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Measuring Financial Systemic Risk:Net Liability Clearing Mechanism and Contagion Effect

Journal of Systems science & Complexity 2024年第3期37卷 1114-1146页

作者： MA Jiali ZHU Shushang LI Duan College of Big Data Statistics Guizhou University of Finance and EconomicsGuiyang 550025China School of Business Sun Yat-Sen UniversityGuangzhou 510275China School of Data Science City University of Hong KongHong Kong 999077China

Following the framework of E-N model(Eisenberg and Noe,2001),the authors consider a new clearing mechanism based on net liabilities among financial institutions since the liabilities between the counterparties should be deducted accordingly when clearing in *** the basis for systemic risk measurement,similar to the original E-N model,the authors first establish some good properties for the clearing payment vector according to a more general ***,the authors investigate how risk spreads among institutions through the liability network forming the risk contagion ***,the authors illustrate with a specific example that the original E-N clearing mechanism may misidentify the systemic important institutions,and theoretically show that it may also overestimate the risk compared with the netting clearing mechanism.

关键词： Clearing mechanism contagion net liability network systemic risk

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Classification and structural characteristics of amorphous materials based on interpretable deep learning

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Chinese Physics B 2023年第9期32卷 356-363页

作者：崔佳梅李韵洁赵偲郑文 Institute of Public Safety and Big Data College of Data ScienceTaiyuan University of TechnologyJinzhong 030600China Shanxi Engineering Research Center for Intelligent Data Assisted Treatment Changzhi Medical CollegeChangzhi 046000China

Defining the structure characteristics of amorphous materials is one of the fundamental problems that need to be solved urgently in complex materials because of their complex structure and long-range *** this study,we develop an interpretable deep learning model capable of accurately classifying amorphous configurations and characterizing their structural *** results demonstrate that the multi-dimensional hybrid convolutional neural network can classify the two-dimensional(2D)liquids and amorphous solids of molecular dynamics *** classification process does not make a priori assumptions on the amorphous particle environment,and the accuracy is 92.75%,which is better than other convolutional neural ***,our model utilizes the gradient-weighted activation-like mapping method,which generates activation-like heat maps that can precisely identify important structures in the amorphous configuration *** obtain an order parameter from the heatmap and conduct finite scale analysis of this *** findings demonstrate that the order parameter effectively captures the amorphous phase transition process across various *** results hold significant scientific implications for the study of amorphous structural characteristics via deep learning.

关键词： amorphous interpretable deep learning image classification finite scale analysis

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A Method for Fast Feature Selection Utilizing Cross-Similarity within the Context of Fuzzy Relations

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Computers, Materials & Continua 2025年第4期83卷 1195-1218页

作者： Wenchang Yu Xiaoqin Ma Zheqing Zhang Qinli Zhang School of Big Data and Artificial Intelligence Chizhou UniversityChizhou247000China Anhui Education Big Data Intelligent Perception and Application Engineering Research Center Anhui Provincial Joint Construction Key Laboratory of Intelligent Education Equipment and TechnologyChizhou247000China

Feature selection methods rooted in rough sets confront two notable limitations:their high computa-tional complexity and sensitivity to noise,rendering them impractical for managing large-scale and noisy *** primary issue stems from these methods’undue reliance on all *** overcome these challenges,we introduce the concept of cross-similarity grounded in a robust fuzzy relation and design a rapid and robust feature selection ***,we construct a robust fuzzy relation by introducing a truncation ***,based on this fuzzy relation,we propose the concept of cross-similarity,which emphasizes the sample-to-sample similarity relations that uniquely determine feature importance,rather than considering all such relations *** studying the manifestations and properties of cross-similarity across different fuzzy granularities,we propose a forward greedy feature selection algorithm that leverages cross-similarity as the foundation for information *** algorithm significantly reduces the time complexity from O(m2n2)to O(mn2).Experimental findings reveal that the average runtime of five state-of-the-art comparison algorithms is roughly 3.7 times longer than our algorithm,while our algorithm achieves an average accuracy that surpasses those of the five comparison algorithms by approximately 3.52%.This underscores the effectiveness of our *** paper paves the way for applying feature selection algorithms grounded in fuzzy rough sets to large-scale gene datasets.

