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PRICING VOLATILITY SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH REGIME SWITCHING
Huang Yun,Wang Ming-hui 경남대학교 기초과학연구소 2019 Nonlinear Functional Analysis and Applications Vol.24 No.4
In this paper, we consider a continuous-time Heston stochastic volatility model with regime-switching, the asset and volatility dynamics are closely related to the value of Markovian modulated process. Compared with the previous literatures, our propose is to extend the one-stochastic volatility model to the double-stochastic volatility model. We are interested in nding solutions to pricing the discretely-sampled volatility swaps under Heston's framework. We also get a closed-form solution by deriving the characteristic function of the lognormal asset price via a system of partial di erential equations.
Yun Huang,Yunxiu Li,Hua Zhao,Huabing Wen 대한기계학회 2020 JOURNAL OF MECHANICAL SCIENCE AND TECHNOLOGY Vol.34 No.1
In order to solve the problem of packer rubber failure at variable temperature and explore the effect of temperature on constitutive model of hydrogenated nitrile butadiene rubber (HNBR) for packer,this paper concludes that the Yeoh model is the most suitable for HNBR by comparing the experimental data at room temperature with the several common classical hyperelastic models. And it also concludes with a modified Yeoh model for different temperatures by modifing the material parameters as the temperature functions. And the stress-strain relationship of HNBR at different temperature is obtained,which can be used to prove the correctness of the model. Finally, the conclusion that the contact stress between packer rubber and casing increases with the increase of temperature is obtained through the case analysis of HNBR cylinder. The HNBR constitutive model obtained in this paper can provide theoretical basis for the engineering application of HNBR materials. It also extends the field that temperature affects on the HNBR constitutive model.
( Yun Huang ),( Honghong Zhang ),( Minxia Zhang ),( Wenya Li ),( Jinhua Wang ),( Ji Hu ) 대한소화기기능성질환·운동학회 2017 Journal of Neurogastroenterology and Motility (JNM Vol.23 No.2
Background/Aims The relationship between C-peptide levels and gastrointestinal (GI) symptoms in type 2 diabetic patients is not clear. The purpose of this study is to examine the association between fasting C-peptide and GI symptoms of gastroparesis in type 2 diabetic patients. Methods We recruited 333 type 2 diabetic patients into the present study. All patients filled out questionnaires of gastroparesis cardinal symptom index (GCSI) to evaluate GI symptoms. Hospital anxiety and depression scale were adopted to define anxiety and depression. Patients with GCSI scores ≥ 1.9 were regarded as having symptoms of gastroparesis. Results In our study, 71 (21.3%) type 2 diabetic patients had GCSI scores ≥ 1.9. In comparison to patients with scores < 1.9, those with scores ≥ 1.9 had significantly lower fasting c-peptide levels (1.49 ng/mL vs 1.94 ng/mL, P < 0.001), higher prevalence of depression (40.9% vs 18.3%, P < 0.001) and anxiety (28.2% vs 13.0%, P = 0.002). Multivariate logistic regression revealed that fasting C-peptide was still significantly associated with symptoms of gastroparesis (odds ratio, 0.67; 95% confidence intervals, 0.48-0.94; P = 0.021), even after adjustments for age, sex, body mass index, HbA1c, current smoking and drinking status, anxiety, and depression. Furthermore, linear regressions showed that fasting C-peptide was independently and negatively related to GCSI scores (standardized regression coefficient, -0.29; P < 0.001) in patients with at least one GI symptom. Conclusion GI symptoms of diabetic gastroparesis affect approximately 20% of type 2 diabetes patients and are associated with lower fasting C-peptide levels independent of depression and anxiety status. (J Neurogastroenterol Motil 2017;23:254-261)
The Effect of IT and Non-IT Group Faultlines via Intervening Variables on Group Performance
( Yun Chu Huang ),( Yeong Real Kim ) 충북대학교 산업경영연구소 2009 産業과 經營 Vol.22 No.1
Faultline theory adds valuable explanations to what previous demographic studies have explored. In this dissertation, IT and non-IT group faultlines are proposed and the formation of these two faultlines in Chinese business organizations are illustrated. The impacts of IT and non-IT group faultlines on two types of conflicts and Group performance are studied. The existence and impact of moderators and mediators are also studied. This research is an extended study on previous faultline research and opens new dimensions for further exploration in this area. We hope our research findings will be beneficial to organizations concerned with effective and efficient group work.
Yun Huang,Kenneth Kin Leung Kwan,Ka Wing Leung,Ping Yao,HuaiyouWang,Tina Tingxia Dong,Karl Wah Keung Tsim 고려인삼학회 2019 Journal of Ginseng Research Vol.43 No.4
Background: The root of Panax ginseng, a member of Araliaceae family, has been used as herbal medicineand functional food in Asia for thousands of years. According to Traditional Chinese medicine, ginseng isthe most widely used “Qi-invigorating” herbs, which provides tonic and preventive effects by resistingoxidative stress, influencing energy metabolism, and improving mitochondrial function. Very few reportshave systematically measured cell mitochondrial bioenergetics after ginseng treatment. Methods: Here, H9C2 cell line, a rat cardiomyoblast, was treated with ginseng extracts having extractedusing solvents of different polarity, i.e., water, 50% ethanol, and 90% ethanol, and subsequently, theoxygen consumption rate in healthy and tert-butyl hydroperoxideetreated live cultures was determinedby Seahorse extracellular flux analyzer. Results: The 90% ethanol extracts of ginseng possessed the strongest antioxidative and tonic activities tomitochondrial respiration and therefore provided the best protective effects to H9C2 cardiomyocytes. Byincreasing the spare respiratory capacity of stressed H9C2 cells up to three-folds of that of healthy cells,the 90% ethanol extracts of ginseng greatly improved the tolerance of myocardial cells to oxidativedamage. Conclusion: These results demonstrated that the low polarity extracts of ginseng could be the bestextract, as compared with others, in regulating the oxygen consumption rate of cultured cardiomyocytesduring mitochondrial respiration.
