Search all articles

In this paper we introduce simulation pricing of a sample barrier call option on a basket of stocks under the multivariate Black-Scholes-Merton scheme. Ten S&P 500 stocks from different industries were chosen to compose the basket, with the weights assigned to be the optimizer of the basket’s Sharpe...

This study explores the initial impact of the COVID-19 on the U.S. stock market. According to the daily data of S&P 500, Nasdaq and DJI, this paper investigates the reactions of the U.S. stock market when Omicron was found. In addition, to predict the future movement of the U.S. stock market, this...

Instead of buying the stocks or shares directly, the call option gives a chance for owners to buy it at a specific predetermined price, which prominently decreases the risk for the customers. Thus, it plays a significant role in the economic market and be widely used in a considerable number of financial...

Comparators are essential in analog and mixed signal applications because they compare inputs and provide the appropriate output. In this paper various comparator types of open loop, dynamic latch, preamplifier latch, and hysteresis comparator are compared using CMOS and FinFET technology. Analyzing...

In this paper, our team has launched a product we designed: “Magic Garden”. In this article, this work analyzed the availability of this product and the relevant information, and this work analyzed the literature we found and the content of questionnaire. After analyzing this set of data and positioned...

In the financial markets nowadays, the option is one of the popular financial products that has been increasingly traded. Exotic options, including barrier options, were invented to cater to the special needs of the investors. However, the pricing model of these financial instruments is complicated,...

In today’s digital era, social media marketing has become one of the most effective tools for businesses to enhance consumer engagement. This study aims to analyze the role of social media marketing in driving consumer engagement with green e-commerce and how interactions on social media platforms influence...

This paper is to establish the finite element model (FEM) of atlantoaxial joint (AAJ) with vertebral artery (VA), and then have a clinical traction simulation, in order to observe the stress distribution and characteristics of AAJ and VA. CTA data of head and neck in 10 cases were used as the study objects...

The purpose of this study is to figure out what percentage of each stock should be in the optimal portfolio and minimal risk portfolio created by Markowitz Model and Sharpe’s Single Index Model and to make a comparison of the portfolio model, as well as the return and risk differences between Markowitz...

TiO2 tablets prepared by pressing mechanism and by planetary ball mill doped Fe, and they have been investigated by XRD, and SEM techniques. The results show that the pure TiO2 tablets has the high photocatalytic degradation rate of Rhodamine B at 500 C, and Fe/ TiO2 0.25 mol.% higher than pure TiO2...

Ce doped TiO2 catalyst was synthesized by sol-gel method. This gel was dried at 70 during 2 hours and afterwards was calcined at 500 for 4 h. Then, the anatase TiO2 catalyst power were obtained. The 0.3wt% Ce/TiO2 catalyst is efficient and stable catalyst for the photodegradation on the 2,4-DCP solution....

The repeated movement between the piston rod and the barrel during the process of cylinder impact will lead to leak and shorten the life of the cylinder. In order to research the distribution of dynamic stress and deformation of the piston rod and the bush when the piston rod suddenly stops at the end...

Hedge strategies are used with different terms to evaluate whether the co-movement between the U.S. stock market and Bitcoin can be used to optimize the portfolio. As for the representative stock indexes, we construct long-term and short-term hedge portfolios of the S&P 500 and NASDAQ with Bitcoin...

This paper aims to explore the relationship between undergraduates' network communication and loneliness from the perspective of watching live webcasts in combination with previous studies. It focuses on the driving effect of loneliness on the level of network communication. The study used questionnaires...

In this study, four Theaceae tree species were processed by setting up two hydrogen fluoride concentration gradient (including controls), the actual quantum yield (Y (II)) of PSII, the relative electron transport rate (ETR), non-regulatory energy dissipation quantum yield (Y(NO)), regulatory energy dissipation...

With the rapid development of the Internet, China has become the world’s largest Internet country. More and more people have accepted online shopping as a new way of lifestyle. China also has the most online customers. By March 2020, the number of daily active Internet users had reached 700 million,...

