Publications (40)
Arbitrages in a Progressive Enlargement Setting
Anna Aksamit, Tahir Choulli, Jun Deng +1
This paper completes the analysis of Choulli et al. Non-Arbitrage up to Random Horizons and after Honest Times for Semimartingale Models and contains two principal contributions. T…
Anomalous charge density wave in a two-dimensional superatomic superconductor
Boqin Song, Shuaishuai Sun, Zhongxu Wei +12
The spatial modulation of electron density into a wave-like pattern, known as charge density wave (CDW), represents a fundamental quantum state that often coexists with superconduc…
The Evolution of Digital Twins from Reactive to Agentic Systems
Omer San, Adil Rasheed, Eda Bozdemir +1
Digital twins are evolving into self-learning, autonomous systems that link models, data, and human interaction. Realizing their full potential depends on interoperability, standar…
Non-Arbitrage under a Class of Honest Times
Tahir Choulli, Anna Aksamit, Jun Deng +1
This paper quantifies the interplay between the non-arbitrage notion of No-Unbounded-Profit-with-Bounded-Risk (NUPBR hereafter) and additional information generated by a random tim…
Superconductivity in the layered cage compound Ba3Rh4Ge16
Yi Zhao, Jun Deng, A. Bhattacharyya +9
We report the synthesis and superconducting properties of a layered cage compound Ba3Rh4Ge16. Similar to Ba3Ir4Ge16, the compound is composed of 2D networks of cage units, formed b…
Orthonormal Expansion l1-Minimization Algorithms for Compressed Sensing
Zai Yang, Cishen Zhang, Jun Deng +1
Compressed sensing aims at reconstructing sparse signals from significantly reduced number of samples, and a popular reconstruction approach is -norm minimization. In this…
A Patient-Specific Digital Twin for Adaptive Radiotherapy of Non-Small Cell Lung Cancer
Anvi Sud, Jialu Huang, Gregory R. Hart +4
Radiotherapy continues to become more precise and data dense, with current treatment regimens generating high frequency imaging and dosimetry streams ideally suited for AI driven t…
Hedging with Bitcoin Futures: The Effect of Liquidation Loss Aversion and Aggressive Trading
Carol Alexander, Jun Deng, Bin Zou
We consider the hedging problem where a futures position can be automatically liquidated by the exchange without notice. We derive a semi-closed form for an optimal hedging strateg…
Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets
Jun Deng, Hua Zong, Yun Wang
This article analytically characterizes the impermanent loss of concentrated liquidity provision for automatic market makers in decentralised markets such as Uniswap. We propose tw…
An Explicit Default Contagion Model and Its Application to Credit Derivatives Pricing
Dianfa Chen, Jun Deng, Jianfen Feng +1
We propose a novel credit default model that takes into account the impact of macroeconomic information and contagion effect on the defaults of obligors. We use a set-valued Markov…
Monte Carlo Simulation of Indoor External Exposure due to Gamma-emitting Radionuclides in Building Materials
Jun Deng, Lei Cao, Xu Su
The use of building materials containing naturally occurring radionuclides,such as K-40, U-238 and Th-232 and their progeny, could lead to external exposures of the residents of su…
Disorder-broadened phase boundary with enhanced amorphous superconductivity in pressurized In2Te5
Yi Zhao, Tianping Ying, Lingxiao Zhao +17
As an empirical tool in materials science and engineering, the iconic phase diagram owes its robustness and practicality to the topological characteristics rooted in the celebrated…
Fermi surface nesting, vacancy ordering and the emergence of superconductivity in IrSb compounds
Tianping Ying, Tongxu Yu, Erjian Cheng +7
Fermi surface nesting, as a peculiar reciprocal space feature, is not only closely correlated with the real space superstructure, but also directly modulates the underlying electro…
Enforced symmetry breaking for anomalous valley Hall effect in two-dimensional hexagonal lattices
