Electronic Research Archive最新文献

{"title":"Robust portfolio choice with limited attention","authors":"Yue Ma, Zhongfei Li","doi":"10.3934/era.2023186","DOIUrl":"https://doi.org/10.3934/era.2023186","url":null,"abstract":"This paper investigates a robust portfolio selection problem with the agent's limited attention. The agent has access to a risk-free asset and a stock in a financial market. But she does not observe perfectly the expected return rate of the stock so she has to estimate this key parameter before making decisions. Besides the general observable financial information, the agent can also acquire a news signal process whose accuracy depends on the agent's attention. We assume that the agent pays limited attention on the signal and she does not trust her estimation model. So it is necessary to consider model ambiguity in this paper as well. The agent maximizes the expected utility of her terminal wealth under the worst-case scenario. Under this setting, we derive the robust optimal strategy explicitly. In the presence of the attention and ambiguity aversion, the myopic term of the strategy, the hedging term of the strategy and the worst-case scenario are all changed. We find that more attention makes the variance of the estimated return smaller. The numerical examples also show that a more attentive agent has a better estimation of the unobservable parameter and is more confident on her estimation. Consequently, the worst-case scenario deviates less from the reference model, which implies a higher expected return rate under the worst-case scenario, thus invests more in the stock.","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70245697","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Cyclostationary and energy detection spectrum sensing beyond 5G waveforms","authors":"Arun Kumar, J. Venkatesh, Nishant Gaur, M. Alsharif, P. Uthansakul, M. Uthansakul","doi":"10.3934/era.2023172","DOIUrl":"https://doi.org/10.3934/era.2023172","url":null,"abstract":"The cyclostationary spectrum (CS) method is one of the best at what it does because it effectively detects idle spectrum with low signal-to-noise ratios (SNR). In order to distinguish the signal in a noisy environment, gather more data that aids in a better analysis of signals, and use spectral correlation for dependable framework modelling, CS achieves optimal performance characteristics. High intricacy is seen as one of the CS's shortcomings. In this article, we suggest a novel CS algorithm for 5G waveforms. By restricting the computation of cyclostationary characteristics and the signal autocorrelation, the complexity of CS is reduced. To evaluate the performance of 5G waveforms, the Energy Detection (ED) and CS spectrum sensing algorithms based on cognitive radio (CR) are presented. The results of the study show that the suggested CS algorithm did a good job of detection and gained 2 dB compared to the conventional standards.","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70245703","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Fatigue damage calculation of cold recycled asphalt pavement considering measured temperature field and traffic volume distribution","authors":"Zhao Dong, Z. Sai, Jinglin Zhang, Guangji Xu","doi":"10.3934/era.2023189","DOIUrl":"https://doi.org/10.3934/era.2023189","url":null,"abstract":"A finite element simulation method for fatigue damage calculation and life prediction of pavement structures under the influence of temperature and traffic distribution factors was proposed in this study. Relying on the test cold recycled asphalt pavement structure, the existing distress, pavement structure forms, field monitored temperature and strain were first introduced and analyzed. Then, in constructing the numerical model, the viscoelastic constitutive model was introduced to characterize the effect of temperature and loading conditions on the mechanical response of the hot mix asphalt (HMA) layers and the emulsified asphalt cold recycled (EACR) layer. The damage variables are defined by fatigue equations, and the damage accumulation can be determined by Miner's linear fatigue accumulation theory. To reflect the distribution of traffic volume, the total traffic volume of a year was divided into 144 axle load groups according to the monthly and hourly distribution conditions. Accordingly, based on the monthly maximum and minimum temperature, 12 representative days were selected to represent the climate characteristics of 12 months, respectively. Then, each representative day's measured structural temperature data were extracted every 2 hours and linearly interpolated to obtain 144 representative temperature fields corresponding to 144 axle load groups. Through the above method, simulation calculations were performed for cold recycled asphalt pavement structures with different cement-stabilized aggregate (CSA) base stiffnesses. The results show that the fatigue damage accumulation of the EACR layers reaches its highest value in winter and midday hours, owing to the temperature variation and traffic distribution. Due to the weak fatigue resistance of EACR mixtures, it is not recommended to be paved EACR layers directly on top of the CSA base with poor bearing capacity. Otherwise, fatigue cracking is likely to occur first. For this reason, recommendations for ensuring the durability of the cold recycled pavement structure were also proposed in the study.","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70245783","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The exact solutions of the fractional-stochastic Fokas-Lenells equation in optical fiber communication","authors":"S. Albosaily, W. Mohammed, M. El-Morshedy","doi":"10.3934/era.2023180","DOIUrl":"https://doi.org/10.3934/era.2023180","url":null,"abstract":"The fractional-stochastic Fokas-Lenells equation (FSFLE) in the Stratonovich sense is taken into account here. The modified mapping method is used to generate new trigonometric, hyperbolic, elliptic and rational stochastic fractional solutions. Because the Fokas-Lenells equation has many implementations in telecommunication modes, complex system theory, quantum field theory, and quantum mechanics, the obtained solutions can be employed to describe a wide range of exciting physical phenomena. We plot several 2D and 3D diagrams to demonstrate how multiplicative noise and fractional derivatives affect the analytical solutions of the FSFLE. Also, we show how multiplicative noise at zero stabilizes FSFLE solutions.","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70246015","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A hybrid method for the interior inverse scattering problem","authors":"","doi":"10.3934/era.2023168","DOIUrl":"https://doi.org/10.3934/era.2023168","url":null,"abstract":"In this paper, the interior inverse scattering problem of a cavity is considered. By use of a general boundary condition, we can reconstruct the shape of the cavity without a priori information of the