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A NOTE FOR RESTRICTED INFORMATION MARKETS
Jianqi, Yang,Qingxian, Xiao,Haifeng, Yan The Korean Society for Computational and Applied M 2009 Journal of applied mathematics & informatics Vol.27 No.5
This paper considers the problems of martingale measures and risk-minimizing hedging strategies in the market with restricted information. By constructing a general restricted information market model, the explicit relation of arbitrage and the minimal martingale measure between two different information markets are discussed. Also a link among all equivalent martingale measures under restricted information market is given. As an example of restricted information markets, this paper constitutes a jump-diffusion process model and presents a risk minimizing problem under different information. Through $It\hat{o}$ formula and projection results in Schweizer[13], the explicit optimal strategy for different market information are given.
Towards Key Issues of Disaster Aid based on Wireless Body Area Networks
( Jianqi Liu ),( Qinruo Wang ),( Jiafu Wan ),( Jianbin Xiong ),( Bi Zeng ) 한국인터넷정보학회 2013 KSII Transactions on Internet and Information Syst Vol.7 No.5
With recent advances in wireless communication and low-power miniaturized biomedical sensor and semiconductor technologies, wireless body area networks (WBAN) has become an integral part of the disaster aid system. Wearable vital sign sensors can track patients` status and location, thus enhancing disaster rescue efficiency. In the past few years, most of the literatures in the area of disaster aid system based on WBAN have focused on issues concerning wireless sensor design, sensor miniaturization, energy efficiency and communication protocols. In this paper, we will give an overview of disaster aid, discuss about the types of network communication as well as outline related issues. We will emphasize on analyzing six key issues in employing the disaster aid system. Finally, we will also highlight some of the challenges that still need to be addressed in the future in order to help the disaster aid system be truly and widely accepted by the public.
A Note for Restricted Information Markets
Yang Jianqi,Xiao Qingxian,Yan Haifeng 한국전산응용수학회 2009 Journal of applied mathematics & informatics Vol.27 No.5
This paper considers the problems of martingale measures and risk-minimizing hedging strategies in the market with restricted information. By constructing a general restricted information market model, the explicit relation of arbitrage and the minimal martingale measure between two different information markets are discussed. Also a link among all equivalent martingale measures under restricted information market is given. As an example of restricted information markets, this paper constitutes a jump-diffusion process model and presents a risk minimizing problem under different information. Through Itˆo formula and projection results in Schweizer[13], the explicit optimal strategy for different market information are given. This paper considers the problems of martingale measures and risk-minimizing hedging strategies in the market with restricted information. By constructing a general restricted information market model, the explicit relation of arbitrage and the minimal martingale measure between two different information markets are discussed. Also a link among all equivalent martingale measures under restricted information market is given. As an example of restricted information markets, this paper constitutes a jump-diffusion process model and presents a risk minimizing problem under different information. Through Itˆo formula and projection results in Schweizer[13], the explicit optimal strategy for different market information are given.
Dynamical seasonal predictability of the Arctic Oscillation using a CGCM
Sun, Jianqi,Ahn, Joong‐,Bae John Wiley Sons, Ltd 2015 International journal of climatology Vol.35 No.7
<P><B>ABSTRACT</B></P><P>The potential dynamical predictability of the winter Arctic Oscillation (AO) is investigated using the ensemble hindcast from the Pusan National University coupled general circulation model (PNU‐CGCM) over the 30‐year period of 1981–2010. The analysis indicates that PNU‐CGCM can not only reproduce the spatial distribution of the AO but also significantly simulate the AO's temporal variability. In addition, the coupled model performs well in terms of predicting the AO's impact on the Northern Hemisphere winter climate. These results reveal the coupled model's potential for dynamical forecasting of the climate over the mid‐latitude to high latitude.</P>
Risk-minimizing hedging for a special contingents
Yang Jianqi,Jiang Qiuyan 한국전산응용수학회 2022 Journal of Applied and Pure Mathematics Vol.4 No.5
In this paper, we consider a risk-minimization hedging problem for a special European contingent claims. The existence and uniqueness of strategy are given constructively. Firstly, a non-standard European contingent is demonstrated as stochastic payment streams. Then the existence of the risk minimization strategy and also the uniqueness are proved under two kinds market information by using Galtchouk-Kunita-Watanabe decomposition and constructing a 0-achieving strategy risk-minimizing strategies in full information. And further, we have proven risk-minimizing strategies exists and is unique under restrict information by constructing a weakly mean-selffinancing strategy.
RISK-MINIMIZING HEDGING FOR A SPECIAL CONTINGENTS
YANG, JIANQI,JIANG, QIUYAN The Korean Society for Computational and Applied M 2022 Journal of applied and pure mathematics Vol.4 No.5
In this paper, we consider a risk-minimization hedging problem for a special European contingent claims. The existence and uniqueness of strategy are given constructively. Firstly, a non-standard European contingent is demonstrated as stochastic payment streams. Then the existence of the risk minimization strategy and also the uniqueness are proved under two kinds market information by using Galtchouk-Kunita-Watanabe decomposition and constructing a 0-achieving strategy risk-minimizing strategies in full information. And further, we have proven risk-minimizing strategies exists and is unique under restrict information by constructing a weakly mean-selffinancing strategy.
Tri-level Thresholding using Invasive Weed Optimization based on Nonextensive Fuzzy Entropy
Cao Binfang,Li Jianqi,Nie Fangyan 보안공학연구지원센터(IJSIP) 2014 International Journal of Signal Processing, Image Vol.7 No.6
This study presents a tri-level thresholding method for image segmentation with invasive weed optimization (IWO) algorithm. The objective of the proposed approach is to handle the nonextensivity and vagueness of image in segmentation, in the meanwhile to reduce the computation time. In this study, the histogram of image is converted to fuzzy domain by membership function firstly. Then the thresholding method is constructed through maximizing the sum of nonextensive entropy of subsets of the each part of fuzzy histogram. The IWO algorithm is used to search the optimal thresholds to reduce the computation time in the new method. Experiments on synthetic and real-world images are given to demonstrate the effectiveness of the proposed approach compared with the other methods.
Research on a Spectral Reconstruction Method with Noise Tolerance
Yunlong Ye,Jianqi Zhang,Delian Liu,Yixin Yang 한국광학회 2021 Current Optics and Photonics Vol.5 No.5
As a new type of spectrometer, that based on filters with different transmittance features attracts a lot of attention for its advantages such as small-size, low cost, and simple optical structure. It uses post-processing algorithms to achieve target spectrum reconstruction; therefore, the performance of the spectrometer is severely affected by noise. The influence of noise on the spectral reconstruction results is studied in this paper, and suggestions for solving the spectral reconstruction problem under noisy conditions are given. We first list different spectral reconstruction methods, and through simulations demonstrate that these methods show unsatisfactory performance under noisy conditions. Then we propose to apply the gradient projection for sparse reconstruction (GRSR) algorithm to the spectral reconstruction method. Simulation results show that the proposed method can significantly reduce the influence of noise on the spectral reconstruction process. Meanwhile, the accuracy of the spectral reconstruction results is dramatically improved. Therefore, the practicality of the filter-based spectrometer will be enhanced.