Huang, Yue-Han,Chen, Zhen-Kun,Huang, Ka-Te,Li, Peng,He, Bin,Guo, Xu,Zhong, Jun-Qiao,Zhang, Qi-Yu,Shi, Hong-Qi,Song, Qi-Tong,Yu, Zheng-Ping,Shan, Yun-Feng Asian Pacific Journal of Cancer Prevention 2013 Asian Pacific journal of cancer prevention Vol.14 No.3
Aim: To study any correlation of LKB1 expression with prognosis in hepatocellular carcinoma (HCC) cases. Methods: A total of 70 HCC patients and 20 primary intrahepatic stone patients in the first affiliated hospital of Wenzhou Medical College were enrolled in this study. LKB1 expression was detected by immunohistochemistry. Patients were followed-up and prognostic factors were evaluated. Result: LKB1 expression was decreased in the HCC samples. Loss of LKB1 expression in HCC was significantly related to histologic grade (P=0.010), vascular invasion (P=0.025) and TMN stage (P=0.011). Patients showing negative LKB1 expression had a significantly shorter disease-free and overall survival than those with positive expression (P = 0.001, P=0.000, respectively). Multivariate Cox regression analysis indicated that LKB1 expression level was an independent factor of survival (P = 0.033). Conclusion: HCC patients with decreased expression LKB1 have a poor prognosis. The loss of LKB1 expression is correlated with a lower survival rate.
Huang, Yun,Kwan, Kenneth Kin Leung,Leung, Ka Wing,Yao, Ping,Wang, Huaiyou,Dong, Tina Tingxia,Tsim, Karl Wah Keung The Korean Society of Ginseng 2019 Journal of Ginseng Research Vol.43 No.4
Background: The root of Panax ginseng, a member of Araliaceae family, has been used as herbal medicine and functional food in Asia for thousands of years. According to Traditional Chinese medicine, ginseng is the most widely used "Qi-invigorating" herbs, which provides tonic and preventive effects by resisting oxidative stress, influencing energy metabolism, and improving mitochondrial function. Very few reports have systematically measured cell mitochondrial bioenergetics after ginseng treatment. Methods: Here, H9C2 cell line, a rat cardiomyoblast, was treated with ginseng extracts having extracted using solvents of different polarity, i.e., water, 50% ethanol, and 90% ethanol, and subsequently, the oxygen consumption rate in healthy and tert-butyl hydroperoxideetreated live cultures was determined by Seahorse extracellular flux analyzer. Results: The 90% ethanol extracts of ginseng possessed the strongest antioxidative and tonic activities to mitochondrial respiration and therefore provided the best protective effects to H9C2 cardiomyocytes. By increasing the spare respiratory capacity of stressed H9C2 cells up to three-folds of that of healthy cells, the 90% ethanol extracts of ginseng greatly improved the tolerance of myocardial cells to oxidative damage. Conclusion: These results demonstrated that the low polarity extracts of ginseng could be the best extract, as compared with others, in regulating the oxygen consumption rate of cultured cardiomyocytes during mitochondrial respiration.
Yun-Chieh Tsai,Yu-Chen Lin,Chun-Chih Huang,Oliver B. Villaflores,Tzong-Yuan Wu,Shih-Ming Huang,Ting-Yu Chin 한국식품영양과학회 2019 Journal of medicinal food Vol.22 No.5
Aging and lifestyle factors, including high-sugar and high-fat diets, promote a systemic metabolic imbalance that promotes neurodegeneration. Hericium erinaceus has long been used in traditional Chinese medicine. Recently, its functional activities, such as antimetabolic dysfunction, antineuroinflammatory activities, and stimulation of nerve growth factor (NGF) synthesis, have been revealed. This study demonstrated that Hericium erinaceus mycelium (HEM) and an isolated diterpenoid derivative, erinacine A (EA), may reverse spatial learning disabilities in aging mice (15 months old) fed with a high-fat and high-sucrose diet (HFSD). Aging mice were randomly assigned to one of four treatment groups: (1) a chow diet (control), (2) an HFSD, and an HFSD supplemented with either (3) HEM or (4) EA for 18 weeks. The Morris water maze (MWM) and Y-maze were used for behavioral assessments. Both HEM- and EA-treated mice had shorter mean daily escape latencies than HFSD-treated mice in the MWM. In addition, HEM-treated mice had a slightly increased exploratory time and frequency in the novel arm in the Y-maze. Quantitative PCR revealed that both HEM- and EA-treated mice exhibited reduced messenger RNA (mRNA) expression of tumor necrosis factor-α, interleukin-1β, and HEM-treated mice exhibited increased mRNA expression of NGF and NeuN in the hippocampus. Moreover, HEM and EA also decreased body weight, abdominal fat, plasma glucose, serum and liver total cholesterol, and liver triacylglycerol. Thus, HEM may be a potential health-promoting supplement for minimizing the progression of aging and obesity-induced neurodegeneration by reducing metabolic abnormalities and neuroinflammatory cytokines and increasing neurogenesis factors.