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115 results on '"Wu, Dongli"'

1. Efficient and Accurate Calibration to FX Market Skew with Fully Parameterized Local Volatility Model

Author

Wu, Dongli, Zhang, Bufan, and Lin, Xiao

Subjects
Quantitative Finance - Pricing of Securities
Abstract

When trading American and Asian options in the FX derivatives market, banks must calculate prices using a complex mathematical model. It is often observed that different models produce varying prices for the same exotic option, which violates the non-arbitrage requirement of derivative risk management. To address this issue, we have studied a fully parameterized local volatility model for pricing American/Asian options. This model, when implemented using a grid or Monte-Carlo numerical method, can be efficiently and accurately calibrated to FX market skew volatilities. As a result, the model can provide reliable prices for exotic options during daily trading activities.

Published
2022

5. Role of Policy-Supported Hog Insurance in Promoting Green Total Factor Productivity: The Case of China during 2005–2021.

Author

Wu, Dongli, He, Shan, Qin, Lingui, Feng, Jingyue, and Gao, Yu

Subjects
INDUSTRIAL productivity, SWINE farms, AGRICULTURAL insurance, INSURANCE policies, INSURANCE companies
Abstract

Hog insurance and rural environmental protection are complementary to each other. Studying the environmental effects of hog insurance is imperative for safeguarding food safety and promoting the long-term development of the agricultural insurance industry. Informed by the risk management theory and sustainable development theory, this paper constructs a theoretical framework for the impact of policy-supported hog insurance on the green total factor productivity (GTFP) of hog farming. Utilizing panel data from China's hog-dominant production areas spanning from 2005 to 2021, the slacks-based measures of directional distance functions (SBM-DDF) model and multiple-time-point difference-in-differences (DID) approach were used to measure GTFP and explore the effects of hog insurance on GTFP and the underlying mechanisms. The findings indicate a substantial enhancement in GTFP due to hog insurance. The conclusion drawn was robust to various tests. The mechanism is that hog insurance fosters GTFP by expanding the breeding scale, adjusting the planting–breeding structure, and promoting technological progress. Furthermore, the environmental effects of hog insurance policy are more pronounced in economically developed regions, with significant effects observed on the GTFP of free-range, small-scale, and medium-scale hog-farming households. This study contributes new evidence to the field of assessing the environmental impact of agricultural insurance policies and provides valuable insights for furthering green transformation and development in the hog insurance-supported breeding industry. [ABSTRACT FROM AUTHOR]

Published
2024
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13. An Animal Migration Forecast Model With Weather Radar and Meteorological Data

Author

Hu, Cheng, Liu, Xuan, Cui, Kai, Mao, Huafeng, Wang, Rui, and Wu, Dongli

Abstract

Predicting aerial animal migration is of great significance for biological research, ecological conservation, and agricultural production. The mechanism of animal migration is deeply coupled with spatiotemporal and meteorological factors. However, the existing large-scale prediction models using weather radar isolate the spatiotemporal characteristics and the meteorological factors. Additionally, their long-term prediction capabilities are limited, posing challenges in accurately forecasting long-term migration patterns to support applications, such as ecological warnings. This article introduces an aerial migration prediction neural network model combining multiple meteorological factors with weather radar data while expanding the horizon of the migration forecast to the scale of 7 days. Differentiated feature extraction methods are applied to different meteorological factors in the network. The transfer characteristics of the wind field in 2-D space are used to construct a dynamic migration model. The scalar meteorological data are encoded by entity embedding to perform feature fusion with the dynamic branch, collectively forming the forecast model that outputs future migration intensity. We validate the effectiveness of our model China weather radar network real data and reanalysis data, accurately forecasting migratory biomass within China for a horizon of up to 7 days. Moreover, our model is compared with two existing prediction models, demonstrating a maximum improvement of 14.00% in the coefficient of determination ( $R^{2}$ ) in long-term forecast, and the visualized results highlight the predictive effectiveness for the spring and autumn seasons. In future applications, more meteorological factors should be considered and radar data from more stations should be collected to enhance the dataset.

