Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction

In this paper we develop a novel neural network model for predicting implied volatility surface. Prior financial domain knowledge is taken into account. A new activation function that incorporates volatility smile is proposed, which is used for the hidden nodes that process the underlying asset price. In addition, financial conditions, such as the absence of arbitrage, the boundaries and the asymptotic slope, are embedded into the loss function. This is one of the very first studies which discuss a methodological framework that incorporates prior financial domain knowledge into neural network architecture design and model training. The proposed model outperforms the benchmarked models with the option data on the S&P 500 index over 20 years. More importantly, the domain knowledge is satisfied empirically, showing the model is consistent with the existing financial theories and conditions related to implied volatility surface.Comment: 8 pages, SIGKDD 202

Controlling Capillary-Driven Fluid Transport in Paper-Based Microfluidic Devices Using a Movable Valve

This paper describes a novel, strategy for fabricating the movable valve on paper-based microfluidic devices to manipulate capillary-driven fluids. The movable valve fabrication is first realized using hollow rivets as the-holding center it, control the paper channel in different layer movement that Jesuits in the :channel's connection or disconnection. The relatively simple Valve fabrication procedure is robust, Versatile, and, compatible with microfluidic paper-based analytical devices (mu PADs) with differing levels of complexity. It is remarkable that the movable valve can be convenient and free to control fluid without the timing setting; advantages that make it user-friendly for untrained users to carry out the complex multistep operations. For the, performance of the Movable valve to be-verified, several different designs of mu PADs were tested and obtained with satisfactory results. In addition; in the proof-of-concept enzyme-linked immunosorbent assay experiments, we demonstrate the use of these valves in mu PADs for the successful analysis of samples of carcino-embryonic antigen, showing good sensitivity and reproducibility. We hope this technique will open new avenues for the fabrication of paper-based valves in an easily adoptable and widely available way on mu PADs and provide potential point-of-Care applications in the future.This paper describes a novel, strategy for fabricating the movable valve on paper-based microfluidic devices to manipulate capillary-driven fluids. The movable valve fabrication is first realized using hollow rivets as the-holding center it, control the paper channel in different layer movement that Jesuits in the :channel's connection or disconnection. The relatively simple Valve fabrication procedure is robust, Versatile, and, compatible with microfluidic paper-based analytical devices (mu PADs) with differing levels of complexity. It is remarkable that the movable valve can be convenient and free to control fluid without the timing setting; advantages that make it user-friendly for untrained users to carry out the complex multistep operations. For the, performance of the Movable valve to be-verified, several different designs of mu PADs were tested and obtained with satisfactory results. In addition; in the proof-of-concept enzyme-linked immunosorbent assay experiments, we demonstrate the use of these valves in mu PADs for the successful analysis of samples of carcino-embryonic antigen, showing good sensitivity and reproducibility. We hope this technique will open new avenues for the fabrication of paper-based valves in an easily adoptable and widely available way on mu PADs and provide potential point-of-Care applications in the future

Scientometrics as a Powerful Tool in Integrating Isolated Medical Specialties: A Case Study of the Rediscovery of the Luigi Cornaro Diet

Modern medicine is divided into different specialties. While well-trained experts can serve the patients better, each medical specialty is isolated to itself. For example, it is a norm for gastroenterology that fasting can lead to gastrointestinal tract (GIT) mucosa atrophy, and make the patient prone to bacterial translocation and sepsis. Yet, physiologists still think that fasting might be a feasible solution for obesity and related illnesses, as it can trigger autophagy which has multiple physiological functions benefiting the body. In this chapter, using the rediscovery of the Luigi Cornaro diet as an example, we demonstrate that scientometrics methods can be a powerful tool to integrate the isolated medical specialties. The Luigi Cornaro diet is able to maintain the homeostasis of GIT mucosa while keeping a serum starvation to fit for a rare physiological condition of fully developed sustained upregulated autophagy (SUA) in the body. Although fully developed SUA is relatively rare, low-grade upregulated autophagy (UA) is quite common, reflected by the prevalence of obesity in population. UA is the main component of our self-healing capacity, and the connector between infection and obesity. Such discovery of scientometrics could be the next generation medical practice

Optimization and evaluation of multi-bed adsorbent tube method in collection of volatile organic compounds

