24 research outputs found

    Inverting multivariate analytic characteristic functions with financial applications

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    This dissertation is devoted to multivariate analytic characteristic functions inversion and applications in option pricing, option sensitivities estimation, and some electronic engineering problems. We will show that under certain analytic conditions for characteristic functions, the underlying pdfs and cdfs have exponential tails. The inversion from multivariate characteristic functions to the corresponding pdfs and cdfs can be approximated by the trapezoidal rule conveniently with great accuracy. Monte Carlo methods can be applied for option sensitivity analysis. Under multi-dimensional models, acceptance-rejection method is desirable. Simulating from a distribution without explicit pdf or CDF is then transformed to sampling from an easy-to-simulate distribution. Detailed algorithms are provided and comparisons against classical methods in terms of accuracy and efficiency are included.Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2021-05-01The student, Runqi Hu, accepted the attached license on 2019-04-19 at 10:23.The student, Runqi Hu, submitted this Dissertation for approval on 2019-04-19 at 10:32.This Dissertation was approved for publication on 2019-04-19 at 14:25.DSpace SAF Submission Ingestion Package generated from Vireo submission #13740 on 2019-08-22 at 15:07:23Made available in DSpace on 2019-08-23T20:36:02Z (GMT). No. of bitstreams: 2 HU-DISSERTATION-2019.pdf: 1130914 bytes, checksum: 27289498f24e3d4dc439c5d51cea2ed4 (MD5) LICENSE.txt: 4205 bytes, checksum: 15761a9a88eae8f7c749d5a6a15b43e4 (MD5) Previous issue date: 2019-04-19Embargo set by: Seth Robbins for item 112175 Lift date: 2021-08-23T20:36:18Z Reason: Author requested U of Illinois access only (OA after 2yrs) in Vireo ETD systemU of I Only Restriction Lifted for Item 112175 on 2021-08-24T09:15:20Z

    Inverting multivariate analytic characteristic functions with financial applications

    No full text
    This dissertation is devoted to multivariate analytic characteristic functions inversion and applications in option pricing, option sensitivities estimation, and some electronic engineering problems. We will show that under certain analytic conditions for characteristic functions, the underlying pdfs and cdfs have exponential tails. The inversion from multivariate characteristic functions to the corresponding pdfs and cdfs can be approximated by the trapezoidal rule conveniently with great accuracy. Monte Carlo methods can be applied for option sensitivity analysis. Under multi-dimensional models, acceptance-rejection method is desirable. Simulating from a distribution without explicit pdf or CDF is then transformed to sampling from an easy-to-simulate distribution. Detailed algorithms are provided and comparisons against classical methods in terms of accuracy and efficiency are included.U of I OnlyAuthor requested U of Illinois access only (OA after 2yrs) in Vireo ETD syste

    Research trends on alphavirus receptors: a bibliometric analysis

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    BackgroundAlphaviruses are a diverse group of pathogens that have garnered considerable attention due to their impact on human health. By investigating alphavirus receptors, researchers can elucidate viral entry mechanisms and gain important clues for the prevention and treatment of viral diseases. This study presents an in-depth analysis of the research progress made in the field of alphavirus receptors through bibliometric analysis.MethodsThis study encompasses various aspects, including historical development, annual publication trends, author and cited-author analysis, institutional affiliations, global distribution of research contributions, reference analysis with strongest citation bursts, keyword analysis, and a detailed exploration of recent discoveries in alphavirus receptor research.ResultsThe results of this bibliometric analysis highlight key milestones in alphavirus receptor research, demonstrating the progression of knowledge in this field over time. Additionally, the analysis reveals current research hotspots and identifies emerging frontiers, which can guide future investigations and inspire novel therapeutic strategies.ConclusionThis study provides an overview of the state of the art in alphavirus receptor research, consolidating the existing knowledge and paving the way for further advancements. By shedding light on the significant developments and emerging areas of interest, this study serves as a valuable resource for researchers, clinicians, and policymakers engaged in combating alphavirus infections and improving public health

    Impact of Changing Trends in Medical Therapy on Transurethral Resection of the Prostate: Two Decades of Change in China

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    OBJECTIVE To retrospectively assess that over the 2 decades, whether medical therapy has changed indications, patient characteristics, and outcomes in men undergoing transurethral resection of the prostate (1992-2013). METHODS At our institution, medical history of all patients undergoing surgery before 1998, between 2001 and 2003, and between 2011 and 2013 was reviewed. Patient demographics, preoperative clinical profile, clinical management, and operative complications were assessed. RESULTS A total of 1157 patients were enrolled in the study. Mean ages of patients increased from 67.0 to 70.4 years old over the past 2 decades. Furthermore, comorbidities increased significantly as well. Although prostate size and weight of resected tissue increased from 57.3 to 92.3 g and from 24.3 to 36.6 g, the surgical time decreased from 78.21 to 72.29 minutes. From 2011 to 2013, patients undergoing surgery had their catheters remove earlier (from 5.7 to 4.5 days), whose postoperative days in hospital were shorter (from 9.3 to 4.4 days). Although operative complications decreased from 12.3% to 5.7%, especially bleeding, re-operation due to bleeding increased from 0.4% to 2.7%. Moreover, no statistical difference was observed in operative complications between patients with medical therapy and those without medical therapy. CONCLUSION The increasing application of medical therapy resulted in surgical interventions delay. The prostate size was significantly greater, as was the weight of resected tissue. Although patients with medication were older with more comorbidities and larger prostates, surgical technique advancements have benefited them and transurethral resection of the prostate is still considered as a safe and recommendable surgical treatment. (C) 2016 Elsevier Inc.SCI(E)[email protected]

