Find Research Output

Research Output
  • All
  • Scholar Profiles
  • Research Units
  • Research Output
Department Publication Year Content Type Data Sources


School of Science
Clear all


Author:Andersson, J;Mikayelyan, H


Abstract:We will prove a partial regularity result for the zero level set of weak solutions to div(B del u) = 0, where B = B(u) = I + (A - I)chi({u<0}), where I is the identity matrix and the eigenvalues of A are strictly positive and bounded. We will apply this to describe the regularity of solutions to the Bellman equations.

2.Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution

Author:Belhachemi, R;Rostan, P;Racicot, FE

Source:APPLIED ECONOMICS,2015,Vol.47

Abstract:A key issue in modelling conditional densities of returns of financial assets is the time-variation of conditional volatility. The classic econometric approach models volatility of returns with the generalized autoregressive conditional heteroscedasticity (GARCH) models where the conditional mean and the conditional volatility depend only on historical prices. We propose a new family of distributions in which the conditional distribution depends on a latent continuous factor with a continuum of states. The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. The distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. We show empirically that this distribution outperforms its main competitor, the mixed normal conditional distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

3.Some remarks on a paper of Chetwynd and Hilton on critical star multigraphs

Author:Cariolaro, David

Source:Journal of Combinatorial Mathematics and Combinatorial Computing,2011,Vol.77

Abstract:In [A.G. Chetwynd and A.J.W. Hilton, Critical star multigraphs, Graphs and Combinatorics 2 (1986), 209-221] Chetwynd and Hilton started the investigations of the edge-chromatic properties of a particular class of multigraphs, which they called star multigraphs. A star multigraph is a multigraph such that there exists a vertex v* that is incident with each multiple edge. Star multigraphs turn out to be useful tools in the study of the chromatic index of simple graphs. The main goal of this paper is to provide shorter and simpler proofs of all the main theorems contained in the above mentioned paper. Most simplifications are achieved by means of a formula for the chromatic index recently obtained by the author and by a careful use of arguments involving fans.

4.Some criteria for a graph to be Class 1

Author:Akbari, S;Cariolaro, D;Chavooshi, M;Ghanbari, M;Zare, S


Abstract:Let G be a graph. The core of G, denoted by G(Delta), is the subgraph of G induced by the vertices of degree Delta(G), where Delta(G) is the maximum degree of G. A k-edge coloring of a graph G is a function f : E(G) -> L, where vertical bar L vertical bar = k and f(e(1)) not equal f(e(2)), for every two adjacent edges e(1), e(2) of G. The edge chromatic number of G, denoted by chi'(G), is the minimum number k for which G has a k-edge coloring. A graph G is said to be Class 1 if chi'(G) = Delta(G) and Class 2 if chi'(G) = Delta(G) + 1. In this paper, it is shown that, for every connected graph of even order, if G(Delta) = C-6, then G is Class 1. Also, we prove that, if G is a connected graph, and every connected component of G(Delta) is a unicyclic graph or a tree, and G(Delta) is not a disjoint union of cycles, then G is Class 1. (C) 2011 Elsevier B.V. All rights reserved.

5.Iwasawa main conjecture for the Carlitz cyclotomic extension and applications

Author:Angles, B;Bandini, A;Bars, F;Longhi, I


Abstract:We prove an Iwasawa Main Conjecture for the class group of the p-cyclotomic extension F of the function field F-q (theta) (p is a prime of F-q [theta]), showing that its Fitting ideal is generated by a Stickelberger element. We use this and a link between the Stickelberger element and a p-adic L-function to prove a close analog of the Ferrero-Washington Theorem for F and to provide information on the p-adic valuations of the Bernoulli-Goss numbers beta(j) (i.e., on the values of the Carlitz-Goss zeta-function at negative integers).

6.The Iwasawa Main Conjecture for constant ordinary abelian varieties over function fields

Author:Lai, KF;Longhi, I;Tan, KS;Trihan, F


Abstract:We study a geometric analogue of the Iwasawa Main Conjecture for constant ordinary abelian varieties over Z(p)(d)-extensions of function fields ramifying at a finite set of places.