Published
2024
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14. Extracting Bird and Insect Migration Echoes From Single-Polarization Weather Radar Data Using Semi-Supervised Learning

Author

Sun, Zhuoran, Hu, Cheng, Cui, Kai, Wang, Rui, Ding, Mingming, Yan, Zujing, and Wu, Dongli

Abstract

Weather radar serves as a crucial tool for monitoring aeroecology by enabling the observation of migrating birds and insects. Although dual-polarization weather radar offers the possibility of classifying echoes, extracting migration echoes of birds and insects from historical single-polarization weather radar data remains challenging. The current deep-learning methods have been successfully extracting aerial migrations from single-polarization weather radar data. However, it still faces challenges in distinguishing between birds and insects at the pixel level, primarily due to the absence of distinct semantic features for each. To tackle this challenge, we propose a semi-supervised radar data processing framework, which generates a large number of single polarization training datasets from a small amount of dual polarization truth data and trains the image segmentation network of single polarization data to distinguish between bird and insect echoes. The framework comprises three components: an image classifier, an image generator, and an image segmentation model. Specifically, the image classifier and image generator leverage a small set of manually annotated dual-polarization radar data to generate the pixel-level single-polarization dataset for training the image segmentation model. The well-trained image segmentation model extracts migration echoes of birds and insects from radar images. Experimental results demonstrate that the proposed method achieves a mean intersection over union (IoU) of 97% for segmenting precipitation, bird, and insect targets. The proposed framework can utilize historical archived single-polarization weather radar data to provide large-scale, long-term, and repeatable monitoring data for birds and insects.

Published
2024
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15. The Impact of Agricultural Factor Inputs, Cooperative-Driven on Grain Production Costs.

Author

Zhang, Han and Wu, Dongli

Subjects
INDUSTRIAL costs, AGRICULTURE, AGRICULTURAL development, AGRICULTURAL productivity, FOOD security, GRAIN
Abstract

The problem of high grain production costs, which is not conducive to sustainable agricultural development and food security, is highlighted in the context of China's "large country and small household farmers". Reducing the grain production costs through factor allocation and organizational drive has become particularly important. Based on 768-grain peasant households in China, this paper uses OLS regression and robust regression to examine the effects of agricultural factor inputs and cooperatives on grain production costs. It analyzes the synergistic and substitution effects between farmers' factor inputs and cooperatives in grain production. It was found that: (1) in farmers' grain production, reductions in the grain production costs can be realized by expanding the area under cultivation, improving the use of agricultural machinery, and increasing technological inputs; (2) a reduction in the grain production costs can also be realized through cooperatives driving farmers into grain production; (3) cooperatives can provide farmers with various types of agricultural production services in grain production and cooperative-driven substitution effects between the agricultural factor inputs of farm households. The findings of this paper contribute to the enrichment of research in the field of agricultural production and are important for enhancing agricultural sustainability and reducing grain production costs. [ABSTRACT FROM AUTHOR]

Published
2023
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21. The Impact of Rural Industrial Integration on Agricultural Green Productivity Based on the Contract Choice Perspective of Farmers.

Author

Zhang, Han and Wu, Dongli

Subjects
PROPENSITY score matching, AGRICULTURAL productivity, INSTRUMENTAL variables (Statistics), SUSTAINABLE agriculture, AGRICULTURAL development, COOPERATIVE agriculture, FARMERS
Abstract

