Research on Time Series with Garch-Copula Model in the Field of Finance

Hailong Chen,Yan Zhang 보안공학연구지원센터 2016 International Journal of Hybrid Information Techno Vol.9 No.10

In modern financial issues empirical analysis shows that the volatility of financial market time series showed more variable, volatility clustering, spike and heavy tail. Garch model family in the analysis of financial time series squared error autocorrelation on widely recognized. However Garch model only analysis a single time series, correlation analysis for multiple time series on limitations. This paper introduces Copula function for studying the correlation of multiple time series. Using Garch model as marginal distribution for Copula function. At the same time, analyze correlation of t- Copula and normality Copula in the financial issus.

Isolation of Cellulose from Wheat Straw and Its Utilization for the Preparation of Carboxymethyl Cellulose

Hailong Li,Hai-Rong Zhang,Lian Xiong,Xuefang Chen,Can Wang,Chao Huang,Xin-De Chen 한국섬유공학회 2019 Fibers and polymers Vol.20 No.5

Cellulose was isolated from wheat straw by the combined pretreatment including dilute acid hydrolysis, ethanolextraction, and alkaline H2O2 delignification. The effects of varying the parameters on carboxymethylation on isolatedcellulose were investigated. Furthermore, the chemical structure of carboxymethyl cellulose (CMC) prepared from wheatstraw was characterized by Fourier transform infrared spectroscopy, X-ray diffraction, and scanning electron microscopeanalysis. The isolated cellulose is mainly composed of cellulose without hemicellulose and with minors of lignin and ash. The optimal conditions for carboxymethylation were base concentration, 20 %; reaction temperature, 70 oC; reaction time,2 h; mass ratio of etherifying agent to cellulose, 1.75. Under the optimized conditions, CMC with high degree of substitution(0.88) and low viscosity (18 mPa·s) was synthesized. Chemical structural characterization showed the feasibility of thepreparation of CMC from wheat straw. The constituents of wheat straw would be maximally utilized by the proposed method.

Heavy Tail Behavior and Parameters Estimation of GARCH (1, 1) Process

Hailong Chen,Chunli Liu 보안공학연구지원센터(IJSIP) 2013 International Journal of Signal Processing, Image Vol.6 No.4

Upregulation of miR-223 in the rat liver inhibits proliferation of hepatocytes under simulated microgravity

Yongjie Chen,Ji Xu,Chao Yang,Hongyu Zhang,Feng Wu,Jian Chen,Kai Li,Hailong Wang,Yu Li,Yinghui Li,Zhongquan Dai 생화학분자생물학회 2017 Experimental and molecular medicine Vol.49 No.-

Long-term spaceflight affects numerous organ systems in the body, including metabolic dysfunction. Recently, ample evidence has demonstrated that the liver is a vulnerable organ during spaceflight. However, the changes in hepatocyte proliferation and cell cycle control under microgravity remain largely unexplored. In the present study, we first confirmed that the serum levels of aspartate aminotransferase, alanine aminotransferase and alkaline phosphatase, biochemical markers of liver function, were altered in rats under tail suspension (TS) conditions to simulate microgravity, as shown in previous reports. Next, we demonstrated that the cell proliferation activity, determined by Ki67, PCNA and PH3, was significantly decreased at the different TS time points (TS for 14, 28 and 42 days) compared with that in the control group. Consistently, the positive cell cycle regulators Ccna2, Ccnd1, Cdk1, Cdk2 and cyclin D3 were also significantly decreased in the TS groups as shown by quantitative real-time PCR and western blotting analysis. Subsequent analysis revealed that the aberrant hepatocyte proliferation inhibition under simulated microgravity was associated with the upregulation of miR-223 in the liver. We further found that miR-223 inhibited the proliferation of Hepa1-6 cells and identified CDK2 and CUL1 as its direct targets. In addition, the decreased expression of CDK2 and CUL1 was negatively correlated with the level of p27 in vitro and in vivo, which may have been responsible for retarding hepatocyte proliferation. Collectively, these data indicate that upregulation of miR-223 was associated with the inhibition of liver cell growth and reveal the role of miR-223 in rat hepatocyte proliferation disorders and the pathophysiological process under simulated microgravity.

Wireless Power Transfer for Electric Vehicles Charging Based on Hybrid Topology Switching With a Single Inverter

Chen, Yafei,Zhang, Hailong,Kim, Dong-Hee,Park, Sung-Jun,Park, Seong-Mi The Korean Society of Industry Convergence 2020 한국산업융합학회 논문집 Vol.23 No.2

In wireless power transfer (WPT) system, the conventional compensation topologies only can provide a constant current (CC) or constant voltage (CV) output under their resonant conditions. It is difficult to meet the CC and CV hybrid charging requirements without any other schemes. In this study, a switching hybrid topology (SHT) is proposed for CC and CV electric vehicle (EV) battery charging. By utilizing an additional capacitor and two AC switches (ACSs), a double-side LCC (DS-LCC) and an inductor and double capacitors-series (LCC-S) topologies are combined. According to the specified CC and CV charging profile, the CC and CV charging modes can be flexibly converted by the two additional ACSs. In addition, zero phase angle (ZPA) also can be achieved in both charging modes. In this method, because the operating frequency is fixed, without using PWM control, and only a small number of devices are added, it has the benefits of low-cost, easy-controllability and high efficiency. A 3.3-kW experimental prototype is configured to verify the proposed switching hybrid charger. The maximum DC efficiencies (at 3.3-kW) of the proposed SHT is 92.58%.