Yongqian Zhu, Jia-Tao Sun, Jinbo Pan +2
The anomalous valley Hall effect (AVHE) is a pivotal phenomenon that allows for the exploitation of the valley degree of freedom in materials. A general strategy for its realizatio…
Highly-robust reentrant superconductivity in CsV3Sb5 under pressure
Xu Chen, Xinhui Zhan, Xiaojun Wang +5
Here we present the superconducting property and structural stability of kagome CsV3Sb5 under in-situ high pressures. For the initial SC-I phase, its Tc is quickly enhanced from 3.…
Magnetic structure of free cobalt clusters studied with Stern-Gerlach deflection experiments
F. W. Payne, Wei Jiang, J. W. Emmert +2
We have studied the magnetic properties of free cobalt clusters in two semi-independent Stern-Gerlach deflection experiments at temperatures between 60 and 307 K. We find that clus…
Non-arbitrage for Informational Discrete Time Market Models
Tahir Choulli, Jun Deng
This paper focuses on the stability of the non-arbitrage condition in discrete time market models when some unknown information is partially/fully incorporated into the market…
Truthful Mechanisms for Secure Communication in Wireless Cooperative System
Jun Deng, Rongqing Zhang, Lingyang Song +2
To ensure security in data transmission is one of the most important issues for wireless relay networks, and physical layer security is an attractive alternative solution to addres…
Non-Arbitrage Under Additional Information for Thin Semimartingale Models
Anna Aksamit, Tahir Choulli, Jun Deng +1
This paper completes the two studies undertaken in \cite{aksamit/choulli/deng/jeanblanc2} and \cite{aksamit/choulli/deng/jeanblanc3}, where the authors quantify the impact of a ran…
Delicate Superconductivity in NaAlGe Single Crystal
Zhaoxu Chen, Yuxin Yang, Jun Deng +3
Nodal-line superconductor NaAlSi with a transition temperature () of 7 K has attracted considerable attention in recent years, whereas its Ge counterpart, NaAlGe, does not sup…
Spatially separated superconductivity and enhanced charge-density-wave ordering in IrTe2 nano-flake
Yanpeng Song, Fanqi Meng, Tianping Ying +7
The interplay among various collective electronic states such as superconductivity (SC) and charge density wave (CDW) is of tremendous significance in low-dimensional transition me…
Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time
Jun Deng, Bin Zou
We study a quadratic hedging problem for a sequence of contingent claims with random weights in discrete time. We obtain the optimal hedging strategy explicitly in a recursive repr…
Molecule Oxygen Induced Ferromagnetism and Half-metallicity in α-BaNaO4: A First Principles Study
Jun Deng, Jiangang Guo, Xiaolong Chen
Molecule oxygen resembles 3d and 4f metals in exhibiting long-range spin ordering and electron strong correlated behaviors in compounds. The ferromagnetic spin ordering and half-me…
Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets
Zhiyong Cheng, Jun Deng, Tianyi Wang +1
Using the generalized extreme value theory to characterize tail distributions, we address liquidation, leverage, and optimal margins for bitcoin long and short futures positions. T…
Superconductivity in Li-intercalated 1T-SnSe2 driven by electric-field gating
Yanpeng Song, Xiaowei Liang, Jiangang Guo +3
Creating carrier reservoirs in layered compounds can effectively tune the carrier density, which often induces a variety of emergent properties. Based on solid-ion-conductor gating…
How Non-Arbitrage, Viability and Numéraire Portfolio are Related
Tahir Choulli, Jun Deng, Junfeng Ma
This paper proposes two approaches that quantify the exact relationship among the viability, the absence of arbitrage, and/or the existence of the numéraire portfolio under minima…
Quasi-two-body decays in the PQCD approach
Jun Deng, Xian-Qiao Yu
We study the quasi-two-body decays in the perturbative QCD framework at leading order. The and pairs are produce…