boundary condition type. The method of fundamental solutions (MFS) with regularization is formulated for solving the scattered field and its normal derivative on the cavity boundary. Newton's method is employed to reconstruct the cavity boundary by satisfying the general boundary condition. This hybrid method copes with the ill-posedness of the inverse problem in the MFS step and deals with the nonlinearity in the Newton's step. Some computational examples are presented to demonstrate the effectiveness of our method.","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70246055","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Mathematical modeling and simulation analysis of different structured cored wire feeding spheroidization by finite volume method","authors":"Huiming Wang, Yimin Shi, Xingshi He, Wenzhi Zhao","doi":"10.3934/era.2023202","DOIUrl":"https://doi.org/10.3934/era.2023202","url":null,"abstract":"A three-dimensional dynamic heat transfer mathematical model of the process when cored wire feed in molten iron is established based on finite volume method (FVM). The calculation area is meshed with triangles and quadrilaterals to determine nodes and control volumes, and implicit time integration method is used to ensure the stability of calculating process. For exposing the dynamic heat transfer behavior, the variation of temperature field and explosion characteristics of cored wires are studied. In addition, the melt loss rate of the top end of cored wire and the correlation among melt explosion depth, molten iron temperature and feeding speed of cored wires are theoretically calculated. More importantly, the influence of different structures of cored wires on the absorption rate of magnesium are considered. The calculation results are in good agreement with the experimental data, which indicate that the existing theoretical model has good validity and can provide theoretical guidance for spheroidization process in molten iron.","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70246286","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Finite-/fixed-time synchronization of leakage and discrete delayed Hopfield neural networks with diffusion effects","authors":"Minglei Fang, Jin-zhi Liu, Wei Wang","doi":"10.3934/era.2023208","DOIUrl":"https://doi.org/10.3934/era.2023208","url":null,"abstract":"In this paper, the problem on finite-/fixed-time synchronization (FFTS) is investigated for a class of diffusive Hopfield neural networks with leakage and discrete delays. Some new and useful criteria independent on time delays but dependent on the diffusion coefficients are established to guarantee the FFTS for the addressed network model under a unified framework. In sharp contrast to the existed results which can only finite-timely or fixed-timely synchronize the systems with both diffusion effects and leakage delays, the theoretical results of this paper are more general and practical. Finally, a numerical example is presented to show the effectiveness of the proposed control methods.","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70246553","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A simple and efficient numerical method for the Allen–Cahn equation on effective symmetric triangular meshes","authors":"Youngjin Hwang, Seokju Ham, Chaeyoung Lee, Gyeonggyu Lee, S. Kang, Junseok Kim","doi":"10.3934/era.2023233","DOIUrl":"https://doi.org/10.3934/era.2023233","url":null,"abstract":"In this paper, we propose a novel, simple, efficient, and explicit numerical method for the Allen–Cahn (AC) equation on effective symmetric triangular meshes. First, we compute the net vector of all vectors starting from each node point to its one-ring neighbor vertices and virtually adjust the neighbor vertices so that the net vector is zero. Then, we define the values at the virtually adjusted nodes using linear and quadratic interpolations. Finally, we define a discrete Laplace operator on triangular meshes. We perform several computational experiments to demonstrate the performance of the proposed numerical method for the Laplace operator, the diffusion equation, and the AC equation on triangular meshes.","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70246882","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Induced 3-Hom-Lie superalgebras","authors":"Baoling Guan, Xinxin Tian, Lijun Tian","doi":"10.3934/era.2023237","DOIUrl":"https://doi.org/10.3934/era.2023237","url":null,"abstract":"<abstract><p>We construct 3-Hom-Lie superalgebras on a commutative Hom-superalgebra by means of involution and even degree derivation. We construct a representation of induced 3-Hom-Lie superalgebras by means of supertrace.</p></abstract>","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70246949","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A fair evaluation of the potential of machine learning in maritime transportation","authors":"Xi Luo, Ran Yan, Shuaian Wang, Lu Zhen","doi":"10.3934/era.2023243","DOIUrl":"https://doi.org/10.3934/era.2023243","url":null,"abstract":"Machine learning (ML) techniques are extensively applied to practical maritime transportation issues. Due to the difficulty and high cost of collecting large volumes of data in the maritime industry, in many maritime studies, ML models are trained with small training datasets. The relative predictive performances of these trained ML models are then compared with each other and with the conventional model using the same test set. The ML model that performs the best out of the ML models and better than the conventional model on the test set is regarded as the most effective in terms of this prediction task. However, in scenarios with small datasets, this common process may lead to an unfair comparison between the ML and the conventional model. Therefore, we propose a novel process to fairly compare multiple ML models and the conventional model. We first select the best ML model in terms of predictive performance for the validation set. Then, we combine the training and the validation sets to retrain the best ML model and compare it with the conventional model on the same test set. Based on historical port state control (PSC) inspection data, we examine both the common process and the novel process in terms of their ability to fairly compare ML models and the conventional model. The results show that the novel process is more effective at fairly comparing the ML models with the conventional model on different test sets. Therefore, the novel process enables a fair assessment of ML models' ability to predict key performance indicators in the context of limited data availability in the maritime industry, such as predicting the ship fuel consumption and port traffic volume, thereby enhancing their reliability for real-world applications.","PeriodicalId":48554,"journal":{"name":"Electronic Research Archive","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70247104","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}