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Option-like properties in the distribution of hedge fund returns

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

Frontiers of Engineering Management 2020, Volume 7, Issue 2,   Pages 275-286 doi: 10.1007/s42524-020-0095-3

Abstract: Hedge funds have recently become popular because of their low correlation with traditional investmentsHowever, a close look at those high-performing hedge funds raises the questions on whether their performanceIncurring no alpha costs, passive hedge fund replication strategies raise the question on whether theyWe obtain an evidence that the hedge fund managers decrease their short-volatility profile during turbulent

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

A locality-based replication manager for data cloud Article

Reza SOOKHTSARAEI,Javad ARTIN,Ali GHORBANI,Ahmad FARAAHI,Hadi ADINEH

Frontiers of Information Technology & Electronic Engineering 2016, Volume 17, Issue 12,   Pages 1275-1286 doi: 10.1631/FITEE.1500391

Abstract: The replication of data reduces the time of service and the delay in availability, increases the availabilityIt is worth mentioning, however, that with the replication of data, the use of resources and energy increasesWe suggest a replication manager that decreases the cost of using resources, energy, and the delay inTo reach this aim, the suggested replication manager, called the locality replication manager (LRM),

Keywords: Data cloud     Replication     Graph     Locality replication manager (LRM)    

A post-GWAS replication study confirming the association of

Shaohua YANG,Chao QI,Yan XIE,Xiaogang CUI,Yahui GAO,Jianping JIANG,Li JIANG,Shengli ZHANG,Qin ZHANG,Dongxiao SUN

Frontiers of Agricultural Science and Engineering 2014, Volume 1, Issue 4,   Pages 321-330 doi: 10.15302/J-FASE-2014037

Abstract: Genome-wide association studies with an Illumina Bovine50K chip have detected 105 SNPs associated with one or multiple milk production traits in the Chinese Holstein population. Of these, 38 significant SNPs detected with high confidence by both L1-TDT and MMRA methods were selected to further mine potential key genes affecting milk yield and milk composition. By blasting the flanking sequences of these 38 SNPs with the bovine genome sequence combined with comparative genomics analysis, 26 genes were found to contain or be near to such SNPs. Among them, the gene is merely 87 bp away from the significant SNP, Hapmap30383-BTC-005848. Hence, we report herein genotype-phenotype associations to further validate the genetic effects of the gene. By pooled DNA sequencing of 14 unrelated Holstein sires, a total of 18 with seven novel SNPs were identified. Among them, nine SNPs were in the 5′ regulatory region, one in exon 6 and the other in the 3′ UTR and 3′ regulatory region. A total of nine of these identified SNPs were successfully genotyped and analyzed by mass spectrometry for association with five milk production traits in an independent resource population. The results showed that these SNPs were statistically significant for more than two traits [ <(0.0001-0.0267)]. In addition, mRNA expression analyses revealed that was ubiquitous in eight different tissues, with a relatively higher expression level in the mammary gland than in other tissues. These findings, therefore, provide strong evidence for association of variants with milk yield and milk composition traits and may be applied in Chinese Holstein breeding programs.

Keywords: GWAS     functional annotation     Chinese Holstein     milk production traits     C14H8orf33 gene     single nucleotide    

Crystallographic orientation effect on cutting-based single atomic layer removal

Wenkun XIE, Fengzhou FANG

Frontiers of Mechanical Engineering 2020, Volume 15, Issue 4,   Pages 631-644 doi: 10.1007/s11465-020-0599-x

Abstract: The mechanism of a single atomic layer removal in cutting is the key basic theoretical foundation forIn the present study, the crystallographic orientation effect on the cutting-based single atomic layerWhen undeformed chip thickness is in the atomic scale, two kinds of single atomic layer removal mechanismsexist in cutting-based single atomic layer removal, namely, dislocation motion and extrusion, due to

Keywords: ACSM     single atomic layer removal mechanism     crystallographic orientation effect     mechanical cutting     Manufacturing    

LSSVM-based approach for refining soil failure criteria and calculating safety factor of slopes

Shiguo XIAO; Shaohong LI

Frontiers of Structural and Civil Engineering 2022, Volume 16, Issue 7,   Pages 871-881 doi: 10.1007/s11709-022-0863-8

Abstract: failure criteria of practical soil mass are very complex, and have significant influence on the safety factorIn the work reported here, an analysis method based on the least square support vector machine (LSSVMcan be used to calculate the safety factor of three-dimensional slope stability.Analysis of results of the safety factor of two three-dimensional homogeneous slopes shows that the maximumpower-law failure criterion-based method are about 12% and 7%, respectively.

