72 research outputs found

    Mean reflected BSDE driven by a marked point process and application in insurance risk management

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    This paper aims to solve a super-hedging problem along with insurance re-payment under running risk management constraints. The initial endowment for the super-heding problem is characterized by a class of mean reflected backward stochastic differential equation driven by a marked point process (MPP) and a Brownian motion. By Lipschitz assumptions on the generators and proper integrability on the terminal value, we give the well-posedness of this kind of BSDEs by combining a representation theorem with the fixed point argument.Comment: arXiv admin note: text overlap with arXiv:2310.1472

    Reflected BSDE driven by a marked point process with a convex/concave generator

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    In this paper, a class of reflected backward stochastic differential equations (RBSDE) driven by a marked point process (MPP) with a convex/concave generator is studied. Based on fixed point argument, θ\theta-method and truncation technique, the well-posedness of this kind of RBSDE with unbounded terminal condition and obstacle is investigated. Besides, we present an application on the pricing of American options via utility maximization, which is solved by constructing an RBSDE with a convex generator.Comment: arXiv admin note: substantial text overlap with arXiv:2310.1472

    Quadratic exponential BSDEs driven by a marked point process

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    In this paper, the well-posedness of quadratic exponential backward stochastic differential equations driven by marked point process (MPP) under unbounded terminal condition is studied based on a fixed point argument, θ\theta-method and an approximation procedure. We also prove the solvability of the mean reflected quadratic exponential backward stochastic differential equations driven by marked point process via θ\theta-method

    ChatCAD+: Towards a Universal and Reliable Interactive CAD using LLMs

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    The integration of Computer-Assisted Diagnosis (CAD) with Large Language Models (LLMs) holds great potential in clinical applications, specifically in the roles of digital family doctors and clinic assistants. However, current works in this field are plagued by limitations, specifically a restricted scope of applicable image domains and the provision of unreliable medical advice This restricts their overall processing capabilities. Furthermore, the mismatch in writing style between LLMs and radiologists undermines their practical usefulness. To tackle these challenges, we introduce ChatCAD+, which is designed to be universal and reliable. It is capable of handling medical images from diverse domains and leveraging up-to-date information from reputable medical websites to provide reliable medical advice. Additionally, it incorporates a template retrieval system that improves report generation performance via exemplar reports, enabling seamless integration into existing clinical workflows. The source code is available at https://github.com/zhaozh10/ChatCAD.Comment: Authors Zihao Zhao, Sheng Wang, Jinchen Gu, Yitao Zhu contributed equally to this work and should be considered co-first author

    Microstructure evolution and electrochemical properties of TiO 2 /Ti-35Nb-2Ta-3Zr micro/nano-composites fabricated by friction stir processing

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    Forming stable anti-corrosion surface layer and homogenized microstructure on the surface of material has become a major challenge in developing biomedical β titanium alloy. In the study, TiO 2 /Ti-35Nb-2Ta-3Zr anti-corrosion micro/nano-composites with different amount of TiO 2 particles were successfully fabricated by one-pass friction stir processing (FSP). The composition, microstructure and electrochemical properties of the material are characterized systematically. In particular, compact passive oxide films formed on surface of the material after electrochemical corrosion are elaborated from constituent, thickness and structural characteristics. Furthermore, the relationship between various FSP parameters, microstructure presented and corresponding corrosion resistance has been discussed in detail. The results show that TiO 2 /Ti-35Nb-2Ta-3Zr micro/nano-composite layers possess massive uniform β grains with homogeneous dispersive oxygen on the surface. Nanocrystallines surrounded by amorphous phases and α″ martensite accompanied with dislocations are discovered. TiO 2 /Ti-35Nb-2Ta-3Zr micro/nano-composite layers present outstanding corrosion resistance. More TiO 2 added and higher rotation speed promotes the optimization in corrosion resistance forming more compact passive films. The study displays the potential of a new micro/nano-composite with outstanding surface microstructure and corrosion resistance that serves better as a biomedical implant. © 2019 Elsevier Lt

    Protein functional module identification method combining topological features and gene expression data

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    Article conducting an intensive study on the problems of low recognition efficiency and noise in the overlapping structure of protein functional modules, based on topological characteristics of PPI network. Developing a protein function module recognition method ECTG based on Topological Features and Gene expression data for Protein Complex Identification. The experimental results show that the ECTG algorithm can detect protein functional modules better
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