The feasibility of using adsorbent tubes to collect volatile organic compounds (VOCs) has been demonstrated since the 1990's and standardized as Compendium Method TO-17 by the U.S. Environmental Protection Agency (U.S EPA). This paper investigates sampling and analytical variables on concentrations of 57 ozone (O-3) precursors (C-2-C-12 aliphatic and aromatic VOCs) specified for the Photochemical Assessment Monitoring Station (PAMS). Laboratory and field tests examined multi-bed adsorbent tubes containing a sorbate combination of Tenax TA, Carbograph 1 TD, and Carboxen 1003. Analyte stabilities were influenced by both collection tube temperature and ambient O-3 concentrations. Analytes degraded during storage, while blank levels were elevated by passive adsorption. Adsorbent tube storage under cold temperatures (- 10 degrees C) in a preservation container filled with solid silica gel and anhydrous calcium sulfate (CaSO4) ensured sample integrity. A high efficiency (> 99%) O-3 scrubber (i.e., copper coil tube filled with saturated potassium iodide [KM removed O-3 (i.e., < 200 ppbv) from the air stream with a sampling capacity of 30 h. Water vapor scrubbers interfered with VOC measurements. The optimal thermal desorption-gas chromatography/mass spectrometry (TD-GC/MS) desorption time of 8 min was found at 330 degrees C. Good linearity (R-2 > 0.995) was achieved for individual analyte calibrations (with the exception of acetylene) for mixing ratios of 0.08-1.96 ppbv. The method detection limits (MDLs) were below 0.055 ppbv for a 3 L sample volume. Replicate analyses showed relative standard deviations (RSDs) of < 10%, with the majority of the analytes within < 5%

Structural evolution and mechanism of multi-phase rift basins: A case study of the Panyu 4 Sag in the Zhu Ⅰ Depression, Pearl River Mouth Basin, South China Sea

The study of changes in normal fault systems during different rift stages is important to understand the genesis and evolution of multi-phase rift basins, such as the Panyu 4 Sag in the Zhu Ⅰ Depression. Using 2D and 3D seismic data and analogue modelling, the Zhu Ⅰ Depression was characterized as a series of half-grabens bounded by NE-NEE-trending normal faults, it was found to have undergone two phases of the extension during the Paleogene. The Zhu Ⅰ Depression exhibited four fault sets with different strikes, including NNE, NE-NEE, EW, and NWW. The main controlling faults were NE-trending and EW-trending with high activity rates during Rift Phase 1 and Rift Phase 2, respectively. The average azimuths of the dominant strikes for type Ⅰa, type Ⅰb, and type Ⅱ faults were 75°, 85°, and 90°, which revealed that the minimum principal stress (σ3) directions during the rift phases 1 and 2 of the Zhu Ⅰ Depression were SSE (∼165°) and near-EW (∼180°), respectively. Two phases of structural-sedimentary evolution, with different directions and analogue modelling results, illustrated that the Panyu 4 Sag was formed as a superimposed basin under multi-phase anisotropic extension. The structural evolution of the Panyu 4 Sag since the Paleogene was mainly controlled by the combined effects of the Pacific, Eurasian, and Indian plates. Since the orientation of subduction of the Pacific plate changed from NNW to NWW, the stress field shifted from NW-SE-trending tension to S-N-trending tension, causing the superimposition of late near-E-W-oriented structural pattern on the early NE-oriented structural pattern

Rational design of photoelectrodes for photoelectrochemical water splitting and CO2 reduction

Solar energy has promising potential for building sustainable society. Conversion of solar energy into solar fuels plays a crucial role in overcoming the intermittent nature of the renewable energy source. A photoelectrochemical (PEC) cell that employs semiconductor as photoelectrode to split water into hydrogen or fixing carbon dioxide (CO2) into hydrocarbon fuels provides great potential to achieve zero-carbon-emission society. A proper design of these semiconductor photoelectrodes thus directly influences the performance of the PEC cell. In this review, we investigate the strategies that have been put towards the design of efficient photoelectrodes for PEC water splitting and CO2 reduction in recent years and provide some future design directions toward next-generation PEC cells for water splitting and CO2 reduction

Semi-supervised Road Updating Network (SRUNet): A Deep Learning Method for Road Updating from Remote Sensing Imagery and Historical Vector Maps

A road is the skeleton of a city and is a fundamental and important geographical component. Currently, many countries have built geo-information databases and gathered large amounts of geographic data. However, with the extensive construction of infrastructure and rapid expansion of cities, automatic updating of road data is imperative to maintain the high quality of current basic geographic information. However, obtaining bi-phase images for the same area is difficult, and complex post-processing methods are required to update the existing databases.To solve these problems, we proposed a road detection method based on semi-supervised learning (SRUNet) specifically for road-updating applications; in this approach, historical road information was fused with the latest images to directly obtain the latest state of the road.Considering that the texture of a road is complex, a multi-branch network, named the Map Encoding Branch (MEB) was proposed for representation learning, where the Boundary Enhancement Module (BEM) was used to improve the accuracy of boundary prediction, and the Residual Refinement Module (RRM) was used to optimize the prediction results. Further, to fully utilize the limited amount of label information and to enhance the prediction accuracy on unlabeled images, we utilized the mean teacher framework as the basic semi-supervised learning framework and introduced Regional Contrast (ReCo) in our work to improve the model capacity for distinguishing between the characteristics of roads and background elements.We applied our method to two datasets. Our model can effectively improve the performance of a model with fewer labels. Overall, the proposed SRUNet can provide stable, up-to-date, and reliable prediction results for a wide range of road renewal tasks.Comment: 22 pages, 8 figure

