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23 results on '"Gao, Yuanjing"'

4. Research Progress of Ultrasound Radiomics in Predicting Axillary Lymph Node Metastasis of Breast Cancer

Author

GAO Yuanjing, ZHU Qingli, and JIANG Yuxin

Subjects
breast cancer, axillary lymph node metastasis, radiomics, deep learning, ultrasonography, Medicine
Abstract

Breast cancer, as the most common malignant tumor in women worldwide, has become the focus of global attention. Axillary lymph node tumor burden is an important prognostic indicator of it. Ultrasound is the most commonly used imaging method, but its sensitivity is not high, especially for the diagnosis of small and micro lymph node metastasis. In recent years, the emerging Radiomics in machine learning field has been widely used in the field of medical imaging. Because it can extract high-level information of images that is difficult to be recognized by human eyes, it has been used to establish clinical prediction models. This paper introduced the value of preoperative sonography, sketched Radiomics, and summarized the research progress of this method in predicting lymph node metastasis of breast cancer. This new method is expected to provide a reliable basis for individualized and accurate diagnosis and treatment of breast cancer.

Published
2021
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21. Extension on F-F 3 Factors Asset Pricing Model and Related Empirical Researches

Author

Wang Yuan-chang and Gao Yuanjing

Subjects
Index (economics), Financial economics, Consumption-based capital asset pricing model, Arbitrage pricing theory, Economics, Econometrics, Capital asset pricing model, Sample (statistics), Stock market, Rendleman–Bartter model, Standard model (cryptography)
Abstract

According to the characteristics of Chinese securities market, this paper adjusted the standard Fama-French Three factors asset pricing model, by introduced price/earning rate of accounting index and trading volume rate of technology index. The empirical outcome indicates that the standard F-F model can be used to basically interpret the correspond portfolios’ weekly return of Csindex100 sample shares. The model which are conducted into trading volume rate cannot interpret portfolios’ return in a better than that of the standard model. But with both trading volume rate and price/earning rate conducted into the model, better weekly return could be achieved efficiently, which could be regarded as a right model conducted in Chinese stock market.

Published
2010

22. Volatility and Mean Spillover of Chinese ADRs at New York Stock Exchange

Author

Zhang, Hui, Gao, Yuanjing, Zhang, Hui, and Gao, Yuanjing

Abstract

This paper examines how the returns and volatility of Chinese ADRs listed at NYSE are affected by their host market (US), underlying market (Hong Kong) and local market (Shanghai). Using a GARCH spillover model and data from 1 January 2002 to 30 September 2007, we find that the volatility spillover from US (host market), Hong Kong (underlying market) and Shanghai (local market) to Chinese ADRs, following the order: Hong Kong > US > Shanghai which can also be reflected in variance ratios. The increasing impact from host market and local market may attribute to strengthened integration between Chinese market and world market after China entered WTO. For US investors, they may need to be more prudent in diversification by using Chinese ADRs. However, there is relatively weak mean spillover from US (host market), Hong Kong (underlying market) and Shanghai (local market) to Chinese ADRs. Chinese ADRs including China Mobile Ltd. experience mean spillover from Hong Kong, whereas no mean spillover is found in Chinese ADRs excluding China Mobile Ltd. This difference may due to closer relationship between Hong Kong market and China Mobile Ltd.. Finally, we find symmetric responses in Chinese ADRs to upturns and downturns as well as the positive shocks and negative shocks in the US, Hong Kong and Shanghai markets.

Published
2008

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