7.Key Factors for Successful Entrepreneurship in Thailand

Author:Michael Ha;Uthit Siriwan;Chotika Ramabut;Nutchuda Thitikalaya;Tassanee Thitikanlaya;Chutikarn Kiatnarong

Source:Open Journal of Social Sciences,2014,Vol.

Abstract:A causal relationship among key criticalsuccess factors of successful entrepreneurs in Thailand is proposed. A newbusiness innovation management model is established using data sampling of 250successful entrepreneurs from various industry sectors in Thailand. The datawere analyzed by performing mean, standard deviation calculations, factor analysisand causal factors affected by LISREL program. Quantitative results showed thatthe model is consistent with empirical data.

8.Nucleolar-nucleoplasmic shuttling of TARG1 and its control by DNA damage-induced poly-ADP-ribosylation and by nucleolar transcription

Author:Butepage, M;Preisinger, C;von Kriegsheim, A;Scheufen, A;Lausberg, E;Li, JY;Kappes, F;Feederle, R;Ernst, S;Eckei, L;Krieg, S;Muller-Newen, G;Rossetti, G;Feijs, KLH;Verheugd, P;Luscher, B


Abstract:Macrodomains are conserved protein folds associated with ADP-ribose binding and turnover. ADP-ribosylation is a posttranslational modification catalyzed primarily by ARTD (aka PARP) enzymes in cells. ARTDs transfer either single or multiple ADP-ribose units to substrates, resulting in mono-or poly-ADP-ribosylation. TARG1/C6orf130 is a macrodomain protein that hydrolyzes mono-ADP-ribosylation and interacts with poly-ADP-ribose chains. Interactome analyses revealed that TARG1 binds strongly to ribosomes and proteins associated with rRNA processing and ribosomal assembly factors. TARG1 localized to transcriptionally active nucleoli, which occurred independently of ADP-ribose binding. TARG1 shuttled continuously between nucleoli and nucleoplasm. In response to DNA damage, which activates ARTD1/2 (PARP1/2) and promotes synthesis of poly-ADP-ribose chains, TARG1 re-localized to the nucleoplasm. This was dependent on the ability of TARG1 to bind to poly-ADP-ribose. These findings are consistent with the observed ability of TARG1 to competitively interact with RNA and PAR chains. We propose a nucleolar role of TARG1 in ribosome assembly or quality control that is stalled when TARG1 is re-located to sites of DNA damage.


Author:Konstantopoulos, T;Yuan, LL


Abstract:We present a stand-alone simple proof of a probabilistic interpretation of the Gaussian binomial coefficients by conditioning a random walk to hit a given lattice point at a given time.

10.A transitional Markov switching autoregressive model

Author:Cheng, J


Abstract:This paper is concerned with properties of a transitional Markov switching autoregressive (TMSAR) model, together with its maximum-likelihood estimation and inference. We extend existing MSAR models by allowing dependence of AR parameters on hidden states at time points prior to the current time t. A stationary solution is given and expressions for the theoretical autocovariance function are derived. Two time series are analyzed and the new model outperforms two existing MSAR models in terms of maximized log-likelihood, residual correlations, and one-step-ahead forecasting performance. The new model also gives more regime changes in agreement with real events.

11.Stigma of Mental Illness: Social Distancing Attitudes among Registered Nurses in Australia

Author:Tan Kan Ku;Michael Ha

Source:Journal of Biosciences and Medicines,2015,Vol.

Abstract:Background: Stigma of mental illness isoften examined in social psychology and psychiatric rehabilitation using attitudestudies. Participants of these studies are among health professionals andgeneral public members. A common measure of stigma is using validated scalewhich measures the opinion on mental illness. Method: A cross-sectional surveywas presented to 208 registered nurses. Principal component analyses (withoblique rotation) were used to identify underlying dimensionality in thecorrelations of items for social distancing. Subscale score variations wereanalysed across nurse type and ethnicity to examine the discriminant validityof the subscale. Results: Principal component analysis (PCA) revealed onedimension accounting for 43.5%% of the variations within items for socialdistancing. Developed as scale, termed Stigma towards Psychiatric Patients(STPP), reliability analysis indicated high internal consistency withrespective alpha coefficient of 0.8. Chinese general nurses scored highest onsocial distancing than the other three groups: Chinese psychiatric nurses,Anglo general and Anglo psychiatric nurses. Conclusion: Psychometric evaluationof the Stigma Scale (STPP) suggests it is a reliable instrument for measuringsocial distancing attitudes towards mental illness. The effect of ethnicity onstigmatising attitudes is not entirely accounted for by exposure to people withmental illness.

