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A Dynamic, Volume-Weighted Average Price Approach Based on the Fast Fourier Transform Algorithm
Handong Li,Xunyu Ye 한국증권학회 2013 Asia-Pacific Journal of Financial Studies Vol.42 No.6
We propose a model for decomposing a volume series based on the Fast Fourier Transform (FFT) algorithm. By setting a threshold for the power spectrum, the model extracts the periodic and nonperiodic components from the original volume series and then predicts them. By analyzing samples from four major stock indices, we find that a too small threshold and a too large threshold cause negative effects on the performance of the FFT model. Appropriate thresholds are found at approximately the 93rd to 95th percentile for the four indices studied. The out-of-sample experiment for the 50 stocks of the Shanghai 50 Composite Index shows that the FFT model is superior to the classic moving average model in terms of both volume prediction and Volume-weighted Average Price (VWAP) tracking accuracy. Meanwhile, for almost all of the 50 stocks, the FFT model outperforms the Bialkowski et al. (2008) model in terms of volume-prediction accuracy. The two models perform comparably in terms of the VWAP tracking error.
Aero-Optical Diagnostic Technique for the Hypersonic Boundary Layer Transition on a Flat Plate
Li, Ruiqu,Gong, Jian,Bi, Zhixian,Ma, Handong The Society for Aerospace System Engineering 2015 International Journal of Aerospace System Engineer Vol.2 No.2
A new cross disciplinary conception of transitional aero-optics is built up during analyzing and measuring the linkage between the hypersonic boundary layer transition on a flat plate and the jittering characteristics of the small-aperture beam through that boundary layer. Based on that conception, the Small-Aperture Beam Technique (SABT) and high-speed Imaging Camera System (ICS) used in aero-optical studies are considered as new techniques for the assessment of the hypersonic transition in the boundary layer on a flat plate. In the FD-20 gun tunnel, for the free stream parameters with Mach number of 8 and unit Reynolds number of $1{\times}10^7$ (1/m), those two optical techniques are used to measure the jitter of the small-aperture beam. At the same free stream parameters, the distribution of the heat transfer along the centerline of the flat plate is also measured by the thin film resistance gauge technique. The results show the similarity of the increase trend between the heat transfer and the jitter of the small-aperture beam in the transitional region. It helps us to surmise that it may be feasible to diagnose the transition in a hypersonic boundary layer on a flat plate by means of those above optical techniques.
Pump Wavelength Dependence of Photodarkening in Yb-Doped Fibers
Huizi Li,Liling Zhang,Sidharthan, Raghuraman,Ho, Daryl,Xuan Wu,Venkatram, Nalla,Handong Sun,Tianye Huang,Seongwoo Yoo IEEE 2017 Journal of Lightwave Technology Vol.35 No.13
<P>Photodarkening in Yb-doped fibers is known to be dependent of Yb population inversion. In addition to this dependence, we report that pump wavelength selection plays a significant role in photodarkening dynamics. It is found that 976 nm pump source can lead to more severe photodarkening effects than 916 nm pumping at the same inversion levels. This observation is consistent in Yb-doped fibers with various compositions. Our work reveals pump wavelength is another determinant factor of photodarkening besides the inversion level and emphasizes the importance of pump wavelength selection in high power Yb-doped fiber lasers and amplifiers.</P>
Aero-optical transmitting effect in the compressible mixing layer
Ma, Handong,Gan, Caijun,Li, Lang The Society for Aerospace System Engineering 2015 International Journal of Aerospace System Engineer Vol.2 No.2
The handicap for investigating the aero-optical effect focuses on the accurate prediction on the index refraction fluctuation or density fluctuation. In recent years, with the development of CFD techniques and optical experimental techniques, the comprehension have developed on the aero-optical transmitting effect in many kinds of complex flow. This study mainly introduces the optical aberration in compressible mixing layer. And then the debates about the mechanism of aero-optical effects and assessment of image blur also present.
