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On the Pathwise Uniqueness of Solutions of One-dimensional Reflected Stochastic Differential Equations with Jumps

Acta Mathematicae Applicatae Sinica 2024年第1期40卷 149-163页

作者： Hua Zhang School of Statistics and Data Science&Key Laboratory of Data Science in Finance and Economics Jiangxi University of Finance and EconomicsNanchang330013China

In this paper, we are concerned with the problem of the pathwise uniqueness of one-dimensional reflected stochastic differential equations with jumps under the assumption of non-Lipschitz continuous coefficients whose... 详细信息

关键词： reflected diffusion processes with jumps pathwise uniqueness local time Meyer It?'s formula

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Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises

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Acta Mathematicae Applicatae Sinica 2024年第2期40卷 320-346页

作者： En-wen ZHU Zi-wei DENG Han-jun ZHANG Jun CAO Xiao-hui LIU Department of Mathematics and Statistics Changsha University of Science and TechnologyChangsha 410114China School of Mathematics and Computational Science Xiangtan UniversityXiangtan 411105China School of Statistics and Data Science and Key Laboratory of Data Science in Finance and EconomicsJiangxi University of Finance and EconomicsNanchang 330013China

This paper considers the random coefficient autoregressive model with time-functional variance noises,hereafter the RCA-TFV *** first establish the consistency and asymptotic normality of the conditional least squares estimator for the constant *** semiparametric least squares estimator for the variance of the random coefficient and the nonparametric estimator for the variance function are constructed,and their asymptotic results are reported.A simulation study is presented along with an analysis of real data to assess the performance of our method in finite samples.

关键词： random coefficient autoregressive model time-functional variance conditional least squares semiparametric least squares

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A Unit Root Test for an AR(1)Process with AR Errors by Using Random Weighted Bootstrap

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Acta Mathematica Sinica,English Series 2023年第9期39卷 1834-1854页

作者： Xiao Hui Liu Ya Wen Fan Yu Zi Liu Shi Hua Luo School of Statistics and Data Science Jiangxi University of Finance and EconomicsNanchang330013P.R.China Key Laboratory of Data Science in Finance and Economics Jiangxi University of Finance and EconomicsNanchang330013P.R.China

A great deal of economic problems are related to detecting the stability of time series data,where the main interest is in the unit root *** this paper,we consider the unit root testing problem with errors being long-memory processes with the LARCH structure.A new test statistic is developed by using the random weighted bootstrap *** turns out that the proposed statistic has a chisquared distribution asymptotically regardless of the process being stationary or nonst at ionary,and with or without an intercept *** simulation results show that the statistic has a desired finite sample performance in terms of both size and power.A real data application is also given relying on the inflation rate data of 17 countries.

关键词： Autoregressive model random weighted bootstrap autoregressive errors unit root test

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Oracle Inequality for Sparse Trace Regression Models with Exponentialβ-mixing Errors

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Acta Mathematica Sinica,English Series 2023年第10期39卷 2031-2053页

作者： Ling PENG Xiang Yong TAN Pei Wen XIAO Zeinab RIZK Xiao Hui LIU School of Statistics and Data Science Jiangxi University of Finance and EconomicsNanchang 330013P.R.China Key Laboratory of Data Science in Finance and Economics Jiangxi University of Finance and EconomicsNanchang 330013P.R.China

In applications involving,e.g.,panel data,images,genomics microarrays,etc.,trace regression models are useful *** address the high-dimensional issue of these applications,it is common to assume some sparsity *** the case of the parameter matrix being simultaneously low rank and elements-wise sparse,we estimate the parameter matrix through the least-squares approach with the composite penalty combining the nuclear norm and the *** extend the existing analysis of the low-rank trace regression with *** to exponentialβ-mixing *** explicit convergence rate and the asymptotic properties of the proposed estimator are ***,as well as a real data application,are also carried out for illustration.