12.The Iwasawa Main Conjecture for semistable abelian varieties over function fields

Author:Lai, KF;Longhi, I;Tan, KS;Trihan, F


Abstract:We prove the Iwasawa Main Conjecture over the arithmetic -extension for semistable abelian varieties over function fields of characteristic .

13.Asymptotic Properties of the Markov Branching Process with Immigration

Author:Li, JP;Chen, AY;Pakes, AG


Abstract:We consider the Markov branching process with immigration allowing the possibility of infinite numbers of offspring and/or immigrants. Our focus is on the construction and uniqueness of the minimal transition function and on its asymptotic behavior. Conditional limit theorems for the population size are given in cases for which the transition function is dishonest.

14.Culture and Stigma of Mental Illness: Path Analysis Conducted with Amos in Transcultural Psychiatry in Australia

Author:Tan Kan Ku;Michael Ha;

Source:Proceedings of 2015 Workshop 6,2015,Vol.

Abstract:Aim: The study was designed to elucidate the relationships between cultural values, contact level, differential nursing practices and stigma towards mental illness among General and Psychiatric Nurses(N = 208) from Anglo and Chinese backgrounds in Australia. The study results aimed at informing educ...

15.SERS of Trititanate Nanotubes: Selective Enhancement of Catechol Compounds

Author:Liu, RC;Morris, E;Cheng, XR;Amigues, E;Lau, K;Kim, B;Liu, YH;Ke, ZP;Ashbrook, SE;Buhl, M;Dawson, G


Abstract:The surface enhanced Raman scattering of trititanate nanotubes (TiNT) modified with enediol ligands was investigated and it was found that the functional group dramatically affects the enhancement observed. For TiNT-4-nitrocatechol, a SERS enhancement is seen; however, when dopamine is attached, no signal is seen. The relative band gap positions upon 785 nm laser excitation are proposed to explain the observed phenomenon. This attachment is investigated by solid state NMR and UV/Vis spectroscopy and supported by DFT calculations to offers further insights into catechol coatings of nanomaterials and SERS by the chemical method. We expect this non noble metal containing composite material to have applications in bioimaging and bio and chemical detection.

16.Towards an emergent model of solitonic particles from non-trivial vacuum structure

Author:Gillard, AB;Gresnigt, NG


Abstract:We motivate and introduce what we refer to as the principles of Lie-stability and Hopf-stability and see what the physical theories must look like. Lie-stability is needed on the classical side and Hopf-stability is needed on the quantum side. We implement these two principles together with Lie deformations consistent with basic constraints on the classical kinematical variables to arrive at the form of a theory that identifies standard model fermions with quantum solitonic trefoil knotted flux tubes which emerge from a flux tube vacuum network. Moreover, twisted unknot fluxtubes form natural dark matter candidates.

17.Application of Volatility in Portfolio Construction

Author:Michael Ha;George Z. Liu;Lihui Zheng

Source:Journal of Applied Mathematics and Physics,2015,Vol.

Abstract:We studied the CBOE Market Volatility Indexfrom 1995 to 2004 and the Cross-Sectional Volatility of MSCI US and MSCI ACAsia ex Japan of the same period. Tracking Error calculations and MarketVolatility Analyses were performed. We selected a portfolio, Dragon, for RiskAnalysis, Risk Decomposition and Risk Characteristics identification purposes.A conclusion relating Dragon's Tracking Error and its Portfolio Size was drawn.

