Asymptotic Theory of General Multivariate GARCH Models

Generalized autoregressive conditional heteroscedasticity (GARCH) models are widely used in financial markets. Parameters of GARCH models are usually estimated by the quasi-maximum likelihood estimator (QMLE). In recent years, economic theory often implies equilibrium between the levels of time series, which makes the application of multivariate models a necessity. Unfortunately the asymptotic theory of the multivariate GARCH models is far from coherent since many algorithms on the univariate case do not extend to multivariate models naturally. This thesis studies the asymptotic theory of the QMLE under mild conditions. We give some counterexamples for the parameter identifiability result in Jeantheau [1998] and provide a better necessary and sufficient condition. We prove the ergodicity of the conditional variance process on an application of theorems by Meyn and Tweedie [2009]. Under those conditions, the consistency and asymptotic normality of the QMLE can be proved by the standard compactness argument and Taylor expansion of the score function. We also give numeric example on verifying the assumptions and the scaling issue when estimating GARCH parameters in S+ FinMetrics

Molecular Phylogeny and Taxonomy of Lepidoptera with Special Reference to Influence of Wolbachia Infection in the Genus Polytremis

This chapter provides a case of genus Polytremis Mabille, 1904 (Lepidoptera: Hesperiidae), to explain the molecular phylogeny and taxonomy of Lepidoptera and the influence of Wolbachia infection. Earlier studies of Lepidoptera were focused mainly on the morphological classification, population distribution, and identification of new species. As the supplementary to morphological research, analysis of DNA has been widely used in the phylogenetic studies of Lepidoptera. The study provides a conservative estimate that the Wolbachia infection rate in Polytremis nascens Leech (1893) is 31%, and no significant difference in the prevalence is found between the sexes. The Wolbachia infection mainly prevails in populations of P. nascens in southern China, which influence the diversity of mtDNA in P. nascens by a Wolbachia-induced sweep. The Wolbachia infection rate in Polytremis fukia Evans (1940) is 47% and shows a weak association existed between mitochondrial DNA haplotypes and wFuk1 infection status

Thermal damage assessment of metallic plates using a nonlinear electromagnetic acoustic resonance technique

Abstract(#br)Low efficiency of energy transition is generally considered to be the only weakness of electromagnetic ultrasonic transducers (EMATs). Electromagnetic acoustic resonance (EMAR) technique has been successfully used to overcome this disadvantage with a combination of the EMATs with the ultrasonic resonant method. In this paper, a nonlinear EMAR technique has been proposed to evaluate the thermal damage of metallic materials, which combines the feature of EMAR with the merit of higher harmonic generation that provides an effective indicator to material damage. The use of contactless EMATs can isolate the material nonlinearity and maintain the coupling condition consistently on measurements of higher harmonics generated. EMAR provides high enough signal magnitude for higher harmonic generated. An experimental scheme is proposed and applied to assess the thermal damage in aluminum and nickel plates. In addition, conventional EMAR techniques based on the measure of shear wave velocity and attenuation within a certain frequency range, are also carried out for the specimens. The experimental results show a monotonic relationship between the normalized amplitude of higher harmonic generated and the artificial thermal loading time, while no stable trends are observed by conventional linear EMAR approaches. The results in this paper indicate that nonlinear EMAR technique proposed can be used to assess the thermal damage in both nonferromagnetic and ferromagnetic materials, with improved reliability and sensitivity over linear one

BCS-BEC crossover of ultracold ions driven by density-dependent short-range interactions in a quantum plasma

We study theoretically a novel Bardeen-Cooper-Schrieffer (BCS) to Bose-Einstein condensate (BEC) crossover of two-specie ions in a three-dimensional quantum plasma at zero temperature. Central to this crossover is an effective short-ranged, attractive interaction potential between the ions shielded by the surrounding degenerate electrons. The interaction range and magnitude can be tuned non-monotonically by varying the carrier density of the quantum plasma. Low-energy collisions between two ions are characterized by the s-wave scattering length when the interaction range and the inter-ion spacing are comparable. We show that the s-wave scattering length can be changed from −∞ to ∞, leading to a BCS-BEC crossover driven purely by the plasma density. Through numerical and analytical calculations, we find that the quantum acoustic waves in the plasma exhibit distinct dispersion relations in the different regimes, providing a route to probe the crossover. Our study shows that the quantum plasma may offer a new platform to quantum simulate the BEC-BCS crossover and exotic phases with added tunability that might be difficult to achieve in conventional solid-state systems and ultracold atom gases