Promoting farmers' participation in rural industrial integration and driving farmers' agricultural production with cooperatives and agribusinesses are conducive to realizing cost saving, efficiency, and green production and guaranteeing food security and sustainable agricultural development. Based on the microsurvey data of 1039 grain farmers in Henan Province, China in 2022, this paper examined the impact of contractual choices of farmers' participation in rural industrial integration on agricultural green productivity while analyzing the mechanism of action by using OLS regression, a causal mediation analysis of instrumental variables, propensity score matching, and two-stage least squares (2SLS). The study found that: (1) farmers' participation in a contract, driven by cooperatives or agribusinesses to carry out agricultural production, is conducive to improving their agricultural green productivity, but the effect of each main body to drive farmers varies; (2) farmers' participation in a contract, through cooperatives or agribusinesses to obtain all kinds of agricultural production services—such as agricultural machinery services, agricultural supply services, and technical guidance services—improves the use of agricultural machinery, the standardization of chemical fertilizers, pesticides, and other agricultural materials' use, increases technical guidance, and improves agricultural green productivity. The findings of this paper suggest policy and practical implications for safeguarding food security and promoting sustainable agriculture, as well as enriching research on agricultural productivity. [ABSTRACT FROM AUTHOR]

Published
2023
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28. Prospects for monitoring bird migration along the East Asian‐Australasian Flyway using weather radar.

Author

Shi, Xu, Hu, Cheng, Soderholm, Joshua, Chapman, Jason, Mao, Huafeng, Cui, Kai, Ma, Zhijun, Wu, Dongli, Fuller, Richard A., Lecours, Vincent, and Laurin, Gaia Vaglio

Subjects
BIRD migration, WEATHER radar networks, RADAR meteorology, MIGRATION flyways, BIRD surveys, BIRD communities, MIGRATORY birds
Abstract

Each year, billions of birds migrate across the globe, and interpretation of weather radar signals is increasingly being used to document the spatial and temporal migration patterns in Europe and America. Such approaches are yet to be applied in the East Asian‐Australasian Flyway (EAAF), one of the most species‐rich and threatened flyways in the world. Logistical challenges limit direct on‐ground monitoring of migratory birds in many parts of the EAAF, resulting in knowledge gaps on population status and site use that limit evidence‐based conservation planning. Weather radar data have great potential for achieving comprehensive migratory bird monitoring along the EAAF. In this study, we discuss the feasibility and challenges of using weather radar to complement on‐ground bird migration surveys in the flyway. We summarize the location, capacity and data availability of weather radars across EAAF countries, as well as the spatial coverage of the radars with respect to migrants' geographic distribution and migration hotspots along the flyway, with an exemplar analysis of biological movement patterns extracted from Chinese weather radars. There are more than 430 weather radars in EAAF countries, covering on average half of bird species' passage and non‐breeding distributions, as well as 70% of internationally important sites for migratory shorebirds. We conclude that the weather radar network could be a powerful resource for monitoring bird movements over the full annual cycle throughout much of the EAAF, providing estimates of migration traffic rates, site use, and long‐term population trends, especially in remote and less‐surveyed regions. Analyses of weather radar data would complement existing ornithological surveys and help understand the past and present status of the avian community in a highly threatened flyway. [ABSTRACT FROM AUTHOR]

Published
2023
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29. Projections of martingales in enlargements of filtrations under Jacod's equivalence hypothesis for marked point processes *

Author

Gapeev, Pavel, Jeanblanc, Monique, Wu, Dongli, Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), Institut National de la Recherche Agronomique (INRA)-Université d'Évry-Val-d'Essonne (UEVE)-ENSIIE-Centre National de la Recherche Scientifique (CNRS), Université d'Évry-Val-d'Essonne (UEVE)-ENSIIE-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), and ANR-11-LABX-0019,LABEX FCD,LABEX Finance & Croissance Durable(2011)

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Abstract

We consider the initial and progressive enlargements of a filtration generated by a marked point process (called the reference filtration) with a strictly positive random time. We assume Jacod's equivalence hypothesis, that is, the existence of a strictly positive conditional density for the random time with respect to the reference filtration. Then, starting with the predictable integral representation of a martingale in the initially enlarged reference filtration, we derive explicit expressions for the coefficients which appear in the predictable integral representations for the optional projections of the martingale on the progressively enlarged filtration and on the reference filtration. We also provide similar results for the optional projection of a martingale in the progressively enlarged filtration on the reference filtration. This paper represents the continuation of research contained in our previous paper in EJP [11].

