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The Impact of Oil Shocks on Systemic Risk of the Commodity Markets

Journal of Systems Science & Complexity 2024年第6期37卷 2697-2720页

作者： DAI Zhifeng WU Tong College of Mathematics and Statistics Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in EngineeringChangsha University of Science and TechnologyChangsha 410114China

This study examines the influence of oil shocks on systemic risk spillover among the commodity ***,this paper uses the DCC-GARCH approach combined with the TVP-VAR model to calculate risk connectedness and the GARCH-MIDAS model to explore how oil shocks from different sources affect the risk spillover effects among the commodity *** results are the following:First,there are significant risk spillovers among the commodity markets with important time-varying characteristics and with sharp changes in times of *** industrial metals,agriculture,precious metals,and light energy commodity markets are risk recipients,and the energy and livestock commodity markets are risk ***,oil price shocks,particularly oil aggregate demand shocks,prominently affect the total risk connectedness among the commodity *** particular,the impact on the net risk spillover effect of different commodity market differs.

关键词： Commodity markets connectedness GARCH-MIDAS model oil price shocks systemic risk

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Global attractivity of Nicholson's blowflies system with patch structure and multiple pairs of distinct time-varying delays

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International Journal of Biomathematics 2023年第3期16卷 1-21页

作者： Xiaodan Ding School of Mathematics and Statistics Changsha University of Science and Technology Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering Changsha 410114 HunanP.R.China

This paper is intended to investigate a class of Nicholson's blowflies system with patch structure and multiple pairs of distinct time-varying delays,we are interested in finding the infuence of the distinct time-varying delays in the same reproductive function on its asymptotic *** using the theory of functional differential equations,the fluctuation lemma,and the technique of differential inequalities,some new delay-dependent criteria on the global attractivity of the positive equilibrium point are *** addition,the effectiveness and feasibility of the theoretical achievements are illustrated by some numerical simulations.

关键词： Nicholson's blowflies system global attractivity positive equilibrium point patch structure distinct time-varying delays

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*** Rate and L^(p)-Convergence of Bisexual Branching Processes in a Random Environment and Varying Environment

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Acta Mathematicae Applicatae Sinica 2023年第2期39卷 337-353页

作者： Sheng XIAO Xiang-dong LIU Ying-qiu LI School of economics Jinan UniversityGuangzhou510632China School of Mathematics and Statistics Changsha University of Science and TechnologyChangsha 410004China Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering Changsha University of Science and TechnologyChangsha 410004China

Let(Z_(n))be a supercritical bisexual branching process in a random environmentξ.We study the almost sure(a.s.)convergence rate of the submartingale W_(n)=Z_(n)/In to its limit W,where(In)is an usually used norming *** prove that under a moment condition of order p∈(1,2),W-W_(n)=o(e^(-na))*** some a>0 that we find explicitly;assuming the logarithmic moment condition holds,we haveW-W_(n)=o(n^(-α))a.s..In order to obtain these results,we provide the L^(p)-convergence of(W_(n));similar conclusions hold for a bisexual branching process in a varying environment.

关键词： bisexual branching process convergence rate varying environment random environment

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Three-Way Conflict analysis Based on Fuzzy Preference Conflict Situation 11th

Three-Way Conflict Analysis Based on Fuzzy Preference Confl...

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11th International Joint Conference on Rough Sets, IJCRS 2025

作者： Shang, Mingchuan Lang, Guangming School of Mathematics and Statistics Changsha University of Science and Technology Hunan Changsha410114 China Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering Changsha University of Science and Technology Hunan Changsha410114 China

ISBN: (纸本)9783031927409

The rating of issues by agents plays a crucial role in the conflict situation table. However, existing studies predominantly focus on the direct rating of individual issue by individual agent, overlooking the variations in rating interpretations among different agents. This paper proposes a three-way conflict analysis model for fuzzy preference-based conflict situation. Initially, we construct a fuzzy preference matrix representing agents’ evaluations of issues, from which fuzzy preference relations are derived to establish a fuzzy preference-based conflict situation. Then, we define the conflict degree and develop a fuzzy similarity matrix to classify agents into similarity equivalence classes. Based on Bayesian minimum risk theory, we calculate the threshold values to conduct three-way conflict analysis. Finally, an algorithm is designed to derive three-way conflict analysis rules, and a case study is presented to validate the feasibility and effectiveness of the proposed model. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2025.