关键词： Trace regression model low-rank matrix oracle inequality exponentialβ-mixing errors

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Sliced Average Variance Estimation for Tensor data

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Acta Mathematicae Applicatae Sinica 2024年第3期40卷 630-655页

作者： Chuan-quan LI Pei-wen XIAO Chao YING Xiao-hui LIU School of Statistics Jiangxi University of Finance and EconomicsNanchang 330013China Key Laboratory of Data Science in Finance and Economics Jiangxi University of Finance and EconomicsNanchang 330013China Biostatistics and Medical Informatics University of Wisconsin MadisonMadison 53726USA

Tensor data have been widely used in many fields,e.g.,modern biomedical imaging,chemometrics,and economics,but often suffer from some common issues as in high dimensional *** to find their low-dimensional latent structure has been of great interest for *** this end,we develop two efficient tensor sufficient dimension reduction methods based on the sliced average variance estimation(SAVE)to estimate the corresponding dimension reduction *** first one,entitled tensor sliced average variance estimation(TSAVE),works well when the response is discrete or takes finite values,but is not■consistent for continuous response;the second one,named bias-correction tensor sliced average variance estimation(CTSAVE),is a de-biased version of the TSAVE *** asymptotic properties of both methods are derived under mild *** and real data examples are also provided to show the superiority of the efficiency of the developed methods.

关键词： tensor data sliced average variance estimation sufficient dimension reduction central subspace

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Statistical Inferences in a Partially Linear Model with Autoregressive Errors

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Acta Mathematicae Applicatae Sinica 2022年第4期38卷 822-842页

作者： Xiao-hui LIU Yu WANG Ya-wen FAN Yu-zi LIU School of Statistics Jiangxi University of Finance and EconomicsNanchang 330013China Key Laboratory of Data Science in Finance and Economics Jiangxi University of Finance and EconomicsNanchang 330013China

In this paper,we consider the statistical inferences in a partially linear model when the model error follows an autoregressive process.A two-step procedure is proposed for estimating the unknown parameters by taking into account of the special structure in *** the asymptotic matrix of the estimator for the parametric part has a complex structure,an empirical likelihood function is also *** derive the asymptotic properties of the related statistics under mild *** simulations,as well as a real data example,are conducted to illustrate the finite sample performance.

关键词： partially linear model autoregressive errors two-step procedure profile empirical likelihood

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A Pythagorean fuzzy information acquisition method based on BiLSTM 9

A Pythagorean fuzzy information acquisition method based on ...

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9th IEEE International Conference on Cloud Computing and Intelligence Systems, CCIS 2023

作者： Xu, Jun Hu, Fen Jiangxi University of Finance and Economics School of Statistics and Data Science Nanchang330013 China Jiangxi University of Finance and Economics Key Laboratory of Data Science in Finance and Economics Nanchang330013 China

ISBN: (纸本)9798350304428

The paper presents a method to obtain Pythagorean fuzzy information (PFI) based on a bidirectional long short-Term memory (BiLSTM) neural network. The method first uses the Word2Vec word embedding model for vectorized text pre-processing. Then, to solve the problems of one-way propagation and gradient explosion in traditional recurrent neural networks, BiLSTM is used to extract the global features of the comment information. Finally, the PFI is constructed based on the Softmax classifier and Pythagorean fuzzy set definition. Experimental results show that the proposed method can accurately capture online reviews' satisfaction, dissatisfaction, and hesitation sentiment tendencies. Compared with other methods, such as RNN, CNN, LSTM, and GRU, the proposed method has higher accuracy, precision, and F1 values. © 2023 IEEE.

关键词： Long short-term memory

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Learning-based Bundling Strategy for Two Products under Uncertain Consumer's Valuations

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IEEE Transactions on Engineering Management 2025年 72卷 1970-1982页

作者： Fang, Lang Tang, Jiafu Pan, Zhendong Dongbei University of Finance and Economics School of Management Science & Engineering Liaoning Key Laboratory of Big Data Management and Optimization Decision Dalian116025 China

Should a firm engage in bundling to boost revenue when consumer's valuations of products are heterogeneous and uncertain? In recent years, technological advances have made it possible for firms to use large amounts of available data to make decisions under demand-side information uncertainty. However, it remains unclear exactly how they can dynamically optimize bundling and pricing decisions by learning from uncertain consumer's valuations. To answer this question, we study the bundling and pricing decisions of a monopoly firm offering a basic product and a premium product over a finite T periods. We first analyze the equilibrium outcomes of pure component strategies (PCS) and pure bundling strategies (PBS) under deterministic consumer's valuations. We then introduce a learning-based bundling strategy (LBBS) framework to make decisions dynamically over time. It employs Thompson Sampling to estimate the fractions of low-valuation consumers (LVC) of two products, allowing the firm to adjust its decisions based on updated beliefs about consumer's valuation distributions. We demonstrate the robust performance of the LBBS and show the interesting findings. That is, the fraction of LVC of premium product, the ratio between high- and low-valuation (RHL) of basic product, the ratio of low-valuation (RLV) and the ratio of high-valuation (RHV) of two products wield significant influence on the adoption of bundling strategy and its possibility. These findings offer practical guidance to firm's practitioners regarding when and which PBS to adopt and how to improve PBS decisions according to the fractions of LVC of products. We also extend the model to uniform distribution of consumer's valuations and correlated consumer's valuations to test our results. © 1988-2012 IEEE.

