Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance

Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly we provide a quantum algorithm that gives a quadratic speed-up for multilevel Monte Carlo methods in a general setting. As applications, we apply it to compute expection values determined by classical solutions of SDEs, with improved dependence on precision. We demonstrate the use of this algorithm in a variety of applications arising in mathematical finance, such as the Black-Scholes and Local Volatility models, and Greeks. We also provide a quantum algorithm based on sublinear binomial sampling for the binomial option pricing model with the same improvement.Comment: 36 pages, 6 figure

Decreased Function of Delayed Recall in Non-demented Elderly Subjects With Apolipoprotein E ε4 Allele

Apolipoprotein E (APOE) is the major genetic risk factor for late-onset Alzheimer’s disease (AD). Inconsistent results about the role of APOE ε4 alleles on cognitive decline of community non-dementia elderly have been reported. This study aimed to examine the relationship between APOE ε4 allele and cognitive abilities in the subjects aged 60 years or above from a community in Shanghai, China. A total of 1445 participants voluntarily accepted the analysis of APOE genotype and global cognitive assay using the Mini Mental Status Evaluation (MMSE). There were no significant differences in total MMSE scores between APOE ε4 carriers and non-carriers. In addition, the performances of orientation, registration, attention, calculation, and language had no significant differences between subjects with and without APOE ε4 allele. However, stratified analysis showed that the performance of delayed recall in subjects with APOE ε4 allele was inferior to that in non-ε4 carriers (p = 0.041). Further, the multiple linear regression analysis showed the significant correlations between the presence of APOE ε4 allele and the scores of the delayed memory subdomain if age, gender, and education were adjusted but no significant correlations if the related factors were not adjusted. The results indicate that significant impact of APOE ε4 allele only on the delay memory but not on global or other sub-domains of cognitive abilities

COVID-19 portal: Profiling researchers, bio-entities, and institutions

The outbreak of COVID-19 has a severe impact on our families, communities, and businesses. White House released the COVID19 literature dataset (called CORD-19 dataset) which has grown exponentially into a gigantic collection of over 500,000 articles. Researchers, practitioners, and administrators need a tool to help them digest this enormous amount of knowledge to address various scientific questions related to COVID-19. This paper showcases the COVID-19 portal to portray the research profiles of scientists, bio entities (e.g., gene, drug, disease), and institutions based on the integration of CORD-19 research literature, COVID-19 related clinical trials, PubMed knowledge graph, and the drug discovery knowledge graph. This portal provides the following profiles related to COVID-19: 1) the profile of a research scientist with his/her COVID-19 related publications and clinical trials which can be ranked by year or by the number of tweets; 2) the profile of a bio entity which could be a gene, a drug, or a disease with articles and clinical trials mentioned this bio entity; and 3) the profile of an institution with papers authored by researchers from this institution

UnifiedGesture: A Unified Gesture Synthesis Model for Multiple Skeletons

The automatic co-speech gesture generation draws much attention in computer animation. Previous works designed network structures on individual datasets, which resulted in a lack of data volume and generalizability across different motion capture standards. In addition, it is a challenging task due to the weak correlation between speech and gestures. To address these problems, we present UnifiedGesture, a novel diffusion model-based speech-driven gesture synthesis approach, trained on multiple gesture datasets with different skeletons. Specifically, we first present a retargeting network to learn latent homeomorphic graphs for different motion capture standards, unifying the representations of various gestures while extending the dataset. We then capture the correlation between speech and gestures based on a diffusion model architecture using cross-local attention and self-attention to generate better speech-matched and realistic gestures. To further align speech and gesture and increase diversity, we incorporate reinforcement learning on the discrete gesture units with a learned reward function. Extensive experiments show that UnifiedGesture outperforms recent approaches on speech-driven gesture generation in terms of CCA, FGD, and human-likeness. All code, pre-trained models, databases, and demos are available to the public at https://github.com/YoungSeng/UnifiedGesture.Comment: 16 pages, 11 figures, ACM MM 202

Quantitation and Dietary Risk Assessment of Hexazinone Residue in Blueberry Fruit