Intrinsically ultralow thermal conductivity in all-inorganic superatomic bulk crystals
Mingzhang Yang, Yuxi Wang, Jun Deng +7
Superatomic compounds, composed of atomic clusters interwoven by weak chemical bonds exhibit large anharmonicity vibrations, are excellent candidates for ultralow thermal conductiv…
Non-Arbitrage up to Random Horizon for Semimartingale Models
Anna Aksamit, Tahir Choulli, Jun Deng +1
This paper addresses the question of how an arbitrage-free semimartingale model is affected when stopped at a random horizon. We focus on No-Unbounded-Profit-with-Bounded-Risk (cal…
Superconductivity in an Orbital-reoriented SnAs Square Lattice: a Case Study of Li0.6Sn2As2 and NaSnAs
Junjie Wang, Tianping Ying, Jun Deng +14
Searching for functional square lattices in layered superconductor systems offers an explicit clue to modify the electron behavior and find exotic properties. The trigonal SnAs3 st…
Two-Dimensional Electron Gas with High Mobility Forming at BaO/SrTiO3 Interface
Cheng Cao, Shengru Chen, Jun Deng +7
Two-dimensional electron gas (2DEG) formed at the interface between two insulating oxides offers an opportunity for fundamental research and device applications. Binary alkaline ea…
A Fault Location Method Based on Electromagnetic Transient Convolution Considering Frequency-Dependent Parameters and Lossy Ground
Guanbo Wang, Chijie Zhuang, Jun Deng +1
As the capacity of power systems grows, the need for quick and precise short-circuit fault location becomes increasingly vital for ensuring the safe and continuous supply of power.…
Surface sites drive Fe enrichment at reactive olivine interfaces
Ming Geng, Kunfeng Qiu, Jun Deng +1
Calculations based on density functional theory and statistical mechanics reveal how Fe site preference in olivine is altered at interfaces. Although the M1 site is favoured in bul…
Proactive Action Visual Residual Reinforcement Learning for Contact-Rich Tasks Using a Torque-Controlled Robot
Yunlei Shi, Zhaopeng Chen, Hongxu Liu +5
Contact-rich manipulation tasks are commonly found in modern manufacturing settings. However, manually designing a robot controller is considered hard for traditional control metho…
Spin-flip-driven giant magneto-transport in A-type antiferromagnet NaCrTe2
Junjie Wang, Jun Deng, Xiaowei Liang +8
For anisotropic magneto-resistance (AMR) effect, its value synergistically depends on the magnitudes of magneto-resistance (MR) and magneto-crystalline anisotropy energy (MAE) simu…
Structure conditions under progressively added information
Tahir Choulli, Jun Deng
It has been understood that the "local" existence of the Markowitz' optimal portfolio or the solution to the local-risk minimization problem is guaranteed by some specific mathemat…
Net Buying Pressure and the Information in Bitcoin Option Trades
Carol Alexander, Jun Deng, Jianfen Feng +1
How do supply and demand from informed traders drive market prices of bitcoin options? Deribit options tick-level data supports the limits-to-arbitrage hypothesis about the market…
Center-of-Mass-based Robust Grasp Planning for Unknown Objects Using Tactile-Visual Sensors
Qian Feng, Zhaopeng Chen, Jun Deng +3
An unstable grasp pose can lead to slip, thus an unstable grasp pose can be predicted by slip detection. A regrasp is required afterwards to correct the grasp pose in order to fini…
Large spin gaps in half metals MN4 (M=Mn, Fe, Co) with N2 dimers
Jun Deng, Ning Liu, Jiangang Guo +1
We predict that cubic MN4 (M=Mn, Fe, Co) are all half metals with the largest spin gap up to ~ 5 eV. They possess robust ferromagnetic ground states with the highest Curie temperat…
Tightly-bound and room-temperature-stable excitons in van der Waals degenerate-semiconductor Bi4O4SeCl2 with high charge-carrier density
Yueshan Xu, Junjie Wang, Bo Su +9
Excitons, which represent a type of quasi-particles consisting of electron-hole pairs bound by the mutual Coulomb interaction, were often observed in lowly-doped semiconductors or…