关键词： Cost accounting Pricing Training data mining Artificial intelligence Uncertainty Profitability Supply chain management Sustainable development Surveys

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Visual abstraction of dynamic network via improved multi-class blue noise sampling

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Frontiers of Computer science 2023年第1期17卷 171-185页

作者： Yanni PENG Xiaoping FAN Rong CHEN Ziyao YU Shi LIU Yunpeng CHEN Ying ZHAO Fangfang ZHOU School of Computer Science and Engineering Central South UniversityChangsha 410083China Institute of Big Data Hunan University of Finance and EconomicsChangsha 410205China Rail Data Research and Application Key Laboratory of Hunan Province Changsha 410083China

Massive sequence view (MSV) is a classic timeline-based dynamic network visualization approach. However, it is vulnerable to visual clutter caused by overlapping edges, thereby leading to unexpected misunderstanding of time-varying trends of network communications. This study presents a new edge sampling algorithm called edge-based multi-class blue noise (E-MCBN) to reduce visual clutter in MSV. Our main idea is inspired by the multi-class blue noise (MCBN) sampling algorithm, commonly used in multi-class scatterplot decluttering. First, we take a node pair as an edge class, which can be regarded as an analogy to classes in multi-class scatterplots. Second, we propose two indicators, namely, class overlap and inter-class conflict degrees, to measure the overlapping degree and mutual exclusion, respectively, between edge classes. These indicators help construct the foundation of migrating the MCBN sampling from multi-class scatterplots to dynamic network samplings. Finally, we propose three strategies to accelerate MCBN sampling and a partitioning strategy to preserve local high-density edges in the MSV. The result shows that our approach can effectively reduce visual clutters and improve the readability of MSV. Moreover, our approach can also overcome the disadvantages of the MCBN sampling (i.e., long-running and failure to preserve local high-density communication areas in MSV). This study is the first that introduces MCBN sampling into a dynamic network sampling.

关键词： dynamic network visualization massive sequence view multi-class blue noise sampling visual abstraction

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Fully-Decoupled and Second-Order Time-Accurate Scheme for the Cahn–Hilliard Ohta–Kawaski Phase-Field Model of Diblock Copolymer Melt Confined in Hele–Shaw Cell

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Communications in Mathematics and statistics 2024年第3期12卷 479-504页

作者： Junying Cao Jun Zhang Xiaofeng Yang School of Data Science and Information Engineering Guizhou Minzu UniversityGuiyang 550025People’s Republic of China Guizhou Key Laboratory of Big Data Statistics Analysis Computational Mathematics Research CenterGuizhou University of Finance and EconomicsGuiyang 550025People’s Republic of China Department of Mathematics University of South CarolinaColumbiaSCUSA

In this work,we consider numerical approximations of the phase-field model of diblock copolymer melt confined in Hele–Shaw cell,which is a very complicated coupled nonlinear system consisting of the Darcy equations and the Cahn–Hilliard type equations with the Ohta–Kawaski *** the combination of a novel explicit-Invariant Energy Quadratization approach and the projection method,we develop the first full decoupling,energy stable,and second-order time-accurate numerical *** introduction of two auxiliary variables and the design of two auxiliary ODEs play a vital role in obtaining the full decoupling structure while maintaining energy *** scheme is also linear and unconditional energy stable,and the practical implementation efficiency is also very high because it only needs to solve a few elliptic equations with constant coefficients at each time *** strictly prove that the scheme satisfies the unconditional energy stability and give a detailed implementation *** experiments further verify the convergence rate,energy stability,and effectiveness of the developed algorithm.

关键词： Phase-field Explicit-IEQ Darcy Decoupled Energy Stability Diblock copolymer melt

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