So many people want to work in Jakarta and after a brief observation, the researcher see that there are some employees in Jakarta who are having conditions in their working environment that refer to burnout. Also, if the working environment cannot meet the individual need, it refers to poor performance....

Make the composite electrolyte by doping Al2O3 powders ,in the ratios of 1:0.02 and 1:0.04 respectively to the electrolyte masses, into initial powders of the electrolyte-BaZrCeYO made in the method of Pechini. After 10 hours sintered at 1400 , the composite electrolyte was completed , XRD test carried...

This paper mainly discusses the pellets low temperature pulverization performance experiment research. Through KSZ-03 ore comprehensive metallurgical properties tester and drum devices such as low temperature for pellets in index for performance test, to determine the low temperature reduction degradation...

After Markowitz Model was invented, people continue to find series of problems about implementing the model to real world and Index model was introduced to solve these problems. In this paper, we use index model to form minimum variance portfolios and maximum Sharpe portfolios for series of stocks and...

The age of entrepreneurs is always represented how successful the entrepreneur is and the field they focus on. This study was based on analyzing the relationship between the age of the entrepreneurs and their success to investigate whether age affects the entrepreneur’s success. We use the data from...

This paper compares the effectiveness of the Markowitz model with the Single Index model. Using ten stocks of the S&P 500 index from 2000 to 2020, we first calculate the portfolio of the two models and then find the optimal portfolio to help people know better about choosing a better model under...

This research did to prove self efficacy to mediate the strengthening of personality in realizing the interest of the employees to create and manage their own business. Researcher identified entrepreneurial intention as a prediction of personality traits on star hotel employees in Bali, identify personality...

Creating a good urban environment is an important mark of urban modernization during a new century: comfortable Eco-environmental system, cultural-advanced spirits, ypically wonderful city landscape. However, in our current era with rapid development, urbanization is also bound to bring about environmental...

One catalytic discoloring spectrophotometry with double indicators and dual wavelength is proposed in the Thesis to measure the content of trace iron in three kinds of hematinic, artemisia integrifolia and other vegetables. In HCI medium, methyl orange and methylene blue are indicators. At wavelength...

Thermal drying efficiency and odor emission characteristics under different temperature of municipal solid waste (MSW) were studied. The results showed that: water content decreased sharply with disturbance thermal drying mode. The highest peak of total amount of odor was at 600 and the lowest was at...

Open account is a common behavior in international trade. There are such cases that exporters suffered great loss when importers suddenly disappear even they had successful corporation previously. To avoid loss, consigner should stop corporation when he thinks his partner could not afford to fulfill...

Cleaning problem is extremely important to heat exchangers in industry such as crude oil processing systems because fouling can not only bring the reduction of heat transfer efficiency, but also affect the safety of the system. Common cleaning technologies used in shell and tube heat exchangers such...

The comprehensive evaluation of big data on teaching effectiveness of Civics courses in colleges and universities is a powerful manifestation of the networked, digital and interactive teaching of Civics courses. This paper uses expert analysis method to model and analyze 500 Civics courses in 60 universities....

The S&P 500 is an essential indicator for the U.S. and even the global stock markets. Meanwhile, the HAR-RV model is a new testing model, so predicting the realized volatility of S&P is significant to analyze using the HAR-RV model. This article will use the HAR-RV model to predict the S&P...

Hidden Markov model has been widely applied in various fields and has obtained excellent effects. In this paper, we verify the feasibility of applying HMM to quantitative finance and the potential to obtain stable profits and detect coming bear market to avoid sharp falling process. We creatively make...

In this study, we tried to synthesize super insulation and hydrophobic silica aerogel doped with mullite fibers (10wt %), by using cost effective processing from sodium silicate. Before dried under ambient pressure, the surfaces of the gels were modified using trimethylchlorosilane (TMCS) via one-step...

Objective To determine the impact of artificial intelligence (AI) on the selected economies in the Asia-Pacific region. Methods This secondary research collected data from macroeconomic and AI-specific data sets. The sources of data from which insights were gained included digital technology sectors...