Transformerless Bidirectional DC-DC Converter for Battery Storage System with High Voltage Gain

Hailong Zhang,Yafei Chen,Chang-Su Shin,Sung-Jun Park,Dong-Hee Kim 전력전자학회 2019 ICPE(ISPE)논문집 Vol.2019 No.5

Bidirectional DC-DC converters with wide voltage conversion ratio are essential in energy storage systems. In these systems (ESS), cost effective design is important factor, therefore, it needs to be designed with small numbers of component. This paper proposes a family of high voltage gain bidirectional converter based on the integration of Boost converter with Ćuk, SEPIC, BUCK-BOOST converters respectively. Detail comparisons are progressed in terms of operating mode, numbers of component, and efficiency. The experiment results are carried to verify the proposed converter family. The results show that converter I present the highest efficiency in boost mode (92%) and in buck mode (92.2%).

Study on failure warning of tool magazine and automatic tool changer based on tool-pulling force

Hailong Tian,Zhaojun Yang,Guofa Li,Chuanhai Chen 대한기계학회 2019 JOURNAL OF MECHANICAL SCIENCE AND TECHNOLOGY Vol.33 No.9

A tool magazine and automatic tool changer is used to store and change tools in a machining center. Its failures would increase the maintenance time and repair cost. For decreasing failures, an early warning system of failures can be used to detect characteristic signals which can reflect potential failures. The tool-pulling force is increasing to peak value instantly when the tool changing arm draws a tool holder out of a tool pocket. To predict failures, the tool-pulling force signals are analyzed and the relationship between the maximum tool-pulling force and the severity of the lock spring failure is established, then, calculation method of the tool-pulling force threshold of the lock spring failure which can lead to tool falling failures is developed and demonstrated. The verification testing results show that the failure warning method based on the tool-pulling force threshold is feasible to predict the tool falling failures.

Bidirectional DC-DC Converter Based on Quasi-Sepic for Battery Charging System

Hailong Zhang,Yafei Chen,Dong-Hee Kim,Sung-Jun Park,Seong-Mi Park 한국산업융합학회 2020 한국산업융합학회 논문집 Vol.23 No.2

In order to satisfy the voltage levels of the low voltage battery side and high voltage DC bus, a high voltage gain with bidirectional operation is required. In this system, the cost effectiveness of the design is a critical factor; therefore, the system should be designed using a small number of components. This paper propose a novel bidirectional converter composed with a quasi-sepic and switched-indictor network. The proposed converter consists a small number of components with a high voltage gain ratio. Detailed analysis are made with respect to the operating mode, number of components, voltage and current ripple and efficiency. To verify performance of the proposed converter, simulation was performed is this paper. The simulation results are shown to verify the feasibility and performance of the proposed bidirectional converter.

Prediction of chloride binding isotherms for blended cements

Hailong Ye,Xianyu Jin,Wei Chen,Chuanqing Fu,Nanguo Jin 사단법인 한국계산역학회 2016 Computers and Concrete, An International Journal Vol.17 No.5

A predictive model for chloride binding isotherms of blended cements with various supplementary cementitious materials (SCMs) was established in this work. Totally 560 data points regarding the chloride binding isotherms of 106 various cements were collected from literature. The total amount of bound chloride for each mixture was expressed a combinational function of the predicted phase assemblage and binding isotherms of various hydrated phases. New quantitative expressions regarding the chloride binding isotherms of calcium-silicate-hydrate (C-S-H), AFm, and hydrotalcite phases were provided. New insights about the roles of SCMs on binding capabilities of ordinary portland cements (OPC) were discussed. The proposed model was verified using separate data from different sources and was shown to be reasonably accurate.

On the continuum formulation for modeling DNA loop formation

Teng, Hailong,Lee, Chung-Hao,Chen, Jiun-Shyan Techno-Press 2011 Interaction and multiscale mechanics Vol.4 No.3

Recent advances in scientific computing enable the full atomistic simulation of DNA molecules. However, there exists length and time scale limitations in molecular dynamics (MD) simulation for large DNA molecules. In this work, a two-level homogenization of DNA molecules is proposed. A wavelet projection method is first introduced to form a coarse-grained DNA molecule represented with superatoms. The coarsened MD model offers a simplified molecular structure for the continuum description of DNA molecules. The coarsened DNA molecular structure is then homogenized into a three-dimensional beam with embedded molecular properties. The methods to determine the elasticity constants in the continuum model are also presented. The proposed continuum model is adopted for the study of mechanical behavior of DNA loop.