关键词： Fuzzy rough sets feature selection cross-similarity fuzzy relations

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Minimal Context-Switching data Race Detection with dataflow Tracking

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Journal of Computer science & technology 2024年第1期39卷 211-226页

作者：郑龙李洋辛杰刘海峰郑然廖小飞金海 National Engineering Research Center for Big Data Technology and System School of Computer Science and Technology Huazhong University of Science and TechnologyWuhan 430074China Services Computing Technology and System Laboratory School of Computer Science and TechnologyHuazhong University of Science and TechnologyWuhan 430074China Cluster and Grid Computing Laboratory School of Computer Science and TechnologyHuazhong University of Science and TechnologyWuhan 430074China

data race is one of the most important concurrent anomalies in multi-threaded *** con-straint-based techniques are leveraged into race detection,which is able to find all the races that can be found by any oth-er sound race ***,this constraint-based approach has serious limitations on helping programmers analyze and understand data ***,it may report a large number of false positives due to the unrecognized dataflow propa-gation of the ***,it recommends a wide range of thread context switches to schedule the reported race(in-cluding the false one)whenever this race is exposed during the constraint-solving *** ad hoc recommendation imposes too many context switches,which complicates the data race *** address these two limitations in the state-of-the-art constraint-based race detection,this paper proposes DFTracker,an improved constraint-based race detec-tor to recommend each data race with minimal thread context ***,we reduce the false positives by ana-lyzing and tracking the dataflow in the *** this means,DFTracker thus reduces the unnecessary analysis of false race *** further propose a novel algorithm to recommend an effective race schedule with minimal thread con-text switches for each data *** experimental results on the real applications demonstrate that 1)without removing any true data race,DFTracker effectively prunes false positives by 68%in comparison with the state-of-the-art constraint-based race detector;2)DFTracker recommends as low as 2.6-8.3(4.7 on average)thread context switches per data race in the real world,which is 81.6%fewer context switches per data race than the state-of-the-art constraint based race ***,DFTracker can be used as an effective tool to understand the data race for programmers.

关键词： data race satisfiability modulo theory multi-threaded program dynamic detection

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An Improved Honey Badger Algorithm through Fusing Multi-Strategies

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Computers, Materials & Continua 2023年第8期76卷 1479-1495页

作者： Zhiwei Ye Tao Zhao Chun Liu Daode Zhang Wanfang Bai School of Computer Science Hubei University of TechnologyWuhan430068China Xining Big Data Service Administration Xining810000China

TheHoney Badger Algorithm(HBA)is a novelmeta-heuristic algorithm proposed recently inspired by the foraging behavior of honey *** dynamic search behavior of honey badgers with sniffing and wandering is divided into exploration and exploitation in HBA,which has been applied in photovoltaic systems and optimization problems ***,HBA tends to suffer from the local optimum and low *** alleviate these challenges,an improved HBA(IHBA)through fusing multi-strategies is presented in the *** introduces Tent chaotic mapping and composite mutation factors to HBA,meanwhile,the random control parameter is improved,moreover,a diversified updating strategy of position is put forward to enhance the advantage between exploration and *** is compared with 7 meta-heuristic algorithms in 10 benchmark functions and 5 engineering *** Wilcoxon Rank-sum Test,Friedman Test and Mann-WhitneyU Test are conducted after *** results indicate the competitiveness and merits of the IHBA,which has better solution quality and convergence *** source code is currently available from:https://***/zhaotao789/IHBA.

