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8. Estimating Time-Varying Networks for High-Dimensional Time Series

Author

Chen, Jia, Li, Degui, Li, Yuning, and Linton, Oliver

Subjects
Statistics - Methodology, Economics - Econometrics
Abstract

We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices evolving smoothly over time. Two types of time-varying graphs are investigated: one containing directed edges of Granger causality linkages, and the other containing undirected edges of partial correlation linkages. Under the sparse structural assumption, we propose a penalised local linear method with time-varying weighted group LASSO to jointly estimate the transition matrices and identify their significant entries, and a time-varying CLIME method to estimate the precision matrices. The estimated transition and precision matrices are then used to determine the time-varying network structures. Under some mild conditions, we derive the theoretical properties of the proposed estimates including the consistency and oracle properties. In addition, we extend the methodology and theory to cover highly-correlated large-scale time series, for which the sparsity assumption becomes invalid and we allow for common factors before estimating the factor-adjusted time-varying networks. We provide extensive simulation studies and an empirical application to a large U.S. macroeconomic dataset to illustrate the finite-sample performance of our methods.

Published
2023

9. Three essays on the econometric methods for high-dimensional economic and financial data using factor structures

Author

Li, Yuning and Chen, Jia

Abstract

This dissertation is a collection of three independent essays that explore novel econometric approaches for analyzing high-dimensional economic and financial data. A key commonality among these essays is the use of a factor structure, which aims to capture the underlying latent factors that drive the dynamics of the data. Moreover, each essay focuses on a unique aspect of the high-dimensional factor model, delving into diverse areas such as high-frequency data analysis, network analysis, and portfolio management in financial markets. Chapter 1 studies high-frequency cross-sectional intraday stock returns which are contaminated with microstructure noise and exhibit co-movements. A dual factor model is introduced to capture the underlying dynamics of efficient prices and microstructure noise. Then a Double Principal Component Analysis (DPCA) method is proposed for the estimation of common factors for both efficient prices and microstructure noise. Chapter 2 shifts the focus to network analysis for high-dimensional time series. Using a high-dimensional time-varying factor-adjusted vector autoregressive (VAR) model framework, two types of networks are investigated: a directed Granger causality network and an undirected partial correlation network. To estimate the transition and precision matrices, a penalized local linear method with a time-varying weighted group LASSO and a time-varying CLIME method is proposed. Chapter 3 addresses the estimation of large dynamic precision matrices with multiple conditioning variables. To overcome the challenges of high dimensionality and cross-dependence, an approximate factor structure is introduced. A semiparametric method based on model averaging marginal regression is employed to approximate the underlying dynamic covariance matrices of the factors and the idiosyncratic components. The estimate of the dynamic precision matrices for the original time series is then obtained by utilising the Sherman-Morrison-Woodbury formula, and is applied in the construction of the minimum variance portfolio. Throughout each chapter, asymptotic properties of the proposed estimates are established and validated through extensive Monte Carlo simulations. These methods are further applied to stock return datasets or a macroeconomic dataset to demonstrate their strong performance.

Published
2023

21. The bacterial and fungal communities of the larval midgut of Spodoptera frugiperda (Lepidoptera: Noctuidae) varied by feeding on two cruciferous vegetables