关键词： Equivalence classes

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Three-Way Conflict analysis with Nonlinear Conflict Functions in Fuzzy Situation Tables 11th

Three-Way Conflict Analysis with Nonlinear Conflict Functio...

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11th International Joint Conference on Rough Sets, IJCRS 2025

作者： Liu, Jing Lang, Guangming School of Mathematics and Statistics Changsha University of Science and Technology Hunan Changsha410114 China Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering Changsha University of Science and Technology Hunan Changsha410114 China

ISBN: (纸本)9783031927409

Three-way conflict analysis typically investigates conflict situations by analyzing the trisection of agent pairs, agents, and issues from the perspectives of either conflict or alliance. However, in fuzzy conflict situations, most existing studies rely on linear conflict functions to measure conflict degrees, which fail to accurately depict the intricate and dynamic trends of conflict intensity. In this paper, we aim to conduct three-way conflict analysis by utilizing a nonlinear conflict function within a fuzzy situation table. First, we propose a nonlinear conflict function to address the limitations of traditional linear conflict functions, providing a more precise and flexible representation of conflict intensity. Second, using the nonlinear conflict function, we analyze the relations between agent pairs, categorizing them into alliance, neutrality, and conflict relations. An algorithm is developed to identify the optimal trisection. Finally, based on a case study of the Middle East conflict, we implement case and comparison analyses to demonstrate the practical effectiveness and superiority of our proposed model in real-world fuzzy scenarios. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2025.

关键词： Nonlinear analysis

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New Models of Three-Way Conflict analysis Based on Five Level Preferences 11th

New Models of Three-Way Conflict Analysis Based on Five Le...

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11th International Joint Conference on Rough Sets, IJCRS 2025

作者： Liu, Haojun Xiao, Qimei Yu, Huiying Lang, Guangming School of Mathematics and Statistics Changsha University of Science and Technology Hunan Changsha410114 China Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering Changsha University of Science and Technology Hunan ChangSha410114 China

ISBN: (纸本)9783031927409

Most scholars have established conflict analysis models based on the situation tables. Generally, agents tend to have imprecise assessments of issues, and their interpretations of issues are difficult to maintain consistency. The preference-based conflict analysis model aims to address these shortcomings, by employing ordered pairs over issues to replace three-value ratings in order to characterize conflict degree. However, the three-way conflict analysis models based on three-level preferences are insufficient to characterize preferences of agents. In this paper, we first define five preference relations and conflict situations based on these preference relations. Next, we assign conflict degrees to twenty-five different cases and define a conflict function for subsets of issues. Subsequently, we normalize the conflict degrees for subsets of issues and trisect the set of all pairs of agents. Finally, we validate the practicality of the model through examples. The proposed model guarantees more coherent data collection, simultaneously enhancing the explainability of preferences in three-way conflict analysis. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2025.

关键词： Agent relation Conflict analysis Preference relation Three-way decision

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Three-Way Conflict analysis:issue Reduction of Incomplete Three-Valued Situation Tables 11th

Three-Way Conflict Analysis:issue Reduction of Incomplete T...

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11th International Joint Conference on Rough Sets, IJCRS 2025

作者： Ran, Xuemei Lang, Guangming School of Mathematics and Statistics Changsha University of Science and Technology Hunan Changsha410114 China Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering Changsha University of Science and Technology Hunan Changsha410114 China

ISBN: (纸本)9783031927409

In three-way conflict analysis, resolving conflicts based on fewer but more critical issues can greatly improve efficiency. However, most studies on issue reduction focus on complete three-valued situation tables, while research on incomplete ones remains limited. This paper examines the issue reducts of weak alliance, weak neutrality, and weak conflict relations in incomplete three-valued situation tables using discernibility functions. First, it introduces the concept of incomplete three-valued situation tables and defines weak alliance, weak neutrality, and weak conflict relations under missing values. Then, it constructs discernibility matrices and their corresponding functions for these weak relations. The definitions of weak alliance, weak neutrality, and weak conflict reducts are provided, and all reducts are derived by analyzing the properties of discernibility functions. Finally, the proposed method is applied to NBA labor negotiations, demonstrating the effectiveness of issue reduction in incomplete three-valued situation tables. © The Author(s), under exclusive license to Springer Nature Switzerland AG 2025.