关键词： Honey Badger Algorithm multi-strategies fusion tent chaotic mapping compound random factors

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A survey on dynamic graph processing on GPUs: concepts, terminologies and systems

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Frontiers of Computer science 2024年第4期18卷 1-23页

作者： Hongru GAO Xiaofei LIAO Zhiyuan SHAO Kexin LI Jiajie CHEN Hai JIN National Engineering Research Center for Big Data Technology and System/Services Computing Technology and System Lab/Cluster and Grid Computing Lab School of Computer Science and TechnologyHuazhong University of Science and TechnologyWuhan 430074China Zhejiang Lab Hangzhou 311121China

Graphs that are used to model real-world entities with vertices and relationships among entities with edges,have proven to be a powerful tool for describing real-world problems in *** most real-world scenarios,entities and their relationships are subject to constant *** that record such changes are called dynamic *** recent years,the widespread application scenarios of dynamic graphs have stimulated extensive research on dynamic graph processing systems that continuously ingest graph updates and produce up-to-date graph analytics *** the scale of dynamic graphs becomes larger,higher performance requirements are demanded to dynamic graph processing *** the massive parallel processing power and high memory bandwidth,GPUs become mainstream vehicles to accelerate dynamic graph processing ***-based dynamic graph processing systems mainly address two challenges:maintaining the graph data when updates occur(i.e.,graph updating)and producing analytics results in time(i.e.,graph computing).In this paper,we survey GPU-based dynamic graph processing systems and review their methods on addressing both graph updating and graph *** comprehensively discuss existing dynamic graph processing systems on GPUs,we first introduce the terminologies of dynamic graph processing and then develop a taxonomy to describe the methods employed for graph updating and graph *** addition,we discuss the challenges and future research directions of dynamic graph processing on GPUs.

关键词： dynamic graphs graph processing graph algorithms GPUs

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Object Tracking Algorithm Based on Multi-Time-Space Perception and Instance-Specific Proposals

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Intelligent Automation & Soft Computing 2023年第7期37卷 655-675页

作者： Jinping Sun Dan Li Honglin Cheng School of Information Engineering(School of Big Data) Xuzhou University of TechnologyXuzhou221018China

Aiming at the problem that a single correlation filter model is sensitive to complex scenes such as background interference and occlusion,a tracking algorithm based on multi-time-space perception and instance-specific proposals is proposed to optimize the mathematical model of the correlation filter(CF).Firstly,according to the consistency of the changes between the object frames and the filter frames,the mask matrix is introduced into the objective function of the filter,so as to extract the spatio-temporal information of the object with background ***,the object function of multi-feature fusion is constructed for the object location,which is optimized by the Lagrange method and solved by closed *** the process of filter optimization,the constraints term of time-space perception is designed to enhance the learning ability of the CF to optimize the final track-ing ***,when the tracking results fluctuate,the boundary suppres-sion factor is introduced into the instance-specific proposals to reduce the risk of model drift *** accuracy and success rate of the proposed algorithm are verified by simulation analysis on two popular benchmarks,the object tracking benchmark 2015(OTB2015)and the temple color 128(TC-128).Extensive experimental results illustrate that the optimized appearance model of the proposed algorithm is *** distance precision rate and overlap success rate of the proposed algorithm are 0.756 and 0.656 on the OTB2015 benchmark,which are better than the results of other competing *** results of this study can solve the problem of real-time object tracking in the real traffic environment and provide a specific reference for the detection of traffic abnormalities.