Author

Li Yuning, Liu Luyang, Cai Xueming, Yang Xianmei, Lin Jintian, and Shu Benshui

Subjects
Medicine, Science
Abstract

Abstract Spodoptera frugiperda is a highly polyphagous pest worldwide with a wide host range that causes serious losses to many economically important crops. Recently, insect-microbe associations have become a hot spot in current entomology research, and the midgut microbiome of S. frugiperda has been investigated, while the effects of cruciferous vegetables remain unknown. In this study, the growth of S. frugiperda larvae fed on an artificial diet, Brassica campestris and Brassica oleracea for 7 days was analyzed. Besides, the microbial community and functional prediction analyses of the larval midguts of S. frugiperda fed with different diets were performed by high-throughput sequencing. Our results showed that B. oleracea inhibited the growth of S. frugiperda larvae. The larval midgut microbial community composition and structure were significantly affected by different diets. Linear discriminant analysis effect size (LEfSe) suggested 20 bacterial genera and 2 fungal genera contributed to different gut microbial community structures. The functional classification of the midgut microbiome analyzed by PICRUSt and FUNGuild showed that the most COG function categories of midgut bacterial function were changed by B. oleracea, while the guilds of fungal function were altered by B. campestris significantly. These results showed that the diversity and structure of the S. frugiperda midgut microbial community were affected by cruciferous vegetable feeding. Our study provided a preliminary understanding of the role of midgut microbes in S. frugiperda larvae in response to cruciferous vegetables.

Published
2022
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31. Development of New Environmentally Friendly Waterborne Coating for Engine Use

Author

Li, Yuning, Wang, Zhen, China Society of Automotive Engineers, Angrisani, Leopoldo, Series Editor, Arteaga, Marco, Series Editor, Panigrahi, Bijaya Ketan, Series Editor, Chakraborty, Samarjit, Series Editor, Chen, Jiming, Series Editor, Chen, Shanben, Series Editor, Chen, Tan Kay, Series Editor, Dillmann, Rüdiger, Series Editor, Duan, Haibin, Series Editor, Ferrari, Gianluigi, Series Editor, Ferre, Manuel, Series Editor, Hirche, Sandra, Series Editor, Jabbari, Faryar, Series Editor, Jia, Limin, Series Editor, Kacprzyk, Janusz, Series Editor, Khamis, Alaa, Series Editor, Kroeger, Torsten, Series Editor, Liang, Qilian, Series Editor, Martín, Ferran, Series Editor, Ming, Tan Cher, Series Editor, Minker, Wolfgang, Series Editor, Misra, Pradeep, Series Editor, Möller, Sebastian, Series Editor, Mukhopadhyay, Subhas, Series Editor, Ning, Cun-Zheng, Series Editor, Nishida, Toyoaki, Series Editor, Pascucci, Federica, Series Editor, Qin, Yong, Series Editor, Seng, Gan Woon, Series Editor, Speidel, Joachim, Series Editor, Veiga, Germano, Series Editor, Wu, Haitao, Series Editor, and Zhang, Junjie James, Series Editor

Published
2021
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34. New 3,3'-(ethane-1, 2-diylidene)bis(indolin-2-one) (EBI)-based small molecule semiconductors for organic solar cells

Author

Borgne, Mylene Le, Quinn, Jesse, Martín, Jaime, Stingelin, Natalie, Li, Yuning, and Wantz, Guillaume

Subjects
Condensed Matter - Materials Science
Abstract

A series of donor-acceptor-donor (D-A-D) structured small-molecule compounds, with 3,3'-(ethane-1,2-diylidene)bis(indolin-2-one) (EBI) as a novel electron acceptor building block coupled with various electron donor end-capping moieties (thiophene, bithiophene and benzofuran), were synthesized and characterized. When the fused-ring benzofuran is combined to EBI (EBI-BF), the molecules displayed a perfectly planar conformation and afforded the best charge tranport properties among these EBI compounds with a hole mobility of up to 0.021 cm2 V-1 s-1. All EBI-based small molecules were used as donor material along with a PC61BM acceptor for the fabrication of solution-processed bulk-heterojunction (BHJ) solar cells. The best performing photovoltaic devices are based on the EBI derivative using the bithiophene end-capping moiety (EBI-2T) with a maximum power conversion efficiency (PCE) of 1.92%, owing to the broad absorption spectra of EBI-2T and the appropriate morphology of the BHJ. With the aim of establishing a correlation between the molecular structure and the thin film morphology, differential scanning calorimetry, atomic force microscopy and X-ray diffraction analysis were performed on neat and blend films of each material.

