Risk Measures and Their Applications in the Stock Market

We present an overview of various risk measures proposed in literature. Using parametric and non-parametric estimations based on data from Yahoo Finance, we conduct an empirical study comparing the uses of different measurements of risks associated with stock returns across various sectors

Improved Consensus ADMM for Cooperative Motion Planning of Large-Scale Connected Autonomous Vehicles with Limited Communication

This paper investigates a cooperative motion planning problem for large-scale connected autonomous vehicles (CAVs) under limited communications, which addresses the challenges of high communication and computing resource requirements. Our proposed methodology incorporates a parallel optimization algorithm with improved consensus ADMM considering a more realistic locally connected topology network, and time complexity of O(N) is achieved by exploiting the sparsity in the dual update process. To further enhance the computational efficiency, we employ a lightweight evolution strategy for the dynamic connectivity graph of CAVs, and each sub-problem split from the consensus ADMM only requires managing a small group of CAVs. The proposed method implemented with the receding horizon scheme is validated thoroughly, and comparisons with existing numerical solvers and approaches demonstrate the efficiency of our proposed algorithm. Also, simulations on large-scale cooperative driving tasks involving 80 vehicles are performed in the high-fidelity CARLA simulator, which highlights the remarkable computational efficiency, scalability, and effectiveness of our proposed development. Demonstration videos are available at https://henryhcliu.github.io/icadmm_cmp_carla.Comment: 15 pages, 10 figure

Business Process Decomposition based on Service Relevance Mining

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FS-BAND: A Frequency-Sensitive Banding Detector

Banding artifact, as known as staircase-like contour, is a common quality annoyance that happens in compression, transmission, etc. scenarios, which largely affects the user's quality of experience (QoE). The banding distortion typically appears as relatively small pixel-wise variations in smooth backgrounds, which is difficult to analyze in the spatial domain but easily reflected in the frequency domain. In this paper, we thereby study the banding artifact from the frequency aspect and propose a no-reference banding detection model to capture and evaluate banding artifacts, called the Frequency-Sensitive BANding Detector (FS-BAND). The proposed detector is able to generate a pixel-wise banding map with a perception correlated quality score. Experimental results show that the proposed FS-BAND method outperforms state-of-the-art image quality assessment (IQA) approaches with higher accuracy in banding classification task.Comment: arXiv admin note: substantial text overlap with arXiv:2311.1775

BAND-2k: Banding Artifact Noticeable Database for Banding Detection and Quality Assessment

Banding, also known as staircase-like contours, frequently occurs in flat areas of images/videos processed by the compression or quantization algorithms. As undesirable artifacts, banding destroys the original image structure, thus degrading users' quality of experience (QoE). In this paper, we systematically investigate the banding image quality assessment (IQA) problem, aiming to detect the image banding artifacts and evaluate their perceptual visual quality. Considering that the existing image banding databases only contain limited content sources and banding generation methods, and lack perceptual quality labels (i.e. mean opinion scores), we first build the largest banding IQA database so far, named Banding Artifact Noticeable Database (BAND-2k), which consists of 2,000 banding images generated by 15 compression and quantization schemes. A total of 23 workers participated in the subjective IQA experiment, yielding over 214,000 patch-level banding class labels and 44,371 reliable image-level quality ratings. Subsequently, we develop an effective no-reference (NR) banding evaluator for banding detection and quality assessment by leveraging frequency characteristics of banding artifacts. A dual convolutional neural network is employed to concurrently learn the feature representation from the high-frequency and low-frequency maps, thereby enhancing the ability to discern banding artifacts. The quality score of a banding image is generated by pooling the banding detection maps masked by the spatial frequency filters. Experiments demonstrate that our banding evaluator achieves a remarkably high accuracy in banding detection and also exhibits high SRCC and PLCC results with the perceptual quality labels. These findings unveil the strong correlations between the intensity of banding artifacts and the perceptual visual quality, thus validating the necessity of banding quality assessment

Association of lipoprotein lipase (LPL) gene variants with hyperlipidemic acute pancreatitis in southeastern Chinese population

ABSTRACT Objective: The study aims to explore the relationship between lipoprotein lipase (LPL) variants and hyperlipidemic acute pancreatitis (HLAP) in the southeastern Chinese population. Subjects and methods: In total, 80 participants were involved in this study (54 patients with HLAP and 26 controls). All coding regions and intron-exon boundaries of the LPL gene were sequenced. The correlations between variants and phenotypes were also analysed. Results: The rate of rare LPL variants in the HLAP group is 14.81% (8 of 54), higher than in controls. Among the detected four variants (rs3735959, rs371282890, rs761886494 and rs761265900), the most common variant was rs371282890. Further analysis demonstrated that subjects with rs371282890 "GC" genotype had a 2.843-fold higher risk for HLAP (odds ratio [OR]: 2.843, 95% confidence interval [CI]: 1.119-7.225, p = 0.028) than subjects with the "CC" genotype. After adjusting for sex, the association remained significant (adjusted OR: 3.083, 95% CI: 1.208-7.869, p = 0.018). Subjects with rs371282890 "GC" genotype also exhibited significantly elevated total cholesterol, triglyceride and non-high-density lipoprotein cholesterol levels in all the participants and the HLAP group (p < 0.05). Conclusion: Detecting rare variants in LPL might be valuable for identifying higher-risk patients with HLAP and guiding future individualised therapeutic strategies

Kagome surface states and weak electronic correlation in vanadium-kagome metals

RV6Sn6 (R = Y and lanthanides) with two-dimensional vanadium-kagome surface states is an ideal platform to investigate kagome physics and manipulate the kagome features to realize novel phenomena. Utilizing the micron-scale spatially resolved angle-resolved photoemission spectroscopy and first-principles calculations, we report a systematical study of the electronic structures of RV6Sn6 (R = Gd, Tb, and Lu) on the two cleaved surfaces, i.e., the V- and RSn1-terminated (001) surfaces. The calculated bands without any renormalization match well with the main ARPES dispersive features, indicating the weak electronic correlation in this system. We observe 'W'-like kagome surface states around the Brillouin zone corners showing R-element-dependent intensities, which is probably due to various coupling strengths between V and RSn1 layers. Our finding suggests an avenue for tuning electronic states by interlayer coupling based on two-dimensional kagome lattices

Multimodal multiphoton imaging for label-free monitoring of early gastric cancer

Background Early gastric cancer is associated with a much better prognosis than advanced disease, and strategies to improve prognosis is strictly dependent on earlier detection and accurate diagnosis. Therefore, a label-free, non-invasive imaging technique that allows the precise identification of morphologic changes in early gastric cancer would be of considerable clinical interest. Methods In this study, multiphoton microscopy (MPM) using two-photon excited fluorescence combined with second-harmonic generation was used for the identification of early gastric cancer. Results This microscope was able to directly reveal improved cellular detail and stromal changes during the development of early gastric cancer. Furthermore, two features were quantified from MPM images to assess the cell change in size and stromal collagen change as gastric lesion developed from normal to early cancer. Conclusions These results clearly show that multiphoton microscopy can be used to examine early gastric cancer at the cellular level without the need for exogenous contrast agents. This study would be helpful for early diagnosis and treatment of gastric cancer, and may provide the groundwork for further exploration into the application of multiphoton microscopy in clinical practice.Ope