Published
2022

32. ER reductive stress caused by Ero1α S-nitrosation accelerates senescence

Author

Qiao, Xinhua, primary, Zhang, Yingmin, additional, Ye, Aojun, additional, Zhang, Yini, additional, Xie, Ting, additional, Lv, Zhenyu, additional, Shi, Chang, additional, Wu, Dongli, additional, Chu, Boyu, additional, Wu, Xun, additional, Zhang, Weiqi, additional, Wang, Ping, additional, Liu, Guang-Hui, additional, Wang, Chih-chen, additional, Wang, Lei, additional, and Chen, Chang, additional

Published
2022
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34. Projections in enlargements of filtrations under Jacod's equivalence hypothesis for marked point processes *

Author

Gapeev, Pavel, Jeanblanc, Monique, Wu, Dongli, Department of Mathematics London School of Economics, London School of Economics and Political Science (LSE), Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), Institut National de la Recherche Agronomique (INRA)-Université d'Évry-Val-d'Essonne (UEVE)-ENSIIE-Centre National de la Recherche Scientifique (CNRS), and ENSIIE-Université d'Évry-Val-d'Essonne (UEVE)-Institut National de la Recherche Agronomique (INRA)-Centre National de la Recherche Scientifique (CNRS)

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Abstract

We consider the initial and progressive enlargements of a filtration generated by a marked point process (called the reference filtration) with a strictly positive random time. We assume Jacod's equivalence hypothesis, that is, the existence of a strictly positive conditional density for the random time with respect to the reference filtration. Then, starting with the predictable integral representation of a martingale in the initially enlarged reference filtration, we derive explicit expressions for the coefficients which appear in the predictable integral representations for the optional projections of the martingale on the progressively enlarged filtration and on the reference filtration. We also provide similar results for the optional projection of a martingale in the progressively enlarged filtration on the reference filtration.

Published
2021

35. Near-Ground-Based Optical Plant Phenology Measurements at China Ecological Meteorology Sites

Author

Yingshun Wang, Yang Dasheng, Wu Dongli, Jingqun Zhu, Shilin Cui, Benzhi Zhang, Wenyan Wang, Yong Lei, and Shen Chao

Subjects
Environmental science, Plant phenology, China, Atmospheric sciences
Abstract

Climate change is a hot issue in the global scale. The some varieties of phenological phase of plants (trees, grasslands and crops et al.) can directly and objectively reflected climate change and Commonly, the response of plant phenology to climate change is sensitive, especially to climatic factors such as precipitation, temperature, soil characteristics in the growing environment, and sometimes can be considered as an indicator of climate change. Those meteorology and soil factors must be taken into account when we build phenological model so as to quantitatively study the relationship between climate change and plant phenology. Beside of those factors, the high frequency and multi-scale acquisition of phenological observation data is also the basis for phenological model researches. Since February of 2020, China Meteorological Administration (CMA) has established 25 vegetation ecological observation sites in Inner Mongolia autonomous region, Shaanxi, Hebei, Sichuan, Guangxi, Fujian and Anhui provinces. The automatic vegetation eco-meteorological observation instruments, whichi are composed of image sensor (digital camera), multispectral sensor, laser altimeter, point cloud laser radar and sound sensor, have been installed in the sites. They can provide so much products as image of plant community, normal difference vegetation index (NDVI), plant height, canopy height and animal sound at present. Of all these products, image data of plant community can be further retrieved to generate the greenness chromatic coordinate (Gcc) data, which can be widely applied into the phenological studies and the validations of satellite terrestrial vegetation products. After months of experimental operation, these equipments show the great ability to monitor the growth and development of terrestrial plants in China. This ability also lays a foundation for the establishment of the plant ecological observation network in China (China Vegetation Ecological Meteorological Observation Network).KEYWORDS：Plant phenology, near-surface-based measurement, observation network

Published
2021

36. Projections of martingales in enlargements of Brownian filtrations under Jacod’s equivalence hypothesis

Author

Gapeev, Pavel V., Jeanblanc, Monique, and Wu, Dongli

Subjects
Statistics and Probability, QA Mathematics, Statistics, Probability and Uncertainty
Abstract