Published
2017

35. Synthesis and properties of a novel narrow band gap oligomeric diketopyrrolopyrrole-based organic semiconductor

Author

Borgnea, Mylene Le, Quinn, Jesse, Martín, Jaime, Stingelin, Natalie, Wantz, Guillaume, and Li, Yuning

Subjects
Condensed Matter - Materials Science
Abstract

An oligomeric semiconductor containing three bisthiophenediketopyrrolopyrole units (Tri-BTDPP) was synthesized and characterized. Tri-BTDPP has a HOMO level of -5.34 eV, a broad absorption close to the near infrared region and a low band gap of 1.33 eV. Additionally, a promising hole mobility of 1 x 10-3 cm V-1 s-1 was achieved after thermal annealing at 150 C in organic field effect transistors (OFET). Organic photovoltaic (OPV) cells containing Tri-BTDPP and PC71BM as the donor/acceptor couple exhibited a power conversion efficiency (PCE) of 0.72%. Through an intensive study of the active layer using AFM, XRD, and DSC, it was found that Tri-BTDPP and PC71BM were unable to intermix effectively, resulting in oversized Tri-BTDPP crystalline phases and thus poor charge separation. Strategies to improve the OPV performance were thus proposed.

Published
2017

36. Dye-sensitized solar cells based on anatase- and brookite-TiO2: enhancing performance through optimization of phase composition, morphology and device architecture.

Author

Khazaei, Mobina, Mohammadi, M R, and Li, Yuning

Subjects
DYE-sensitized solar cells, SOLAR energy conversion, RUTILE, TITANIUM dioxide
Abstract

Herein, we demonstrate an optimization of dye-sensitized solar cells (DSSCs) through the development of single-layer and double-layer configurations. Focusing on the incorporation of brookite and anatase phases in varying ratios, the study aims to determine the optimal composition for enhanced photovoltaic performance. The active layer, composed of anatase- and brookite-TiO2 nanoparticles, is further modified with a scattering layer comprising a mixture of anatase nanoparticles and brookite-TiO2 in the form of nanocube or rice-like particles. The synthesis of TiO2 nanostructures with various morphologies and phase compositions and their subsequent application in single-layer and double-layer DSSCs are presented. The results highlight the superior light-harvesting capabilities achieved through the strategic incorporation of brookite phase into the anatase phase, emphasizing the importance of optimizing the anatase: brookite ratio. The single-layer DSSCs exhibit a peak efficiency of 8.73%, achieved with a composition of 30 wt.% brookite and 70 wt.% anatase at a thickness of 15 μ ms. In the context of double-layer DSSCs, the combined optimization of the active layer composition, scattering layer morphology, and utilization of anatase nanoparticles leads to a remarkable efficiency of 9.18%. These findings underscore the critical role of composition and morphology in enhancing the performance of DSSCs, showcasing the potential for brookite-based DSSCs in solar energy conversion. [ABSTRACT FROM AUTHOR]

Published
2024
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47. The Intangible Culture Heritage 'New Ecology' Under Emotional Demand of Interactive Experience

Author

Cai, Dongna, Li, Yuning, Li, Zhi, Huai, Yongjian, Angrisani, Leopoldo, Series Editor, Arteaga, Marco, Series Editor, Panigrahi, Bijaya Ketan, Series Editor, Chakraborty, Samarjit, Series Editor, Chen, Jiming, Series Editor, Chen, Shanben, Series Editor, Chen, Tan Kay, Series Editor, Dillmann, Rüdiger, Series Editor, Duan, Haibin, Series Editor, Ferrari, Gianluigi, Series Editor, Ferre, Manuel, Series Editor, Hirche, Sandra, Series Editor, Jabbari, Faryar, Series Editor, Jia, Limin, Series Editor, Kacprzyk, Janusz, Series Editor, Khamis, Alaa, Series Editor, Kroeger, Torsten, Series Editor, Liang, Qilian, Series Editor, Martín, Ferran, Series Editor, Ming, Tan Cher, Series Editor, Minker, Wolfgang, Series Editor, Misra, Pradeep, Series Editor, Möller, Sebastian, Series Editor, Mukhopadhyay, Subhas, Series Editor, Ning, Cun-Zheng, Series Editor, Nishida, Toyoaki, Series Editor, Pascucci, Federica, Series Editor, Qin, Yong, Series Editor, Seng, Gan Woon, Series Editor, Speidel, Joachim, Series Editor, Veiga, Germano, Series Editor, Wu, Haitao, Series Editor, Zhang, Junjie James, Series Editor, Liu, Xin, editor, Na, Zhenyu, editor, Wang, Wei, editor, Mu, Jiasong, editor, and Zhang, Baoju, editor

