Zobrazeno 1 - 10
of 49
pro vyhledávání: '"Weian Zheng"'
Axin2 coupled excessive Wnt‐glycolysis signaling mediates social defect in autism spectrum disorders
Autor:
Mengmeng Wang, Panpan Xian, Weian Zheng, Zhenzhen Li, Andi Chen, Haoxiang Xiao, Chao Xu, Fei Wang, Honghui Mao, Han Meng, Youyi Zhao, Ceng Luo, Yazhou Wang, Shengxi Wu
Publikováno v:
EMBO Molecular Medicine, Vol 15, Iss 6, Pp 1-20 (2023)
Abstract Social dysfunction is the core syndrome of autism spectrum disorder (ASD) and lacks effective medicine. Although numerous risk genes and relevant environmental factors have been identified, the convergent molecular mechanism underlying ASD
Externí odkaz:
https://doaj.org/article/e52c2912ea124d4eb4fccce223ad9ddb
Autor:
Andi Chen, Mengmeng Wang, Chao Xu, Youyi Zhao, Panpan Xian, Yuqian Li, Weian Zheng, Xuyang Yi, Shengxi Wu, Yazhou Wang
Publikováno v:
Frontiers in Molecular Neuroscience, Vol 16 (2023)
Pregnancy exposure of valproic acid (VPA) is widely adopted as a model of environmental factor induced autism spectrum disorder (ASD). Increase of excitatory/inhibitory synaptic transmission ratio has been proposed as the mechanism of VPA induced ASD
Externí odkaz:
https://doaj.org/article/f86755de9d2c4ad28d1f06f4d4b4d304
Autor:
Yinnan Zhang, Weian Zheng
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 32, Iss 2, Pp 103-116 (2002)
We show a simple method to discretize Pardoux-Peng's nonlinear backward stochastic differential equation. This discretization scheme also gives a numerical method to solve a class of semi-linear PDEs.
Externí odkaz:
https://doaj.org/article/049d813b9be14508b760a49265374b04
Autor:
Zhaodong Wang, Weian Zheng
This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial ma
Autor:
Weian Zheng, Terry Lyons
SynopsisDenote by Xt an n-dimensional symmetric Markov process associated with an elliptic operatorwhere (aij) is a bounded measurable uniformly positive definite matrix-valued function of x. Let f(x, t) be a measurable function defined on Rn × [0,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ba409d9ed4b7e50840854323a2e7db59
https://doi.org/10.1017/s0308210500020618
https://doi.org/10.1017/s0308210500020618
Let (Pt)t⩾0and (Pt)t⩾0be two diffusion semigroups on R d(d⩾2) associated with uniformly elliptic operatorsL=∇·(A∇) and L=∇·(A∇) with measurable coefficientsA=(aij) and A=(aij), respectively. The corresponding diffusion kernels are den
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1f8d1ab5fa01825975e6911417d08c5d
https://ora.ox.ac.uk/objects/uuid:312bf44a-d07a-4518-a24a-248d58f6b268
https://ora.ox.ac.uk/objects/uuid:312bf44a-d07a-4518-a24a-248d58f6b268
Autor:
Wei Liu, Weian Zheng
Publikováno v:
Acta Mathematica Sinica, English Series. 27:1283-1296
In the stock market, some popular technical analysis indicators (e.g. Bollinger Bands, RSI, ROC, ...) are widely used by traders. They use the daily (hourly, weekly, ...) stock prices as samples of certain statistics and use the observed relative fre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::82ff89d686015a2a08c68b683dca0966
https://doi.org/10.1007/s10114-011-9468-1
https://doi.org/10.1007/s10114-011-9468-1
Publikováno v:
Acta Mathematica Sinica, English Series. 24:121-138
We consider the asymptotic probability distribution of the size of a reversible random coagula-tion-fragmentation process in the thermodynamic limit. We prove that the distributions of small, medium and the largest clusters converge to Gaussian, Pois
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71f3b3e6ff01fcd439d277d18b39aaa4
https://doi.org/10.1007/s10114-007-0978-9
https://doi.org/10.1007/s10114-007-0978-9
Publikováno v:
Mathematical Finance. 18:185-197
We show that the optimal exercise boundary for the American put option with non-dividend-paying asset is convex. With this convexity result, we then give a simple rigorous argument providing an accurate asymptotic behavior for the exercise boundary n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dda4a8e10be97e24e1cba18d8a34890b
https://doi.org/10.1111/j.1467-9965.2007.00328.x
https://doi.org/10.1111/j.1467-9965.2007.00328.x
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 371:565-571
Bollinger bands are well-known in stock market as a popular technical analysis tool. We found that Black–Scholes stock price model had this Bollinger bands property also. In this paper, we give the proof of this phenomenon, and give a new distribut
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::90db1c07083715961689890790c51b27
https://doi.org/10.1016/j.physa.2006.03.033
https://doi.org/10.1016/j.physa.2006.03.033