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Your search keyword '"Wang, Shiyun"' showing total 21 results
Start Over Author "Wang, Shiyun" Publisher elsevier bv
21 results on '"Wang, Shiyun"'

6. PhalydDB: An Extensive Phage-Derived Lytic Protein Database for Targeted Antimicrobial Engineering Design and Bacterial Host Prediction

Author

Gou, Hongquan, primary, Li, Enhao, additional, Xue, Yilun, additional, Rong, Yi, additional, Zhang, Yihui, additional, Chang, Cheng, additional, Guo, Wennan, additional, Wang, Shiyun, additional, Tu, Jingyang, additional, Lv, Chao, additional, Li, Min, additional, Huang, Jiewen, additional, Guo, Xiaokui, additional, Li, Qingtian, additional, and Zhu, YongZhang, additional

Published
2022
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12. Stability of nonlinear microbial bioconversion system concerning glycerol’s active transport and 1,3-PD’s passive transport

Author

Feng En-min and Wang Shiyun

Subjects
Physics, Passive transport, Bioconversion, Applied Mathematics, General Engineering, Thermodynamics, General Medicine, Propanediol, Computational Mathematics, Nonlinear system, chemistry.chemical_compound, Membrane, chemistry, Bounded function, Applied mathematics, 1,3-Propanediol, Uniqueness, General Economics, Econometrics and Finance, Analysis
Abstract

In this study, a new nonlinear mathematical model is developed to describe the conversion of glycerol to 1,3- propanediol by Klebsiella pneumoniae and the changes of concentrations of intracellular substances are taken into consideration. We consider the cases that glycerol passes the membrane by active transport and 1,3-propanediol passes the membrane by passive transport. We firstly study the solution’s existence and uniqueness and prove that the solution is bounded in a positive quadrant. Secondly, we discuss the existence of equilibrium solutions and calculate them, dependent on some given steady accuracy by Newton’s Method. Lastly, we analyze the asymptotical behavior and the global stability of the mathematical model.

Published
2010

15. A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains

Author

Carolyn W. Chang, Lim Kian Guan, and Wang Shiyun

Subjects
Stock trading, Economics and Econometrics, Empirical research, Markov chain, Derivative (finance), Financial economics, Economics, Volatility (finance), Futures contract, Finance
Abstract

The empirical study of intraday patterns of stock trading volatilities and bid–ask spreads in the literature depends on assumptions of specific price generating process and may therefore not be robust to distributional assumptions. By creating discrete states that conform more naturally to the way prices are actually quoted in the derivatives and assets markets, we employ a new methodology of Markov chains for studying the intraday dynamics of derivative prices. We apply the method to study the intraday behavior of the Nikkei index futures prices, trading volumes, and spreads. We find some interesting results such as higher probabilities of transitions between larger volatilities at the opening and closing times. The volatility at lunch break is strikingly low. Contrary to most of the literature, the Nikkei intraday bid–ask spread does not show a U-shaped pattern. We offer some explanations.

Published
1999

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