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加速遗传算法 1

投资决策 1

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Option-like properties in the distribution of hedge fund returns

Katharina DENK, Ben DJERROUD, Luis SECO, Mohammad SHAKOURIFAR, Rudi ZAGST

《工程管理前沿（英文）》 2020年第7卷第2期页码 275-286 doi: 10.1007/s42524-020-0095-3

摘要： Hedge funds have recently become popular because of their low correlation with traditional investments and their ability to generate positive returns with a relatively low volatility. However, a close look at those high-performing hedge funds raises the questions on whether their performance is truly superior and whether the high management fees are justified. Incurring no alpha costs, passive hedge fund replication strategies raise the question on whether they can similarly perform by improving efficiency at reduced costs. Therefore, this study investigates two different model approaches for the equity long/short strategy, where weighted segmented linear regression models are employed and combined with two-state Markov switching models. The main finding proves a short put option structure, i.e., short equity market volatility, with the put structure present in all market states. We obtain an evidence that the hedge fund managers decrease their short-volatility profile during turbulent markets.

关键词： hedge funds hedge fund index segmented linear regression models regime-switching models mimicking portfolios single factor-based hedge fund replication equity long–short strategy

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Engineering platelet-mimicking drug delivery vehicles

Quanyin Hu, Hunter N. Bomba, Zhen Gu

《化学科学与工程前沿（英文）》 2017年第11卷第4期页码 624-632 doi: 10.1007/s11705-017-1614-6

摘要： Platelets dynamically participate in various physiological processes, including wound repair, bacterial clearance, immune response, and tumor metastasis. Recreating the specific biological features of platelets by mimicking the structure of the platelet or translocating the platelet membrane to synthetic particles holds great promise in disease treatment. This review highlights recent advancements made in the platelet-mimicking strategies. The future opportunities and translational challenges are also discussed.

关键词： drug delivery platelets nanomedicine bio-inspired biomimetic

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基于加速遗传算法的组合证券投资决策

王硕,唐小我,曾勇

《中国工程科学》 2002年第4卷第9期页码 59-62

摘要：

应用加速遗传算法解决组合证券投资决策问题，可以克服传统遗传算法的缺点：对搜索空间（优化变量空间）的大小变化适应能力差，计算量大，易出现早熟收敛，控制参数的设置技术无明确准则指导等，与已有结果相比，对协方差矩阵无正定性要求，目标函数可以推广到规模庞大，提高预测精度等优点。

关键词：加速遗传算法组合证券投资决策

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Platelet membrane-based and tumor-associated platelet- targeted drug delivery systems for cancer therapy

Yinlong Zhang, Guangna Liu, Jingyan Wei, Guangjun Nie

《医学前沿（英文）》 2018年第12卷第6期页码 667-677 doi: 10.1007/s11684-017-0583-y

摘要： Platelets have long been known to play critical roles in hemostasis by clumping and clotting blood vessel injuries. Recent experimental evidence strongly indicates that platelets can also interact with tumor cells by direct binding or secreting cytokines. For example, platelets have been shown to protect circulating cancer cells in blood circulation and to promote tumor metastasis. In-depth understanding of the role of platelets in cancer progression and metastasis provides promising approaches for platelet biomimetic drug delivery systems and functional platelet-targeting strategies for effective cancer treatment. This review highlights recent progresses in platelet membrane-based drug delivery and unique strategies that target tumor-associated platelets for cancer therapy. The paper also discusses future development opportunities and challenges encountered for clinical translation.

关键词： platelet-mimicking delivery systems tumor-associated platelets cancer therapy EPR effect