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This paper investigates the stochastic stability problem of genetic regulatory networks (GRNs) with multiple time-varying delays. Most of the results on the stability of GRNs with delays are based on a model in which the delays of the transcription and translation processes for each gene product take the same value. In this paper, we generalized the model to a differential equation with multiple time-varying...
In this paper, we examine the long-term memory in realized volatility with different time scales based on high frequency data of Shanghai Stock Exchange Composite Index (SSECI). We choose R/S analysis method to calculate Hurst exponents of long-term memory, and use ARFIMA model to estimate and forecast. Our results show that long-term memory in realized volatility becomes strong as time scales increases...
As the increasing water demand and serious water pollution, conventional allocation pattern, which mainly considers water quantity as the key factor, is no longer satisfying the water allocation need. An integrated water quantity-quality method for water resource management in a river basin is presented in this paper. The method considers both water quantity and quality in the water allocation process,...
As the increasing water demand and serious water pollution, conventional allocation pattern, which mainly considers water quantity as the key factor, is no longer satisfying the water allocation need. A coupled water quantity-quality model for water resource allocation in a river basin is presented in this paper. The model involves pollutants transport and hydrological cycling processes in the river...
Warrants are major financial derivative products. In recent years, more and more academics and practitioners give them extensive attentions. Therefore, warrant pricing becomes the important research content of financial asset pricing. According to the development of warrant pricing theories and the application features of them, we firstly analyze the main work and results in this field at home and...
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