Zhong Fu Wang,Handong Liu,Riyun Li,Yunfeng Fang,Dan Bi 대한토목학회 2022 KSCE JOURNAL OF CIVIL ENGINEERING Vol.26 No.9
This paper geologically analyzed and numerically simulated the rock avalanche which happened in Pusa Village, Zhangjiawan Town, Nayong County, Guizhou Province, China on 28 August 2017, with approximately 5 × 105 m3 of failure mass. The features, dynamic processand evolution mechanism of the Pusa avalanche, based on the detailed field geological survey, UAV photography and monitoring video, was analyzed in detail, and the numerical model was established to simulate the initiation-movement-accumulation process. The results show that the rock avalanche originated basically from the limestone and siltstone of Yelong Formation, Triassic which extend approximately horizontally and possess developed dissolution and subsidence. The joints within such strata have progressively evolved into fissure belt and subsidence belt resulting from long-term weathering, and the steep joints parallel to slope surface were developed due to the tectonic and unloading actions. The slope deformed and fractured because of long-term gravity and weathering actions, and meanwhile the rainstorm and mining activity accelerated the deformation of slope, which finally resulted in the overall instability of slope. The in-depth analysis to the generation and disaster-induced mechanism of Pusa avalanche is of great importance to the prevention of such accidents.
Shuai Yang,Cai Shi,Keqi Qu,Zhe Sun,Handong Li,Benbin Xu,Zhanhua Huang,Zhanhu Guo 한국탄소학회 2023 Carbon Letters Vol.33 No.7
Seawater evaporation and purification powered by solar energy are considered as a promising approach to alleviate the global freshwater crisis, and the development of photothermal materials with high efficiency is imminent. In this study, cellulose nanofiber (CNF)/MXene/Ni chain (CMN) aerogels were successfully synthesized by electrostatic force and hydrogen bond interaction force. CMN10 achieved a favorable evaporation rate as high as 1.85 kg m? 2 h? 1 in pure water, and the corresponding evaporation efficiency could be up to 96.04%. Even if it is applied to seawater with multiple interference factors, its evaporation rate can still be 1.81 kg m? 2 h? 1. The superior seawater evaporation activity origins from the promoted separation of photoexcited charges and photothermal conversion by the synergy of Ni chain and MXene, as well as the water transport channel supported by the 3D structure frame of CNF. Most importantly, CMN aerogel can maintain water vapor evaporation rates above 1.73 kg m? 2 h? 1 under extreme conditions such as acidic (pH 2) and alkaline (pH 12) conditions. In addition, various major ions, heavy metals and organic pollutants in seawater can be rejected by CMN10 during desalination, and the rejection rates can reach more than 99.69%, ensuring the purity of water resources after treatment. This work shows the great potential of CMN aerogel as a high-efficiency solar evaporator and low-cost photothermal conversion material. Cellulose nanofiber (CNF)/MXene/Ni chain (CMN) aerogels demonstrated high evaporation of water from sea water.
LKB1/AMPK/mTOR Signaling Pathway in Non-small-cell Lung Cancer
Han, Dong,Li, Shao-Jun,Zhu, Yan-Ting,Liu, Lu,Li, Man-Xiang Asian Pacific Journal of Cancer Prevention 2013 Asian Pacific journal of cancer prevention Vol.14 No.7
Links between cancer and metabolism have been suggested for a long time but compelling evidence for this hypothesis came from the recent molecular characterization of the LKB1/AMPK signaling pathway as a tumor suppressor axis. Besides the discovery of somatic mutations in the LKB1 gene in certain type of cancers, a critical emerging point was that the LKB1/AMPK axis remains generally functional and could be stimulated by pharmacological molecules such as metformin in cancer cells. In addition, AMPK plays a central role in the control of cell growth, proliferation and autophagy through the regulation of mTOR activity, which is consistently deregulated in cancer cells. Targeting of AMPK/mTOR is thus an attractive strategy in the development of therapeutic agents against non-small-cell lung cancer (NSCLC). In this review, the LKB1/AMPK/mTOR signaling pathway is described, highlighting its protective role, and opportunities for therapeutic intervention, and clinical trials in NSCLC.