This paper is about state’s capital equity in establishing State-owned Company (PT Merpati SOE). Under private law regime, PT Merpati SOE, is an equity that is a state asset allocated separately from the State Budget. Consequently, it is no longer a state asset; rather, it turns into a part of company...

This research probes deeply into the teaching effects of WCF and OCF with an experiment of six junior high school students in a class of Puyang middle school in Dujiangyan City. Through empirical data, charts and diagrams, six questionnaires, findings indicate:1) under this empirical environment, WCF...

In order to researching the vibration characteristics of power transformer windings, the paper simulated the electromagnetic and structure coupling field of power transformer aimed at a type S11-M-500/35 power transformer and the 3D model of power transformer is built based on the method of multiple...

Tomato fruit contains a lot of pigment, polysaccharide and secondary metabolism substances. These substances can affect protein separation effect, and interfere with the process of two-dimensional gel electrophoresis. The extraction of tomato fruit protein sample, conditions of isoelectric focusing and...

The influence of feedstock and pyrolysis temperature on biochar properties has been extensively studied. This study used scanning electron microscopy (SEM) and electron dispersive X-ray analysis (EDX) to observe surface morphology properties of the biochars produced from broiler litter (BL), saw dust...

This paper proposes a novel digital sight by dynamic modifying external ballistic parameters based on embedded Linux system. The external real-time ballistic parameters will be achieved by laser sensor and high-speed image sensor with high-speed Processor platform. With the combination of real-time modification...

With the development of stock portfolio theory, the research value of risk dispersion has become increasingly prominent. How investors construct portfolios has become an important research topic. In the article, we use recent 20 years of historical daily total return data for ten stocks, which belong...

The research question of this article is whether investing in US indexes (blue chip stocks) under the context of increasing inflation can get a net income after subtracting inflation. The research method is to use quantitative analysis to analyze the long-term return rate of the index through the data...

The application of the All You Can Eat business strategy in restaurants has garnered significant popularity, where customers are able to partake in unlimited food with a single payment. This study aims to elucidate the aforementioned concept and its impact on increasing sales. The research subjects for...

This research project aims at solving the common difficulties translation major would face at undergraduate level in mainland China, and proposes resolutions in terms of innovating translation pedagogy and improving teaching and learning effectiveness. The ultimate aim is to strengthen the international...

This paper aims to use the Markowitz model to find the optimal portfolios under different constraints and compare the differences. In this paper, we use ten stocks that correspond to the ten listed companies that need to be analyzed. The paper includes 20 years of historical daily return for ten stocks...

PPTP (Point-to-Point Tunneling Protocol) is a network protocol used in the implementation of Virtual Private Networks (VPN). PPTP uses a client-server design that operates at Layer 2 of the OSI model. Network administrators require the existence of performance testing Point to point protocol and VPN...

At present, the technology of line inspection robot for overhead transmission lines in China and abroad is close to the practical stage. But there are still some problems, such as electromagnetic compatibility (EMC). In this paper, based on the 220kV, 500 kV, 1000 kV and other high voltage transmission...

MQTT (Message Queuing Telemetry Transport) is a communication protocol designed for connecting devices in scenarios like machine-to-machine interactions and the Internet of Things (IoT). It excels in resource -constrained environments, slow data connections, and situations with data transmission delays....

Water is one of the essential factors in fulfilling human needs. The existence of water on earth is very abundant, but the quality doesn’t meet the standards. The system value of a Drinking Water Treatment Plant (DWTP) can be seen from 3 aspects, quality, quantity, and continuity of water produced. The...

Based on the geographical data construction requirements of digital city management, current situation of fundamental geographical data and city management resources, and demands for such kind of data from land and planning department in Zhengzhou, we presented an integrative process for constructing...

Aim: To investigate PWV trajectories before and during the lockdown period among Withings Body Cardio bathroom scale users in France, in which a strict total lockdown was imposed, and Germany, in which partial social distancing measures were adopted. Methods: The study population is constituted by Withings...