    Correlation of ASA Grade and the Charlson Comorbidity Index With Complications in Patients After Transurethral Resection of Prostate

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    OBJECTIVE To re-assess the Charlson Comorbidity Index (CCI) and the American Society of Anesthesiologists Physical Status Classification System (ASA grade) as predictive factors of complications after transurethral resection of prostate. METHODS This study retrospectively included and analyzed consecutive patients undergoing transurethral resection of the prostate at Peking University First Hospital between 1992 and 2013. A multi-variate analysis was conducted to evaluate the connection of the ASA and CCI grades with the incidence of complications. RESULTS This paper studied 2326 cases in total. The CCI and ASA grades were significantly correlated, with a Spearman rho of 0.245 (P <.001). No considerable differences among the patient cohorts with different CCI or ASA grades were observed in terms of day of catheter removal, surgical time, and prostate size. In addition, no considerable differences were observed in the different modified Clavien classification system scores of complications among patient cohorts with different grades of CCI. CONCLUSION The majority of complications (86.9%) were of grades I, II, and III, whereas grade IV was less frequent (12.1%), and, after transurethral resection of the prostate, grade V was rare (1%). Males with an ASA grade >= 3 and higher CCI scores were more likely to demonstrate a higher incidence of morbidity than males with a lower grade. However, ASA grades and CCI scores were not independent predictors of complications because of the experience of the surgeon and progress in perioperative management and operative techniques. Therefore, for patients with more comorbidities and higher CCI scores or ASA grades, active surgical intervention is still suggested. (C) 2016 Elsevier Inc.SCI(E)[email protected]

    P4Q: Learning to Prompt for Quantization in Visual-language Models

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    Large-scale pre-trained Vision-Language Models (VLMs) have gained prominence in various visual and multimodal tasks, yet the deployment of VLMs on downstream application platforms remains challenging due to their prohibitive requirements of training samples and computing resources. Fine-tuning and quantization of VLMs can substantially reduce the sample and computation costs, which are in urgent need. There are two prevailing paradigms in quantization, Quantization-Aware Training (QAT) can effectively quantize large-scale VLMs but incur a huge training cost, while low-bit Post-Training Quantization (PTQ) suffers from a notable performance drop. We propose a method that balances fine-tuning and quantization named ``Prompt for Quantization\u27\u27 (P4Q), in which we design a lightweight architecture to leverage contrastive loss supervision to enhance the recognition performance of a PTQ model. Our method can effectively reduce the gap between image features and text features caused by low-bit quantization, based on learnable prompts to reorganize textual representations and a low-bit adapter to realign the distributions of image and text features. We also introduce a distillation loss based on cosine similarity predictions to distill the quantized model using a full-precision teacher. Extensive experimental results demonstrate that our P4Q method outperforms prior arts, even achieving comparable results to its full-precision counterparts. For instance, our 8-bit P4Q can theoretically compress the CLIP-ViT/B-32 by 4 ×\times while achieving 66.94\% Top-1 accuracy, outperforming the learnable prompt fine-tuned full-precision model by 2.24\% with negligible additional parameters on the ImageNet dataset

    Semiconductor heterojunctions for photocatalytic hydrogen production and Cr(VI) Reduction: A review

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    The efficiency of photocatalysis is mainly determined by effective separation of photogenerated electron and hole. Heterojunction-based photocatalysts allow spatial separation of photogenerated charge carriers at the interface between a semiconductor and a co-catalyst or a secondary semiconductor, leading to effective utilization of those photogenerated charge carriers. The construction of heterojunction-based photocatalysts has been widely recognized and developed in past decades, and the related studies on heterojunction-based photocatalysts for hydrogen production and Cr(VI) reduction have been discussed but rarely reviewed comprehensively and systematically from published literature in the past. The current critical review aims to summarize and draw a whole picture of different heterojunctions for enhancing photocatalytic hydrogen production and Cr(VI) reduction. Heterojunction-based photocatalysts with varied junction types are discussed in terms of their energy band positions and photocatalytic hydrogen production and Cr(VI) reduction efficiencies to inspire the future work on the design, construction, and applications of heterojunction-based semiconductor photocatalysts.</p
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