Study on Differences in the Pathology, T Cell Subsets and Gene Expression in Susceptible and Non-Susceptible Hosts Infected with Schistosoma japonicum

More than 40 kinds of mammals in China are known to be naturally infected with Schistosoma japonicum (S. japonicum); Microtus fortis (M. fortis), a species of vole, is the only mammal in which the schistosomes cannot mature or cause significant pathogenic changes. In the current study, we compared the differences in pathology by Hematoxylin-eosin staining and in changes in the T cell subsets with flow cytometry as well as gene expression using genome oligonucleotide microarrays in the lung and liver, before challenge and 10 days post-infection with schistosomes in a S. japonicum-susceptible mouse model of infection, a non-susceptible rat model and the non-permissive host, M. fortis. The results demonstrated that S. japonicum promoted a more intensive immune response and more pathological lesions in M. fortis and rats than in mice. Hematoxylin-eosin staining revealed that the immune effector cells involved were mainly eosinophilic granulocytes supplemented with heterophilic granulocytes and macrophages. The analysis of splenic T cell subsets showed that CD4+ T cell subsets and the CD4+/CD8+ ratio were increased, while the CD8+ T cell subsets decreased remarkably in rats; whereas the CD8+ T cell subsets were increased, but the CD4+/CD8+ ratio was decreased significantly in mice. The analysis of the pattern of gene expression suggested that some immune-associated genes and apoptosis-inducing genes up-regulated, while some development-associated genes were down-regulated in the infected M. fortis compared to the uninfected controls; the three different hosts have different response mechanisms to schistosome infection. The results of this study will be helpful for identifying the key molecules in the immune response to S. japonicum in M. fortis and for understanding more about the underlying mechanism of the response, as well as for elucidating the interaction between S. japonicum and its hosts

LogPrompt: Prompt Engineering Towards Zero-Shot and Interpretable Log Analysis

Automated log analysis is crucial in modern software-intensive systems for ensuring reliability and resilience throughout software maintenance and engineering life cycles. Existing methods perform tasks such as log parsing and log anomaly detection by providing a single prediction value without interpretation. However, given the increasing volume of system events, the limited interpretability of analysis results hinders analysts' trust and their ability to take appropriate actions. Moreover, these methods require substantial in-domain training data, and their performance declines sharply (by up to 62.5%) in online scenarios involving unseen logs from new domains, a common occurrence due to rapid software updates. In this paper, we propose LogPrompt, a novel zero-shot and interpretable log analysis approach. LogPrompt employs large language models (LLMs) to perform zero-shot log analysis tasks via a suite of advanced prompt strategies tailored for log tasks, which enhances LLMs' performance by up to 107.5% compared with simple prompts. Experiments on nine publicly available evaluation datasets across two tasks demonstrate that LogPrompt, despite using no training data, outperforms existing approaches trained on thousands of logs by up to around 50%. We also conduct a human evaluation of LogPrompt's interpretability, with six practitioners possessing over 10 years of experience, who highly rated the generated content in terms of usefulness and readability (averagely 4.42/5). LogPrompt also exhibits remarkable compatibility with open-source and smaller-scale LLMs, making it flexible for practical deployment

A Review of Design Considerations of Centrifugal Pump Capability for Handling Inlet Gas-Liquid Two-Phase Flows

Most of the pumps working under two phase flows conditions are used in petroleum industry applications, like electrical submersible pumps (ESP) for hydrocarbon fluids, in chemistry, nuclear industries and in agriculture for irrigation purposes as well. Two-phase flows always deteriorate overall pump performances compared with single flow conditions. Several papers have been published aiming to understand flow physics and to model all the main mechanisms that govern gas pocket formation and surging phenomena. These mechanisms depend on the pump type, the impeller geometry, the rotational speed, design and off-design liquid flow rate conditions, the volumetric gas fraction, the fluid properties and the inlet pressure. In the present paper, a review on two phase performances from various centrifugal pumps designs is presented, mainly based on experimental results. The main focus is devoted to detect the significant geometrical parameters that: (1) Modify the pump head degradation level under bubbly flow regime assumption; (2) Allow single stage centrifugal pumps keep working under two-phase flow conditions with high inlet void fraction values before pump shut down, whatever the pump performance degradations and liquid production rates should be. Because most of the published experimental studies are performed on dedicated laboratory centrifugal pump models, most of the present review is based on air-water mixtures as the working fluid with inlet pressures close to atmospheric conditions. The following review supposes that gas phase is considered as a non-condensable perfect gas, while the liquid phase is incompressible. Both phases are isolated from external conditions: neither mass nor heat transfer take place between the phases