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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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High-order finite volume methods for solving compressible multicomponent flows

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Science China Mathematics 2025年第3期68卷 729-760页

作者： Feng Zheng Jianxian Qiu School of Mathematics and Statistics Fujian Key Laboratory of Mathematical Analysis and ApplicationFujian Normal UniversityFuzhou 350117China School of Mathematical Sciences and Fujian Provincial Key Laboratory of Mathematical Modeling&High-Performance Scientific Computing Xiamen UniversityXiamen 361005China

In this paper, we propose a high-order finite volume method for solving multicomponent fluid problems. Our method couples the quasi-conservative form with the reconstruction of conservative variables in a characteristic manner. The source term and numerical fluxes are carefully designed to maintain the pressure and velocity equilibrium for the interface-only problem and preserve the equilibrium of physical parameters in a single-component fluid. These ingredients enable our scheme to achieve both high-order accuracy in the smooth region and the high resolution in the discontinuity region of the solution. Extensive numerical tests are performed to verify the high resolution and accuracy of the scheme.

关键词： finite volume high-order multicomponent flows

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Is Epistemic Uncertainty Faithfully Represented by Evidential Deep Learning Methods? 41

Is Epistemic Uncertainty Faithfully Represented by Evidentia...

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41st International Conference on Machine Learning, ICML 2024

作者： Jürgens, Mira Meinert, Nis Bengs, Viktor Hüllermeier, Eyke Waegeman, Willem Department of Data Analysis and Mathematical Modeling Ghent University Belgium Neustrelitz Germany Germany

Trustworthy ML systems should not only return accurate predictions, but also a reliable representation of their uncertainty. Bayesian methods are commonly used to quantify both aleatoric and epistemic uncertainty, but alternative approaches, such as evidential deep learning methods, have become popular in recent years. The latter group of methods in essence extends empirical risk minimization (ERM) for predicting second-order probability distributions over outcomes, from which measures of epistemic (and aleatoric) uncertainty can be extracted. This paper presents novel theoretical insights of evidential deep learning, highlighting the difficulties in optimizing second-order loss functions and interpreting the resulting epistemic uncertainty measures. With a systematic setup that covers a wide range of approaches for classification, regression and counts, it provides novel insights into issues of identifiability and convergence in second-order loss minimization, and the relative (rather than absolute) nature of epistemic uncertainty measures. Copyright 2024 by the author(s)

关键词： Contrastive Learning

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Limit Theorems for Continuous State Nonhomogeneous Markov Chain

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Journal of Systems Science & Complexity 2025年

作者： DING Chengjun YANG Weiguo TANG Niansheng Yunnan Key Laboratory of Statistical Modeling and Data Analysis Yunnan University School of Mathematical Sciences Jiangsu University

Continuous state nonhomogeneous Markov chains are widely used to model the performance of random variables continuously varied over time in many fields such as population *** works mainly focus on their strong law of large numbers. There is little work developed on their limit theorems. To this end, this paper investigates the limiting properties of continuous state nonhomogeneous Markov chains, and establishes limit theorems for multivariate functions of continuous state nonhomogeneous Markov chains, including the strong law of lager numbers, the central limit theorem and almost sure central limit theorem under some mild conditions, which are some basic theoretical properties for statistical inference and predictions of continuous-time-varying random variables.

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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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Mask-guided Multi-scale Spatial-Spectral Transformer for Snapshot Compressive Imaging

Mask-guided Multi-scale Spatial-Spectral Transformer for Sna...

