. This paper introduces new type estimator based on nonsynchronized data, allowing for presence microstructure noise. When both and go infinity, we show that our consistent achieves fast convergence rate, where rate optimal with respect A simulation...
Stochastic processes are often used to model complex scientific problems in fields ranging from biology and finance engineering physical science. This paper investigates rate-optimal estimation of the volatility matrix a high-dimensional Itô process observed with measurement errors at discrete time points. The minimax rate convergence is established for estimating sparse matrices. By combining multi-scale threshold approaches we construct estimator achieve optimal rate. lower bound derived...
Gestational diabetes mellitus (GDM) is a gestational disorder characterized by hyperglycemia, that can lead to dysfunction of diverse cells in the body, especially immune cells. It has been reported cells, specifically natural killer (NK) play crucial role normal pregnancy. However, it remains unknown how hyperglycemia affects NK cell thus participates development GDM. In this experiment, GDM mice were induced an intraperitoneal injection streptozotocin (STZ) after pregnancy and found...
Large volatility matrices are involved in many finance practices, and estimating large based on high-frequency financial data encounters the "curse of dimensionality". It is a common approach to impose sparsity assumption produce consistent matrix estimators. However, due existence factors, assets highly correlated with each other, it not reasonable assume sparse applications. This paper incorporates factor influence asset pricing model investigates estimation under price together some...
<title>Abstract</title> Natural killer (NK) cell immunotherapy exhibits limited efficacy in non-small lung cancer (NSCLC) due to the suppressive tumor-associated immune microenvironment. Previous studies have shown that interleukin-6 (IL-6) contributes NK dysfunction and decreases NKp30 expression. However, underlying mechanisms warrant further investigation. In this study, we identified elevated IL-6 reduced expression correlating with poor prognosis NSCLC patients. Tumoral inversely...
This paper studies a general framework for high-order tensor SVD. We propose new computationally efficient algorithm, tensor-train orthogonal iteration (TTOI), that aims to estimate the low rank structure from noisy observation. The proposed TTOI consists of initialization via TT-SVD [1] and iterative backward/forward updates. develop upper bound on estimation error with support several representation lemmas matricizations. By developing matching information-theoretic lower bound, we also...
This paper develops a method to improve the estimation of jump variation using high frequency data with existence market microstructure noises. Accurate is in demand, as it an important component volatility finance for portfolio allocation, derivative pricing and risk management. The has two-step procedure detection estimation. In Step 1, we detect locations by performing wavelet transformation on observed noisy price processes. Since coefficients are significantly larger at than others,...
Lentinan has important applications in the food and medicine fields. Fermenting Lentinula edodes with Bacillus subtilis natto increased lentinan extraction yield by 87.13% greatly altered molecular structure antioxidant activity of lentinan. The uronic acid content from 2.08% to 4.33%. fermentation process did not affect monosaccharide composition lentinan, comprised more than 90% glucose residues. Fermentation significantly reduced weight its apparent structure. water solubility fermented...
The wide availability of high-frequency data for many financial instruments stimulates a upsurge interest in statistical research on the estimation volatility. Jump-diffusion processes observed with market microstructure noise are frequently used to model data. Yet, existing methods developed either noisy from continuous diffusion price or jump-diffusion without noise. We propose cope both jumps and They allow us estimate integrated volatility jump variation sampled processes, contaminated...