18.Efficiency of weather derivatives for Chinese agriculture industry

Author:Ender, M;Zhang, RY


Abstract:Purpose - The purpose of this paper is to analyze the efficiency of temperature-based weather derivatives (WD) in reducing risk exposure for Chinese agriculture industry. Therefore, a put option with cumulated growing degree days as its underlying index is assumed to be bought by farmers as a risk management instrument to prevent income fluctuations from adverse temperature conditions. Design/methodology/approach - The objective of this paper is to analyze the efficiency of temperature-based WD in reducing risk exposure for Chinese agriculture industry. Therefore, a put option with cumulated growing degree days as its underlying index is assumed to be bought by farmers as a risk management instrument to prevent income fluctuations from adverse temperature conditions. Findings - The results of the efficiency tests show that temperature-based put options are efficient in offsetting yield shortfalls for rice and wheat in China. The weather-yield models have a high prediction power in explaining yield variation by temperature. Research limitations/implications - The de-trending procedure for the weather-yield model should be improved to distinguish better between technology progress, human activities and influence of weather. Further, more advanced models could be used for the pricing. Practical implications - The findings of the paper support the launch of WD as an efficient risk management tool for agriculture in China. Compared with traditional damage-based insurance, WD are more flexible, have lower transactions costs and avoid moral hazard or adverse selection. Originality/value - The efficiency problem of WD has not been analyzed sufficiently worldwide and especially not for developing countries like China where a large proportion of the population works as farmers. This paper supports to fill this gap.

19.Systems analysis identifies melanoma-enriched pro-oncogenic networks controlled by the RNA binding protein CELF1

Author:Cifdaloz, M;Osterloh, L;Grana, O;Riveiro-Falkenbach, E;Ximenez-Embun, P;Munoz, J;Tejedo, C;Calvo, TG;Karras, P;Olmeda, D;Minana, B;Gomez-Lopez, G;Canon, E;Eyras, E;Guo, HH;Kappes, F;Ortiz-Romero, PL;Rodriguez-Peralto, JL;Megias, D;Valcarcel, J;Soengas, MS


Abstract:Melanomas are well-known for their altered mRNA expression profiles. Yet, the specific contribution of mRNA binding proteins (mRBPs) to melanoma development remains unclear. Here we identify a cluster of melanoma-enriched genes under the control of CUGBP Elav-like family member 1 (CELF1). CELF1 was discovered with a distinct prognostic value in melanoma after mining the genomic landscape of the 692 known mRBPs across different cancer types. Genome-wide transcriptomic, proteomic, and RNA-immunoprecipitation studies, together with loss-of-function analyses in cell lines, and histopathological evaluation in clinical biopsies, revealed an intricate repertoire of CELF1-RNA interactors with minimal overlap with other malignancies. This systems approach uncovered the oncogene DEK as an unexpected target and downstream effector of CELF1. Importantly, CELF1 and DEK were found to represent early-induced melanoma genes and adverse indicators of overall patient survival. These results underscore novel roles of CELF1 in melanoma, illustrating tumor type-restricted functions of RBPs in cancer.

20.Portfolio Construction for Value Appreciation

Author:Michael Ha;George Z. Liu;Lihui Zheng

Source:Journal of Applied Mathematics and Physics,2016,Vol.

Abstract:Background: While working as riskconsultants at Barra in 1990's, the first two authors decided to startcollaborating on a research project with its first paper titled “Application ofVolatility in Portfolio Construction” [1]. The third author was then a riskmanager of a financial institution which was a client of Barra's. Bringing hisexpertise in portfolio risk management, he joined the research team. Aim: Thecore of this paper lies in the construction of an investment portfolio with amain objective of value appreciation while examining its tracking error [1]-[3],a risk measurement with reference to a benchmark [1] [4]. The authors believe, whiletracking error measurement is a common tool for portfolio risk management, totalrisk measurement is more important. The management goal is to minimizedrawbacks using the technique of risk budgeting. These topics will be discussedin future research papers.
Total 89 results found
Copyright 2006-2020 © Xi'an Jiaotong-Liverpool University 苏ICP备07016150号-1 京公网安备 11010102002019号