We consider the initial and progressive enlargements of a Brownian filtration with a random time, that is, a strictly positive random variable. We assume Jacod’s equivalence hypothesis, that is, the existence of a strictly positive conditional density for the random time with respect to the Brownian filtration. Then, starting with the predictable integral representation of a martingale in the initially enlarged Brownian filtration, we derive explicit expressions for the components which appear in the predictable integral representations for the optional projections of the martingale on the progressively enlarged filtration and on the Brownian filtration. We also provide similar results for the optional projection of a martingale in the progressively enlarged filtration on the Brownian filtration.

Published
2021

38. Study on Anomaly Data Detection Method for Automatic Soil Moisture Observation

Author

Wu Dongli, Liu Tianqi, and Li Cuina

Subjects
Soil texture, Anomaly (natural sciences), Data integrity, Temporal resolution, Calibration, Environmental science, Fault (power engineering), Water content, Stability (probability), Remote sensing
Abstract

Soil moisture plays a crucial role in the study of agricultural drought monitoring, yield prediction, soil erosion, and so on, which is of great significance for agriculture, drought, and climate. With the advantages of high precision, high spatial and temporal resolution, and non-destructive, the automatic soil moisture observing instrument has become an important component of automatic soil moisture observation station for the meteorological department in china. In the process of observing soil moisture, the accuracy of data is seriously affected by the calibration methods, equipment stability, soil texture, etc. Therefore, it is especially important to establish a quality control method for the automatic soil moisture observation data from the origin of affecting the observation quality. To solve the outstanding quality problems in the automatic soil moisture observation data, firstly, based on the historical data, the inherent variation characteristics of soil moisture were studied. Secondly, combined with the instrument observation principle, data characteristics and error sources of abnormal data, classified and statistical analyzed the form of abnormal data caused by various reasons and given the threshold, this paper preliminarily puts forward a practical set of quality control methods for the hourly soil moisture observation data. Finally, the application effect of the quality control method was verified by using the data in china in 2019. The result shows that: (1) Four mainly categories of abnormal data are gross errors, mutation, abnormal high values, and stiffness, which are mostly caused by instrument failure, abnormal soil hydrological constant, and unreasonable calibration of sensors. (2) The method of frequency characteristic detection can identify the error caused by instrument fault. (3) This quality control method can effectively detect abnormal data in china. At present, the method has been applied to the Integrated Meteorology Observation Data Quality Control System.

Published
2019

39. The Soil Moisture Observation Date-quality Analysis in China

Author

Zhou Xuhui, Zhang Xuan, Cao Tingting, Shen Chao, and WU Dongli

Subjects
Hydrology, Observation system, media_common.quotation_subject, Data quality, Yangtze river, Environmental science, Quality (business), Water cycle, Water content, media_common
Abstract

The observations of soil moisture are invaluable for researching the trends in the water cycle related to climate or land-surface cover change. Nevertheless, the data quality of soil moisture observation stay in a low level and the acquaintance of equipment operation monitoring is lacking, which lead the soil moisture data unavailable. This paper introduces a soil moisture observation system briefly we have designed based on the Atmospheric Observing System Operation and Monitoring. Then the emphasis is mentioned on the quality control of observational data. The vertical distributions of soil moisture observation in September for example are presented after the data quality control, and the soil in the north is dry and in the south is wet while considering the Yangtze River as the boundary.

Published
2019

46. Physical and Chemical Characteristics of Condensable Particulate Matter from an Ultralow-Emission Coal-Fired Power Plant

Author

Jingwei Li, Min Li, Shengyong Lu, Chenyang Zhou, Jianhua Yan, Zhifu Qi, Xiaodong Li, and Wu Dongli

Subjects
Total organic carbon, 010504 meteorology & atmospheric sciences, Chemistry, General Chemical Engineering, Energy Engineering and Power Technology, Fraction (chemistry), 010501 environmental sciences, Particulates, 01 natural sciences, Organic fraction, Fuel Technology, Environmental chemistry, Coal fired power plant, Total particulate matter, 0105 earth and related environmental sciences
Abstract