Criteria and favorable distribution area prediction of Paleogene effective sandstone reservoirs in the Lufeng Sag, Pearl River Mouth Basin

As the focus of conventional oil and gas exploration is changing from shallow to deep layers, the identification of deep effective reservoirs is crucial to exploration and development. In this paper, based on the geological anatomy of oil and gas reservoirs, a new discriminatory criterion and evaluation method for effective reservoirs is proposed in combination with the analysis of reservoir formation dynamics mechanism. The results show that the hydrocarbon properties of the reservoir vary with the ratio of the capillary force between the sandstone reservoir and its surrounding rock. The effective reservoir is discriminated and the reservoir quality is evaluated based on the capillary force and depth of the surrounding media and the sandstone reservoir for adjacent plates. When the capillary force ratio is greater than 0.6, fewer effective reservoirs are developed. The effective reservoir is determined by the capillary force ratio of the sandstone reservoir and the surrounding rock medium to mechanically explain the geological phenomenon that low-porosity reservoirs can also accumulate hydrocarbons. Our findings have significant guiding value for Paleogene oil and gas exploration in the Zhu I depression of Pearl River Mouth Basin.Cited as: Yu, S., Wang, C., Chen, D., Guo, B., Cai, Z., Xu, Z. Criteria and favorable distribution area prediction of Paleogene effective sandstone reservoirs in the Lufeng Sag, Pearl River Mouth Basin. Advances in Geo-Energy Research, 2022, 6(5): 388-401. https://doi.org/10.46690/ager.2022.05.0

A mica/nepheline glass-ceramic prepared by melting and powder metallurgy at low temperatures

Mica glass-ceramics usually have high melting temperatures. In this work, mica glass-ceramics were prepared by the combination of melting and powder metallurgy at low temperatures. Firstly, a SiO2-CaO-B2O3-MgO-Na2O-ZnO glass powder with a melting temperature as low as 1000 °C was prepared. Subsequently, the glass powder mixed with different contents of fluorphlogopite was remelted at 1300 °C to synthesize the ultimate glass frit. After disintegration, the mica glass-ceramic powder can be sintered at low temperatures of 800–950 °C, and a relative density as high as 90% can be obtained. The phase constitutions and microstructures of the bulk glass-ceramics were characterized by X-ray diffraction and scanning electron microscopy. The results illustrated that the glass-ceramics were mainly made up of flake-like fluormica and columnar nepheline, accompanied by augite, forsterite and some other minor phases. The transverse rupture strength and the hardness of mica glass-ceramics were both low at 800 °C for the high porosity, and decreased with the increase of mica phase at 850 °C. Nevertheless, the highest strength of the glass-ceramic with 30% mica reached 97.42 ± 10.2 MPa, which can be potentially applied for engineering applications

Quantitative prediction of palaeo-uplift reservoir control and favorable reservoir formation zones in Lufeng Depression

In this paper, taking the Lufeng Depression as the study object, the distribution characteristics and reservoir-controlling conditions of palaeo-uplift are analyzed from both qualitative and quantitative perspectives. The distribution characteristics of the three-level palaeo-uplift structural pattern are elucidated, which show that the palaeo-uplifts went through three structural evolutionary stages: Eocene, Early-Middle Miocene, and Late Miocene, with long-term inherited development characteristics. Palaeo-uplift controls the distribution of hydrocarbon planes, the direction of dominant hydrocarbon transport, the development of various traps, and the types of hydrocarbon reservoirs. Applying the principle and method of “multi-element matching reservoir formation model”, the corresponding geological and mathematical models are established, which indicate that 86.29% of the number of reservoirs are distributed on the top and slope of the palaeo-uplift, and the reserves and number decrease with the distance to the top of the palaeo-uplift. Based on the palaeo-uplift control model, four high-probability areas for palaeo-uplift control in the Wenchang and Enping Fms are predicted, which are mainly located in the Lufeng middle-low uplift, the Dongsha uplift, and uplifts within the depression.Cited as: Guo, B., Yu, F., Wang, Y., Li, H., Li, H., Wu, Z. Quantitative prediction of palaeo-uplift reservoir control and favorable reservoir formation zones in Lufeng Depression. Advances in Geo-Energy Research, 2022, 6(5): 426-437. https://doi.org/10.46690/ager.2022.05.0