关键词： Discernibility matrix Incomplete three-valued situation table Issue reduction Three-way conflict analysis

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CENTRAL LIMIT THEOREM AND CONVERGENCE RATES FOR A SUPERCRITICAL BRANCHING PROCESS WITH IMMIGRATION IN A RANDOM ENVIRONMENT

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Acta Mathematica Scientia 2022年第3期42卷 957-974页

作者： Yingqiu LI Xulan HUANG Zhaohui PENG Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering School of Mathematics and StatisticsChangsha University of Science and TechnologyChangsha 410004China School of Mathematics and Statistics Changsha University of Science and TechnologyChangsha 410004China

We are interested in the convergence rates of the submartingale Wn=Z_(n)/Π_(n)to its limit W,where(Π_(n))is the usually used norming sequence and(Z_(n))is a supercritical branching process with immigration(Y_(n))in a stationary and ergodic environmentξ.Under suitable conditions,we establish the following central limit theorems and results about the rates of convergence in probability or in law:(i)W-W_(n) with suitable normalization converges to the normal law N(0,1),and similar results also hold for W_(n+k)-W_(n) for each fixed k∈N^(*);(ii)for a branching process with immigration in a finite state random environment,if W_(1) has a finite exponential moment,then so does W,and the decay rate of P(|W-W_(n)|>ε)is supergeometric;(iii)there are normalizing constants an(ξ)(that we calculate explicitly)such that a_(n)(ξ)(W-W_(n))converges in law to a mixture of the Gaussian law.

关键词： Branching process with immigration random environment convergence rates central limit theorem convergence in law convergence in probability

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SENSITIVITY, TRANSITIVITY AND CHAOS IN NON-AUTONOMOUS DISCRETE SYSTEMS

arXiv

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arXiv 2024年

作者： Zeng, Hongbo School of Mathematics and Statistics Changsha University of Science and Technology Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering Hunan Changsha410114 China

In this paper, we study properties of sensitivity, transitivity and chaos for non-autonomous discrete systems(NDS). Firstly, we present some different sufficient conditions for NDS to be chaotic. Then, we relate the transitivity with the sensitivity of NDS and give several sufficient conditions for NDS to be sensitive. We obtain that transitivity and dense periodic points imply sensitivity, and that transitive system is either sensitive or almost equicontinuous. The results improve and extend some existing ones. Besides, we give some examples to show that there is a significant difference between the theory of ADS and the theory of NDS. We get that almost periodic point and minimal point do not imply each other and that two definitions of minimal system are not equivalent for non-autonomous discrete systems. Finally, we introduce and study weakly sensitivity for non-autonomous discrete systems. Copyright © 2024, The Authors. All rights reserved.

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ON THE DIOPHANTINE SYSTEM INVOLVING PAIRS OF TRIANGLES WITH THE SAME AREA AND THE SAME PERIMETER

arXiv

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arXiv 2023年

作者： Li, Yangcheng Zhang, Yong School of Mathematics and Statistics Changsha University of Science and Technology Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering Changsha410114 China

Many authors studied the problem that rational triangle pairs (triangle-parallelogram pairs) with the same area and the same perimeter. They investigated this problem by solving the rational solutions of the corresponding Diophantine equations. In this paper, we give a unified description of this problem by using the affine transformation in a rectangular coordinate system. According to the fact that two triangles with the same area and the same perimeter determine an affine transformation, this problem can be reduced to solving a specific Diophantine system. Moreover, we will give some rational solutions to this Diophantine *** Codes 11D72, 51M25, 51N10, 11G05 Copyright © 2023, The Authors. All rights reserved.

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