Keywords: slope stability     safety factor     failure criterion     least square support vector machine    

Regional characteristics of industrial energy efficiency in China: application of stochastic frontier analysis method

Tao HUANG,Akio ONISHI,Feng SHI,Masafumi MORISUGI,Mjo Lwin CHERRY

Frontiers of Environmental Science & Engineering 2015, Volume 9, Issue 3,   Pages 506-521 doi: 10.1007/s11783-014-0656-y

Abstract: This paper analyzed regional industrial energy efficiency in China with Total-Factor Energy Efficiencyof energy intensity, which is defined as the ratio of actual output to energy input, is regarded as Single-FactorThe SFEE scores could be over-estimated if energy is taken as the single input in the production.

Keywords: industrial energy efficiency     stochastic frontier analysis     total-factor energy efficiency     single factor    

Dynamics of foot-and-mouth disease virus replication in cells at different phases of the cell-division

Claudia DOEL,Zhidong ZHANG,Lise MAZELET,Ryan WATERS,John BASHIRUDDIN

Frontiers of Agricultural Science and Engineering 2014, Volume 1, Issue 3,   Pages 250-257 doi: 10.15302/J-FASE-2014031

Abstract: restriction of FMDV RNA to the basal cell layer of epithelia suggests a possible link between FMDV replication

Keywords: foot-and-mouth disease virus     cell cycle     replication    

A practical multi-lane factor model of bridges based on multi-truck presence considering lane load disparities

Frontiers of Structural and Civil Engineering 2021, Volume 15, Issue 4,   Pages 877-894 doi: 10.1007/s11709-021-0756-2

Abstract: To address this drawback, a multi-coefficient MLF model was developed based on an improved probabilisticand conventional approach of ignoring lane load disparity to generate comparable MLFs, while the MLFs based

Keywords: bridges     multi-lane factor     traffic load     lane load disparity     multi-truck presence     weigh-in-motion    

Oxygen reduction electrocatalysis: From conventional to single-atomic platinum-based catalysts for proton

Frontiers in Energy doi: 10.1007/s11708-023-0907-3

Abstract: Platinum (Pt)-based materials are still the most efficient and practical catalysts to drive the sluggishBased on the developed synthetic strategies of alloying/nanostructuring Pt particles and modifying/innovatingsupports in developing conventional Pt-based catalysts, Pt single-atom catalysts (Pt SACs) as the recentlyThe single-atomic Pt coordinating with non-metals and alloying with metals as well as the metal-supportinteractions of Pt single-atoms with carbon/non-carbon supports are emphasized in terms of the ORR activity

Keywords: oxygen reduction electrocatalysis     Pt single-atom catalysts     conventional Pt-based catalysts     design    

Evaluation of regenerative braking based on single-pedal control for electric vehicles

Wei LIU, Xintian LIU, Yansong WANG, Hongzhong QI

Frontiers of Mechanical Engineering 2020, Volume 15, Issue 1,   Pages 166-179 doi: 10.1007/s11465-019-0546-x

Abstract: A single-pedal control strategy for regenerative braking is proposed to further enhance energy efficiencyAcceleration and deceleration are controlled by a single pedal, which alleviates driving intensity andRegenerative braking is theoretically analyzed based on the construction of the single-pedal system,The single-pedal control strategy is developed by considering daily driving conditions, and a single-pedalTypical driving cycles are simulated to verify the effectiveness of the single-pedal control strategy

Keywords: electric vehicle     single-pedal control     regenerative braking     co-simulation     dynamometer test    

Impact of HBV replication in peripheral blood mononuclear cell on HBV intrauterine transmission

Xiaohong Shi, Xuefei Wang, Xixi Xu, Yongliang Feng, Shuzhen Li, Shuying Feng, Bo Wang, Suping Wang

Frontiers of Medicine 2017, Volume 11, Issue 4,   Pages 548-553 doi: 10.1007/s11684-017-0597-5

Abstract:

This study determined the effect of hepatitis B virus (HBV) replication in peripheral blood mononuclearThe relationship between HBV replication in PBMC and HBV intrauterine transmission was examined throughMaternal PBMC HBV cccDNA was a risk factor of HBV intrauterine transmission (OR= 6.003, 95% CI: 1.249&Administration of hepatitis B immune globulin was a protective factor of PBMC HBV cccDNA (OR= 0.312,This study suggests that PBMC is a reservoir of HBV and an extrahepatic site for virus replication and

Keywords: PBMC     HBV cccDNA     HBV rcDNA     HBV intrauterine transmission    

Constriction factor based particle swarm optimization for analyzing tuned reactive power dispatch

Syamasree BISWAS(RAHA), Kamal Krishna MANDAL, Niladri CHAKRABORTY

Frontiers in Energy 2013, Volume 7, Issue 2,   Pages 174-181 doi: 10.1007/s11708-013-0246-x

