Parameter estimation and model testing for Markov processes via conditional characteristic functions

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for L\'{e}vy-driven processes. We propose an empirical likelihood approach, for both parameter estimation and model specification testing, based on the conditional characteristic function for processes with either continuous or discontinuous sample paths. Theoretical properties of the empirical likelihood estimator for parameters and a smoothed empirical likelihood ratio test for a parametric specification of the process are provided. Simulations and empirical case studies are carried out to confirm the effectiveness of the proposed estimator and test.Comment: Published in at http://dx.doi.org/10.3150/11-BEJ400 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

Solving job shop scheduling problem using genetic algorithm with penalty function

This paper presents a genetic algorithm with a penalty function for the job shop scheduling problem. In the context of proposed algorithm, a clonal selection based hyper mutation and a life span extended strategy is designed. During the search process, an adaptive penalty function is designed so that the algorithm can search in both feasible and infeasible regions of the solution space. Simulated experiments were conducted on 23 benchmark instances taken from the OR-library. The results show the effectiveness of the proposed algorithm

Simulation and detection of Dirac fermions with cold atoms in an optical lattice

We propose an experimental scheme to simulate and observe relativistic Dirac fermions with cold atoms in a hexagonal optical lattice. By controlling the lattice anisotropy, one can realize both massive and massless Dirac fermions and observe the phase transition between them. Through explicit calculations, we show that both the Bragg spectroscopy and the atomic density profile in a trap can be used to demonstrate the Dirac fermions and the associated phase transition.Comment: 4 pages; Published versio

A single intrinsic Josephson junction with double-sided fabrication technique

We make stacks of intrinsic Josephson junctions (IJJs) imbedded in the bulk of very thin ($d\leq 100$~nm) $\mathrm{Bi_2Sr_2CaCu_2O_{8+x}}$ single crystals. By precisely controlling the etching depth during the double-sided fabrication process, the stacks can be reproducibly tailor-made to be of any microscopic height ($0-9 \mathrm{nm} <d$), i.e. enclosing a specified number of IJJ (0-6), including the important case of a single junction. We discuss reproducible gap-like features in the current-voltage characteristics of the samples at high bias.Comment: 3 pages, 4 figures, to be published in APL May. 2

Aberrant posterior cingulate connectivity classify first-episode schizophrenia from controls: A machine learning study

Background Posterior cingulate cortex (PCC) is a key aspect of the default mode network (DMN). Aberrant PCC functional connectivity (FC) is implicated in schizophrenia, but the potential for PCC related changes as biological classifier of schizophrenia has not yet been evaluated. Methods We conducted a data-driven approach using resting-state functional MRI data to explore differences in PCC-based region- and voxel-wise FC patterns, to distinguish between patients with first-episode schizophrenia (FES) and demographically matched healthy controls (HC). Discriminative PCC FCs were selected via false discovery rate estimation. A gradient boosting classifier was trained and validated based on 100 FES vs. 93 HC. Subsequently, classification models were tested in an independent dataset of 87 FES patients and 80 HC using resting-state data acquired on a different MRI scanner. Results Patients with FES had reduced connectivity between PCC and frontal areas, left parahippocampal regions, left anterior cingulate cortex, and right inferior parietal lobule, but hyperconnectivity with left lateral temporal regions. Predictive voxel-wise clusters were similar to region-wise selected brain areas functionally connected with PCC in relation to discriminating FES from HC subject categories. Region-wise analysis of FCs yielded a relatively high predictive level for schizophrenia, with an average accuracy of 72.28% in the independent samples, while selected voxel-wise connectivity yielded an accuracy of 68.72%. Conclusion FES exhibited a pattern of both increased and decreased PCC-based connectivity, but was related to predominant hypoconnectivity between PCC and brain areas associated with DMN, that may be a useful differential feature revealing underpinnings of neuropathophysiology for schizophrenia

Potential benefits of limiting global warming for the mitigation of temperature extremes in China

In this study, we attempt to quantify the potential impacts of two global warming levels (i.e., 1.5 °C and 2.0 °C) on extreme temperature indices across China. The CMIP6 dataset is first evaluated against the CN05.1 observation for the historical period of 1995–2014. Then, future spatiotemporal patterns of changes in extreme temperature at two global warming levels under two shared socio-economic pathway scenarios (SSP245 and SSP585) are further analyzed. Overall, China will experience more frequent and intense high temperature events, such as summer days (SU), tropical nights (TR), warm days (TX90p) and nights (TN90p). On the other hand, under the SSP585, the number of icing days and frost days is projected to decrease at two global warming levels, with the maximal days of decrease (exceeding 20 days) seen in the west of China. Our results suggest that limiting global warming to 1.5 °C rather than 2.0 °C is beneficial to reduce extreme temperature risks. As temperature increases to 1.5 °C and then 2.0 °C above preindustrial levels, the most extreme temperature indices are expected to increase proportionately more during the final 0.5° than during the first 1.5° across most regions of China. For some warm indices, such as the warmest day (TXx), summer days (SU), and warm days (TX90p), the largest incremental changes (from 1.5° to 2.0°) tend to be found in the southwest. Under the SSP585, the incremental changes are similar to the change in the SSP245, but smaller magnitude and spatial extent