Condensable particulate matter is the predominant contributor to the total particulate matter emissions of coal-fired power plants. In the studied ultralow-emission coal-fired power plant, the emission concentrations of condensable and filterable particulate matter in the stack were 1.6 mg/Nm3 and 7.9 mg/Nm3. The organic fraction in condensable particulate matter was mainly composed of alkanes, esters, and other complex organic compounds. The organic fraction comprised 54% of the total concentrations of condensable particulate matter tested at the stack. The organic fraction in condensable particulate matter might contribute significantly to the organic carbon in atmospheric PM2.5. SO42– accounted for the highest concentrations in the inorganic fraction of condensable particulate matter. Na and Ca were predominant metal elements in the inorganic fraction. The inorganic fraction of condensable particulate matter mainly contributed to the water-soluble ions in atmospheric PM2.5. The total particulate matter...

Published
2017

47. Particulate Matter Emission Characteristics and Removal Efficiencies of a Low-Low Temperature Electrostatic Precipitator

Author

Jingwei Li, Xie Weiyang, Liu Chunhong, Wu Dongli, Xiaodong Li, and Zhifu Qi

Subjects
Chemistry, 020209 energy, General Chemical Engineering, Analytical chemistry, Energy Engineering and Power Technology, Electrostatic precipitator, Iso standards, 02 engineering and technology, 010501 environmental sciences, Particulates, 01 natural sciences, Fuel Technology, 0202 electrical engineering, electronic engineering, information engineering, 0105 earth and related environmental sciences
Abstract

The low-low temperature electrostatic precipitator (LLT-ESP) has been developed recently to improve the performance of traditional low temperature electrostatic precipitators. In this study, the particulate matter emission characteristics and removal efficiencies of were investigated on an LLT-ESP. Filterable particulate matter (FPM) was tested according to ISO standard 23210-2009, and condensable particulate matter (CPM) was tested according to U.S. EPA Method 202. The LLT-ESP showed excellent removal efficiency for FPM, with total FPM removal efficiencies of more than 99.9%. The removal efficiencies of FPM increased with the rising particulate diameter; for FPM2.5, removal efficiencies ranged from 96.5 to 98.2%. The LLT-ESP also showed remarkable removal efficiencies for CPM, with CPM removal efficiencies of more than 60.9%. The removal mechanism of CPM in the ESP was different from that of FPM. After the LLT-ESP, the quantity relationship between FPM and CPM reversed. For further reduced emission of PM...

Published
2017

48. Projections in enlargements of filtrations under Jacod's hypothesis and examples

Author

Gapeev, Pavel, Jeanblanc, Monique, Wu, Dongli, JEANBLANC, Monique, Department of Mathematics London School of Economics, London School of Economics and Political Science (LSE), Laboratoire de Mathématiques et Modélisation d'Evry (LaMME), Institut National de la Recherche Agronomique (INRA)-Université d'Évry-Val-d'Essonne (UEVE)-ENSIIE-Centre National de la Recherche Scientifique (CNRS), and ENSIIE-Université d'Évry-Val-d'Essonne (UEVE)-Institut National de la Recherche Agronomique (INRA)-Centre National de la Recherche Scientifique (CNRS)

Subjects
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-PR] Mathematics [math]/Probability [math.PR]
Abstract

In this paper, we consider two kinds of enlargements of a Brownian filtration F: the initial enlargement with a random time τ , denoted by F (τ) , and the progressive enlargement with τ , denoted by G. We assume Jacod's equivalence hypothesis, that is, the existence of a positive F-conditional density for τ. Then, starting with the predictable representation of an F (τ)-martingale Y (τ) in terms of a standard F (τ)-Brownian motion, we consider its projection on G, denoted by Y G , and on F, denoted by y. We show how to obtain the coefficients which appear in the predictable representation property for Y G (and y) in terms of Y (τ) and its predictable representation. In the last part, we give examples of conditional densities.

Published
2019

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