关键词： Complex scene instance-specific proposals correlation filter multi-time-space perception object tracking

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Dislocation mechanism of Ni_(47)Co_(53) alloy during rapid solidification

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Chinese Physics B 2023年第6期32卷 410-419页

作者：刘云春梁永超陈茜张利马家君王蓓高廷红谢泉 Institute of Advanced Optoelectronic Materials and Technology School of Big Data and Information EngineeringGuizhou UniversityGuiyang 550025China

Dislocations and other atomic-level defects play a crucial role in determining the macroscopic properties of crystalline materials,but it is extremely difficult to observe the evolution of dislocations due to the limitations of the most advanced experimental ***,in this work,the rapid solidification processes of Ni_(47)Co_(53) alloy at five cooling rates are studied by molecular dynamics simulation,and the evolutions of their microstructures and dislocations are investigated as *** results show that face-centered cubic(FCC) structures are formed at the low cooling rate,and the crystalline and amorphous mixture appear at the critical cooling rate,and the amorphous are generated at the high cooling *** crystallization temperature and crystallinity decrease with cooling rate *** are few at the cooling rates of 1×10^(11) K/s,5×10^(12) K/s,and 1×10^(13) K/s,and they are most abundant at the cooling rates of 5×10^(11) K/s and1 × 10^(12) K/s,in which their dislocation line lengths are both almost *** appear a large number of dislocation reactions at both cooling rates,in which the interconversion between perfect and partial dislocations is *** dislocation reactions are more intense at the cooling rate of 5×10^(11) K/s,and the slip of some dislocations leads to the interconversion between FCC structure and hexagonal close packed(HCP) structure,which causes the twin boundaries(TBs) to *** FCC and HCP are in the same atomic layer,and dislocations are formed at the junction due to the existence of TBs at the cooling rate of 1 ×10^(12) K/*** present research is important in understanding the dislocation mechanism and its influence on crystal structure at atomic scales.

关键词： molecular dynamics simulation rapid solidification crystal structure dislocation interaction

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STPGTN-AMulti-Branch Parameters Identification Method Considering Spatial Constraints and Transient Measurement data

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Computer Modeling in Engineering & sciences 2023年第9期136卷 2635-2654页

作者： Shuai Zhang Liguo Weng Jiangsu Key Laboratory of Big Data Analysis Technology Nanjing University of Information Science and TechnologyNanjing210044China

Transmission line(TL)Parameter Identification(PI)method plays an essential role in the transmission *** existing PI methods usually have two limitations:(1)These methods only model for single TL,and can not consider the topology connection of multiple branches for simultaneous identification.(2)Transient bad data is ignored by methods,and the random selection of terminal section data may cause the distortion of PI and have serious ***,a multi-task PI model considering multiple TLs’spatial constraints and massive electrical section data is proposed in this *** Graph Attention Network module is used to draw a single TL into a node and calculate its influence coefficient in the transmission ***-Task strategy of Hard Parameter Sharing is used to identify the conductance ofmultiple branches *** show that themethod has good accuracy and *** to the consideration of spatial constraints,the method can also obtain more accurate conductance values under different training and testing conditions.

关键词： Transmission lines parameter identification graph modeling method deep learning

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Urban meteorological sensing and prediction system based on augmented reality and MQTT: an exploration of user-side immersive display technology 4

Urban meteorological sensing and prediction system based on ...

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4th International Conference on Internet of Things and Smart City, IoTSC 2024

作者： Sun, Fengxiao Hu, Qingcui Yao, Meiling Xu, Chi School of Big Data Taishan College of Science and Technology Shandong Tai'an271002 China

ISBN: (纸本)9781510681767

This paper presents an urban meteorological sensing and prediction system that employs augmented reality and MQTT technology. The system aims to address the issues of delayed data collection and inconvenient information transmission that are present in traditional urban meteorological detection methods. The system comprises three modules: a data acquisition module, a server module, and an AR client module. The system monitors environmental information in real-time using meteorological sensors deployed at city intersections. The data is uploaded to the server using the MQTT protocol and displayed in real-time on the server side. Additionally, meteorological prediction data is displayed to users through an augmented reality interface that combines Unity3D and VuforiaSDK technologies. The system brings a new experience and convenience to the smart city management and future residents' life, helps the city development towards the direction of intelligence, and provides new technical support and development direction for the future smart city development. © 2024 SPIE.

关键词： Smart city

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