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50 results on '"Li, Fa-Chao"'

6. A cooperative effect-based decision support model for team formation.

Author

Jin, Chen Xia, Li, Fa Chao, Zhang, Kai, Xu, Li Da, and Chen, Yong

Subjects
INTERPERSONAL relations, GENETIC algorithms, TEAMS, AGGREGATION operators
Abstract

Firms' operation requires teamwork. But it is always a challenge for firms to build teams that consist of suitable employees and meet the requirements of projects. Team candidates' individual capabilities and their abilities in building and maintaining interpersonal relationship are identified as the two key factors affecting team formation. This paper extends previous studies on team formation and proposes a cooperative effect-based team formation model (CE-TFM) for decision-makers in firms to select the most competent and cooperative members. The model aims to build a strong team by selecting the proper members who can help the team improve its performance. Specifically, a genetic algorithm is designed to find solutions for the proposed model. Covering and the positive cooperative effect indicator are applied to describe the interpersonal relationship among team candidates. In addition, the effect aggregation operator is adopted to find solutions for the positive team formation model. Particularly, four methods and the corresponding calculation procedures are provided for solving CE-TFM. Finally, a case study is implemented to test the proposed model. The results indicate that CE-TFM can not only merge decision-making preferences into the process of team formation but also improve team performance. [ABSTRACT FROM AUTHOR]

Published
2020
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10. Extreme Value Theory: An Empirical Analysis of Equity Risk for Shanghai Stock Market

Author

Li Xiu-min and Li Fa-chao

Subjects
Expected shortfall, symbols.namesake, Gumbel distribution, Statistics, Generalized extreme value distribution, Economics, symbols, Econometrics, Pareto distribution, Extreme value theory, Random variable, Value at risk, Quantile
Abstract

Prediction of the frequency of extreme events is of primary importance in many financial applications such as Value-at-Risk (VaR) analysis. We provide an overview of the role of extreme value theory (EVT) in risk management, as a method for modeling and measuring extreme risks. Extreme value theory models the tails of the return distribution rather than the whole distribution, which is more meaningful during the volatile market conditions, under which the distribution of returns almost has a fat tail. In particular, we concentrate on the peaks-over-threshold (POT) model and emphasize the generality of this approach. According to extreme value theory, the POT is a generalized Pareto distribution (GPD) with two parameters, which is widely used for modeling exceedances of a random variable over a high threshold and has proven to be one of the best ways to apply extreme value theory in practice. But the main problem is the selection of the threshold. Extreme value theory tells us that threshold should be high in order to satisfy theorem conditions, however the higher the threshold the less observations are left for the estimation of the parameters of the tail distribution function. The issue of determining the fraction of data belonging to the tail is treated by mean excess function. Tools from exploratory data analysis prove helpful in approaching this problem. Moreover we concentrate on two measures which attempt to describe the tail of a loss distribution-VaR and expected shortfall. VaR is a high quantile of the distribution of losses, typically the 95th or 99th percentile. It provides a kind of upper bound for a loss that only exceeded on a small proportion of occasions. Expected shortfall-the tail conditional expectation is used to estimate the expected size of a loss that exceeds VaR. Finally, the application of EVT is illustrated by Shanghai stock market data. We conclude that EVT is an useful complement to traditional VaR methods

Published
2006

50. Increased expression and possible role of chitinase 3-like-1 in a colitis-associated carcinoma model.

Author

Ma JY, Li RH, Huang K, Tan G, Li C, and Zhi FC

Subjects
Adipokines genetics, Adipokines metabolism, Animals, Anti-Inflammatory Agents pharmacology, Anticarcinogenic Agents pharmacology, Caffeine pharmacology, Chitinase-3-Like Protein 1, Colitis chemically induced, Colitis complications, Colitis genetics, Colitis pathology, Colitis prevention & control, Colon drug effects, Colon pathology, Colonic Neoplasms etiology, Colonic Neoplasms genetics, Colonic Neoplasms pathology, Colonic Neoplasms prevention & control, DNA Damage, Dextran Sulfate, Glycoproteins genetics, HT29 Cells, Humans, Hydrogen Peroxide pharmacology, Lectins genetics, Lectins metabolism, Male, Mice, Inbred BALB C, Oxidative Stress drug effects, RNA, Messenger metabolism, Up-Regulation, Colitis metabolism, Colon metabolism, Colonic Neoplasms metabolism, Glycoproteins metabolism
Abstract

Aim: To investigate the possible role of chitinase 3-like-1 (CHI3L1) in the progression of colitis-associated carcinoma (CAC)., Methods: Thirty-four Balb/c mice were randomly assigned to five groups, including the control, CAC control, CAC + caffeine, colitis control and colitis + caffeine. Three animals were sacrificed every two weeks for blinded macroscopic inspection, histological analysis, and total RNA extraction. An immunofluorescent assay was performed using specimens from the colitis control and colitis + caffeine groups to investigate whether the protective effect of caffeine was associated with less oxidative DNA damage. In vitro, HT29 cells pre-stimulated with different concentrations of recombinant CHI3L1 protein and H2O2 were loaded with the DCFH-DA fluorescent probe to determine the effect of CHI3L1 on intracellular reactive oxygen species production., Results: CHI3L1 mRNA was increased during the progression of colon carcinogenesis. Tumors were mostly located in the distal end of the colon where the expression of CHI3L1 was higher than in the proximal colon. Caffeine-treated mice developed fewer tumors and milder inflammation than untreated mice. CHI3L1 protein increased reactive oxygen species in HT29 cells when exposed to H2O2., Conclusion: Caffeine reduces tumor incidence by decreasing oxidative DNA damage. CHI3L1 may contribute to CAC by increasing reactive oxygen species production.

Published
2014
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