In order to determine the residue of hexazinone in blueberry fruit, field experiments in Zhejiang, Jilin, Liaoning and Beijing, China were conducted using 75% hexazinone water dispersible granules. An analytical method was established for determining residual hexazinone in blueberry fruit utilizing ultra-high performance liquid chromatography-tandem mass spectrometry (UPLC-MS/MS) with an electrospray ionization source in the positive ion mode (ESI+). The samples were extracted with acetonitrile while vortexing, salted out, and then purified on a column packed with primary secondary amine (PSA) and C18 before measurement. The linearity, matrix effect, limit of quantification (LOQ), trueness (recovery rate) and precision (relative standard deviation (RSD)) of the proposed method were studied. Good linearity (r > 0.999 8) was found in the concentration range from 0.000 1 to 0.01 mg/L. The matrix effect was −7.7%. The LOQ was 0.01 mg/kg. The average recovery of hexazinone from blueberry fruit at spiked concentration levels of 0.01, 0.1 and 1.0 mg/kg ranged from 87% to 91%, with a RSD less than 3.7%. The field experiments showed that the residual level of hexazinone in blueberry fruit was below 0.01 mg/kg at 90 and 100 days after application, which was lower than the maximum residue limits (MRL) established in the US, Japan and South Korea (0.6, 0.2 and 0.05 mg/kg, respectively). The results of chronic dietary risk assessment showed that the estimated daily intake of hexazinone for general populations was 0.002 2 mg. The dietary risk quotient (RQ) was only 0.084%, indicating a low risk of dietary hexazinone intake. Therefore, it is recommended that 75% hexazinone water dispersible granules (WG) be applied in a single dose up to 1 800 g/hm2 to blueberry orchards; the pre-harvest interval (PHI) be 90 days

A novel high-conversion-ratio bidirectional three-phase DC–DC converter

A novel high-conversion-ratio bidirectional three-phase DC–DC converter is proposed in this paper, which features not only low switch voltage and current stresses, but also automatic voltage balancing and current sharing ability without adding extra circuit or control method. Both total current ripple of the inductors and total voltage ripple of the capacitors are reduced by using interleaving technology. The proposed converter is suitable for fields of renewable energy, electric vehicles, energy storage systems and so on. The proposed topology can achieve three times the conversion ratio of the traditional three-phase DC–DC converter by only adding two capacitors. High voltage conversion ratio can be achieved with a moderate duty cycle which can avoid the extreme working condition existed in the traditional boost converter. Control method, operating principle, voltage conversion ratio, characteristics of automatic voltage balancing and current sharing, voltage and current stresses current and voltage ripples are analyzed in more detail. Finally, feasibility and superiority of the proposed converter are verified by software simulation and prototype experiment

Pulse frequency modulation and unilateral dual-phase-shift hybrid control strategy for bidirectional full-bridge LLC resonant converter

Bidirectional LLC resonant converter has been popular in applications such as electric vehicle, energy storage system and uninterruptible power supply for its good soft-switching characteristics. A novel control strategy combined pulse frequency modulation (PFM) with unilateral dual-phase-shift (DPS) control is proposed in this work. By controlling the switches in the converter, the forward buck mode operation can be realised under PFM control, as well as the backward boost mode operation can be realised under unilateral DPS control; therefore, the bidirectional power flow and zero-voltage-switching of all switches can be realised; thus, the efficiency of the converter is improved. The detailed operation principle, control strategies, voltage gain expression, soft-switching characteristics and design of parameters are analysed. The feasibility of PFM-DPS control is finally verified by PSIM simulation and prototype experimental results

Development of Inplantable Surface Acoustic Wave Sensor for High Voltage Cable Core Temperature Monitoring in Intermediate Joint

In this paper, a kind of implantble passive wireless surface acoustic wave (SAW) sensor and its reader are developed to measure the operation temperature of high voltage crossed-linked cable core. A small type SAW temperature sensor is embedded into cable intermediate joint. A radio frequecny transceiver of the reader based on discrete devices is optimally designed to achieve high signal-to-noise ratio and receiving sensitivity. The characteristic of resonant frequency and temperature of SAW sensor is determined by frequency scan method. Through AC withstand voltage and temperature rise test of 110kV cable, it proves that the prototype can accurately measure the operation temperature of 110kV cable core in intermediate joint under high operation temperature and strong electromagnetic environment