arXiv subjects

Wang Yi

Publications and source records attributed to Wang Yi.

At least 19 recordsLinked to original sources

arXiv2026

Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets

Improvements in return forecast accuracy do not always lead to proportional improvements in portfolio decision quality, especially under realistic trading frictions and constraints. This paper adopts the Smart Predict--then--Optimize (SPO) paradigm for portfolio optimization in real markets, which explicitly aligns the learning objective with downstream portfolio decision quality rather than pointwise prediction accuracy. Within this paradigm, predictive models are trained using an SPO-based surrogate loss that directly reflects the performance of the resulting investment decisions. To preserve interpretability and robustness, we employ linear predictors built on return-based and technical-indicator features and integrate them with portfolio optimization models that incorporate transaction costs, turnover control, and regularization. We evaluate the proposed approach on U.S. ETF data (2015--2025) using a rolling-window backtest with monthly rebalancing. Empirical results show that decision-focused training consistently improves risk-adjusted performance over predict--then--optimize baselines and classical optimization benchmarks, and yields strong robustness during adverse market regimes (e.g., the 2020 COVID-19). These findings highlight the practical value of the Smart Predict--then--Optimize paradigm for portfolio optimization in realistic and non-stationary financial environments.

q-fin.PM↗

arXiv2025

Compiling the Mimosa programming language to RTOS tasks

This paper introduces a compilation scheme for programs written in the Mimosa programming language, which builds upon the MIMOS model of computation. Mimosa describes embedded systems software as a collection of time-triggered processes which communicate through FIFO queues. We formally describe an adaptation of the Lustre compilation scheme to the semantics of Mimosa and show how the coordination layer can be mapped to real-time operating system primitives.

cs.PL↗

arXiv2025

Exploring Busy Period for Worst-Case Deadline Failure Probability Analysis

Busy period is a fundamental concept in classical deterministic real-time scheduling analysis. In this deterministic context, only one busy period - which starts at the critical instant - needs to be considered, which identifies the worst-case scenario and thus paves the way for the development of efficient and safe analysis techniques. However, a recent work has revealed that, in the context of \textit{probabilistic} real-time scheduling analysis, only considering critical instant is not safe. In this paper, we address this gap by systematically analyzing deadline miss probabilities across varying busy period starting points. We propose a novel method of Worst-Case Deadline Failure Probability (WCDFP) for probabilistic fixed-priority preemptive scheduling. Experimental results demonstrate significant improvements over state-of-the-art methods achieved by our proposed method.

cs.NI↗

arXiv2025

An Encoding of Interaction Nets in OCaml

Interaction nets constitute a visual programming language grounded in graph transformation. Owing to their distinctive properties, they inherently facilitate parallelism in the rewriting step. This paper showcases a simple and concise approach to encoding interaction nets within the programming language OCaml, emphasising correctness guarantees. To achieve this objective, we encode not only the interaction net primitives, but also Lafont's original type system.

cs.PL↗

arXiv2025

Mimosa: A Language for Asynchronous Implementation of Embedded Systems Software

This paper introduces the Mimosa language, a programming language for the design and implementation of asynchronous reactive systems, describing them as a collection of time-triggered processes which communicate through FIFO buffers. Syntactically, Mimosa builds upon the Lustre data-flow language, augmenting it with a new semantics to allow for the expression of side-effectful computations, and extending it with an asynchronous coordination layer which orchestrates the communication between processes. A formal semantics is given to both the process and coordination layer through a textual and graphical rewriting calculus, respectively, and a prototype interpreter for simulation is provided.

cs.PL↗

arXiv2023

Influencing factors investigation of passenger head injury in subway collisions

With the development of the subway and the pressing demand of environmentally friendly transportation, more and more people travel by subway. In recent decades, the issues about passenger passive safety on the train have received extensive attention. In this research, the head injury of a standing passenger in the subway is investigated. Three MADYMO models of the different standing passenger postures, defined as baseline scenarios, are numerically set up. HIC15 values of passengers with different postures are gained by systematic parametric studies. The injury numerical simulation results of various scenarios with different friction coefficients, collision acceleration, standing angle, horizontal handrail height, and ring handrail height are analyzed. Results show that the horizontal handrail provides better protection in the three different standing passenger postures. Different friction coefficients and the standing angle have great impact on the head injuries of passengers in three different scenarios. The handrail height also has some effects on head injury of passengers with different standing postures, so it is necessary to be considered when designing the interior layout of the subway. This study may provide guidance for the safety design of the subway and some advices for standing subway passengers.