Abstract: The particle swarm optimization (PSO) technique is a swarm intelligence based fast working optimizationAdditionally, the constriction factor is included with the conventional PSO technique to accelerate theFurthermore, the result of the present paper is compared with a few optimization technique based results

Keywords: real power loss minimization     voltage stability     constriction factor     particle swarm optimization (PSO)    

LCF behavior and life prediction method of a single crystal nickel-based superalloy at high temperature

Zhihua ZHANG,Huichen YU,Chengli DONG

Frontiers of Mechanical Engineering 2015, Volume 10, Issue 4,   Pages 418-423 doi: 10.1007/s11465-015-0362-x

Abstract:

Low cycle fatigue tests were conducted on the single crystal nickel-based superalloy, DD6, with differentGiven the material anisotropy and mean stress, both orientation factor and stress range were introduced

Keywords: life prediction     single crystal superalloy     low cycle fatigue (LCF)     crystallographic orientation     strain    

Gold nanoparticles/single-stranded DNA-reduced graphene oxide nanocomposites based electrochemical biosensor

Frontiers of Chemical Science and Engineering 2021, Volume 15, Issue 6,   Pages 1572-1582 doi: 10.1007/s11705-021-2112-4

Abstract: High density and uniform distribution of the gold nanoparticles functionalized single-stranded DNA modifiedmethod exhibited good dimensional homogeneity and dispersibility, which could readily combine with single-strandedThe modification of single-stranded DNA endowed the reduced graphene oxide with favorable biocompatibilitysurface with negative charge for further assembling of gold nanoparticles to obtain gold nanoparticles/single-stranded

Keywords: reduced graphene oxide     gold nanoparticles     electrochemical biosensor     cholesterol oxidase     cholesterol    

AMMONIA DISPERSION FROM MULTI-FLOOR VERSUS STANDARD SINGLE-FLOOR PIG PRODUCTION FACILITIES BASED ON COMPUTATIONAL

Frontiers of Agricultural Science and Engineering 2023, Volume 10, Issue 3,   Pages 374-389 doi: 10.15302/J-FASE-2023501

Abstract: ListItem>

● NH3 dispersion from a multi-floor pig building was compared to a single-floor

Keywords: pig building     computational fluid dynamics     ammonia     dispersion    

Title Author Date Type Operation

Option-like properties in the distribution of hedge fund returns

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

Journal Article

A locality-based replication manager for data cloud

Reza SOOKHTSARAEI,Javad ARTIN,Ali GHORBANI,Ahmad FARAAHI,Hadi ADINEH

Journal Article

A post-GWAS replication study confirming the association of

Shaohua YANG,Chao QI,Yan XIE,Xiaogang CUI,Yahui GAO,Jianping JIANG,Li JIANG,Shengli ZHANG,Qin ZHANG,Dongxiao SUN

Journal Article

Crystallographic orientation effect on cutting-based single atomic layer removal

Wenkun XIE, Fengzhou FANG

Journal Article

LSSVM-based approach for refining soil failure criteria and calculating safety factor of slopes

Shiguo XIAO; Shaohong LI

Journal Article

Regional characteristics of industrial energy efficiency in China: application of stochastic frontier analysis method

Tao HUANG,Akio ONISHI,Feng SHI,Masafumi MORISUGI,Mjo Lwin CHERRY

Journal Article

Dynamics of foot-and-mouth disease virus replication in cells at different phases of the cell-division

Claudia DOEL,Zhidong ZHANG,Lise MAZELET,Ryan WATERS,John BASHIRUDDIN

Journal Article

A practical multi-lane factor model of bridges based on multi-truck presence considering lane load disparities

Journal Article

Oxygen reduction electrocatalysis: From conventional to single-atomic platinum-based catalysts for proton

Journal Article

Evaluation of regenerative braking based on single-pedal control for electric vehicles

Wei LIU, Xintian LIU, Yansong WANG, Hongzhong QI

Journal Article

Impact of HBV replication in peripheral blood mononuclear cell on HBV intrauterine transmission

Xiaohong Shi, Xuefei Wang, Xixi Xu, Yongliang Feng, Shuzhen Li, Shuying Feng, Bo Wang, Suping Wang

Journal Article

Constriction factor based particle swarm optimization for analyzing tuned reactive power dispatch

Syamasree BISWAS(RAHA), Kamal Krishna MANDAL, Niladri CHAKRABORTY

Journal Article

LCF behavior and life prediction method of a single crystal nickel-based superalloy at high temperature

Zhihua ZHANG,Huichen YU,Chengli DONG

Journal Article

Gold nanoparticles/single-stranded DNA-reduced graphene oxide nanocomposites based electrochemical biosensor

Journal Article

AMMONIA DISPERSION FROM MULTI-FLOOR VERSUS STANDARD SINGLE-FLOOR PIG PRODUCTION FACILITIES BASED ON COMPUTATIONAL

Journal Article