Published
2020
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48. Research on Video Compression Technology for Micro-Video Applications

Author

Cai, Dongna, Li, Yuning, Li, Zhi, Angrisani, Leopoldo, Series Editor, Arteaga, Marco, Series Editor, Panigrahi, Bijaya Ketan, Series Editor, Chakraborty, Samarjit, Series Editor, Chen, Jiming, Series Editor, Chen, Shanben, Series Editor, Chen, Tan Kay, Series Editor, Dillmann, Rüdiger, Series Editor, Duan, Haibin, Series Editor, Ferrari, Gianluigi, Series Editor, Ferre, Manuel, Series Editor, Hirche, Sandra, Series Editor, Jabbari, Faryar, Series Editor, Jia, Limin, Series Editor, Kacprzyk, Janusz, Series Editor, Khamis, Alaa, Series Editor, Kroeger, Torsten, Series Editor, Liang, Qilian, Series Editor, Martin, Ferran, Series Editor, Ming, Tan Cher, Series Editor, Minker, Wolfgang, Series Editor, Misra, Pradeep, Series Editor, Möller, Sebastian, Series Editor, Mukhopadhyay, Subhas, Series Editor, Ning, Cun-Zheng, Series Editor, Nishida, Toyoaki, Series Editor, Pascucci, Federica, Series Editor, Qin, Yong, Series Editor, Seng, Gan Woon, Series Editor, Speidel, Joachim, Series Editor, Veiga, Germano, Series Editor, Wu, Haitao, Series Editor, Zhang, Junjie James, Series Editor, Liu, Xin, editor, Na, Zhenyu, editor, Wang, Wei, editor, Mu, Jiasong, editor, and Zhang, Baoju, editor

Published
2020
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50. Molecular Engineering of a Doubly Quenched Fluorescent Probe Enables Ultrasensitive Detection of Biothiols in Highly Diluted Plasma and High-Fidelity Imaging of Dihydroartemisinin-Induced Ferroptosis

Author

Zeng, Qin, Yuwen, Zhiyang, Zhang, Lemeng, Li, Yuning, Liu, Hongwen, and Zhang, Kai

Abstract

The occurrence and development of diseases are accompanied by abnormal activity or concentration of biomarkers in cells, tissues, and blood. However, the insufficient sensitivity and accuracy of the available fluorescence probes hinder the precise monitoring of associated indexes in biological systems, which is generally due to the high probe intrinsic fluorescence and false-negative signal caused by the reactive oxygen species (ROS)-induced probe decomposition. To resolve these problems, we have engineered a ROS-stable, meso-carboxylate boron dipyrromethene (BODIPY)-based fluorescent probe, which displays quite a low background fluorescence due to the doubly quenched intrinsic fluorescence by a combined strategy of the photoinduced electron transfer (PET) effect and “ester-to-carboxylate” conversion. The probe achieved a high S/N ratio with ultrasensitivity and good selectivity toward biothiols, endowing its fast detection capability toward the biothiol level in 200×-diluted plasma samples. Using this probe, we achieved remarkable distinguishing of liver injury plasma from normal plasma even at 80× dilution. Moreover, owing to its good stability toward ROS, the probe was successfully employed for high-fidelity imaging of the negative fluctuation of the biothiol level in nonsmall-cell lung cancer (NSCLC) during dihydroartemisinin-induced ferroptosis. This delicate design of suppressing intrinsic fluorescence reveals insights into enhancing the sensitivity and accuracy of fluorescent probes toward the detection and imaging of biomarkers in the occurrence and development of diseases.

Published
2024
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