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2025 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2025

作者： Yin, Heyuan Yang, Jingxiang Liu, Jia Xiao, Liang School of Computer Science and Engineering Nanjing University of Science and Technology Nanjing210094 China Key Laboratory of Analysis of Mathematical Theory and Modeling of Complex Systems Ministry of Industry and Information Technology China

ISBN: (纸本)9798350368741

Effectively reconstructing 3D hyperspectral images (HSIs) from 2D measurements presents a significant challenge in Coded Aperture Snapshot Spectral Imaging (CASSI) systems. While recent transformers exhibit potential in HSI reconstruction, they often suffer from inadequate exploration of multi-scale spatial-spectral self-similarity, leading to mean effects and information loss. Additionally, these methods struggle with insufficient modeling of the degradation inherent in the compressive imaging process. To address these issues, we propose a novel Mask-guided Multi-scale Spatial-Spectral Transformer (MMSST). Specifically, we introduce a Degradation Aware Mask Attention (DAMA) module to incorporate degradation information of the compressive imaging process. Furthermore, MMSST leverages Local-Regional SpAtial attention (LRSA) and Global-Regional SpEctral attention (GRSE) to effectively exploit multi-scale self-similarity across spatial and spectral dimensions. Extensive experimental results demonstrate the effectiveness of our MMSST. © 2025 IEEE.

关键词： hyperspectral reconstruction Snapshot Compressive Imaging spatial-spectral transformer

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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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Analytical and numerical validation of a plate-plate tribometer for measuring wall slip

arXiv

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arXiv 2023年

作者： Asghar, Muhammad Hassan Marić, Tomislav Gozlen, Houssem Ben Raju, Suraj Fricke, Mathis Kuhr, Maximilian Pelz, Peter F. Bothe, Dieter Mathematical Modeling and Analysis Group TU Darmstadt Germany

We model the Darmstadt Slip Length Tribometer (SLT) originally presented by Pelz et al. [1]. The plate tribometer is specially designed to measure viscosity and slip length simultaneously for lubrication gaps in the range of approximately 10 micrometres at relevant temperatures and surface roughness. We investigate the inlet effect of the flow on the results by varying the inner radius of the fluid inlet pipe. The outcomes of numerical simulations suggest that variations in the diameter of this inner radius have minimal impact on the results. Specifically, any alterations in the velocity profile near the inlet, brought about by changes in the diameter, quickly revert to the profile predicted by the analytical model. The main conclusion drawn from this study is the validation of the Navier-Slip boundary condition as an effective model for technical surface roughness in CFD simulations and the negligible influence of the inlet effect on the fluid dynamics between the tribometer’s plates. © 2023, CC BY.

关键词： Surface roughness

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Numerical wetting simulations using the plicRDF-isoAdvector unstructured Volume-of-Fluid (VOF) method

arXiv

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arXiv 2023年

作者： Asghar, Muhammad Hassan Fricke, Mathis Bothe, Dieter Marić, Tomislav Mathematical Modeling and Analysis Group TU Darmstadt Germany

Numerical simulation of wetting and dewetting of geometrically complex surfaces benefits from the boundary-fitted unstructured Finite Volume method because it discretizes boundary conditions on geometrically complex domain boundaries with second-order accuracy and simplifies the simulation workflow. The plicRDF-isoAdvector method, an unstructured geometric Volume-of-Fluid (VOF) method, reconstructs the Piecewise Linear Interface Calculation (PLIC) interface by reconstructing signed distance functions (RDF). This method is chosen to investigate wetting processes because of its volume conservation property and high computational efficiency. The present work verifies and validates the plicRDF-isoAdvector method for wetting problems, employing five different case studies. The first study investigates the accuracy of the interface advection near walls. The method is further investigated for the spreading of droplets on a flat and a spherical surface, respectively, for which excellent agreement with the reference solutions is obtained. Furthermore, a validation study using a droplet spreading test case is carried out. The uncompensated Young stress is introduced in the contact angle boundary condition, which significantly improves the validation of the numerical method. Furthermore, a 2D capillary rise is considered, and a numerical comparison based on results from previous work is performed. A suite with all case studies, input data, and Jupyter Notebooks used in this study are publicly available to facilitate further research and comparison with other numerical codes. © 2023, CC BY.

关键词： Wetting

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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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