physics.soc-ph↗

arXiv2023

Different Ways to Deal with Subway Accidents

physics.soc-ph↗

arXiv2021

Investigations of Sizes and Dynamical Motions of Solar Photospheric Granules by a Novel Granular Segmenting Algorithm

Granules observed in solar photosphere are believed to be convective and turbulent, but the physical picture of granular dynamical process remains unclear. Here we performed an investigation of granular dynamical motions of full length scales based on data obtained by the 1-meter New Vacuum Solar Telescope (NVST) and the 1.6-meter Goode Solar Telescope (GST). We developed a new granule segmenting method, which can detect both small faint and large bright granules. A large number of granules were detected and two critical sizes, 265 km and 1420 km, were found to separate the granules into three length ranges. The granules with sizes above 1420 km follow Gaussian distribution, and demonstrate "flat" in flatness function, which shows that they are non-intermittent and thus are dominated by convective motions. Small granules with sizes between 265 and 1420 km are fitted by a combination of power law function and Gauss function, and exhibit non-linearity in flatness function, which reveals that they are in the mixing motions of convection and turbulence. Mini granules with sizes below 265 km follow power law distribution and demonstrate linearity in flatness function, indicating that they are intermittent and strongly turbulent. These results suggest that a cascade process occurs: large granules break down due to convective instability, which transport energy into small ones; then turbulence is induced and grows, which competes with convection and further causes the small granules to continuously split. Eventually, the motions in even smaller scales enter in a turbulence-dominated regime.

astro-ph.SR↗

arXiv2020

MIMOS: A Deterministic Model for the Design and Update of Real-Time Systems

Inspired by the pioneering work of Gilles Kahn on concurrent systems, we propose to model timed systems as a network of software components (implemented as real-time processes or tasks), each of which is specified to compute a collection of functions according to given timing constraints. We present a fixed-point semantics for this model which shows that each system function of such a network computes for a given set of (timed) input streams, a deterministic (timed) output stream. As a desired feature, such a network model can be modified by integrating new components for adding new system functions without changing the existing ones. Additionally, existing components may be replaced also by new ones fulfilling given requirements. Thanks to the deterministic semantics, a model-based approach is enabled for not only building systems but also updating them after deployment, allowing for efficient analysis techniques such as model-in-the-loop simulation to verify the complete behaviour of the updated system.

cs.DC↗

arXiv2020

Schedulability Bounds for Parallel Real-Time Tasks under Global Rate-Monotonic Scheduling

Schedulability bounds not only serve as efficient tests to decide schedulability of real-time task systems but also reveal insights about the worst-case performance of scheduling algorithms. Different from sequential real-time task systems for which utilization is a suitable metric to develop schedulability bounds, schedulability of parallel real-time tasks depends on not only utilization but also the workload graph structure of tasks, which can be well represented by the tensity metric. In this paper, we develop new analysis techniques for parallel real-time task systems under Global Rate-Monotonic (G-RM) scheduling and obtain new results on schedulability bounds based on these two metrics: utilization and tensity. First, we develop the first utilization-tensity bound for G-RM. Second, we improve the capacity augmentation bound of G-RM from the best known value 3.73 to 3.18. These schedulability bounds not only provide theoretical insights about real-time performance of G-RM, but also serve as highly efficient schedulability tests, which are particularly suitable to design scenarios in which detailed task graph structures are unknown or may change at run-time. Experiments with randomly generated task sets show that our new results consistently outperform the state-of-the-art with a significant margin under different parameter settings.

cs.DC↗

arXiv2020

Study on particulate matter emissions from traffic by cellular automaton model with slow-to-start effect

Based on the empirical particulate emission model, we studied Particulate Matter (PM) emission of some typical cellular automata VDR model and TT model with slow-to-start rules under periodic condition and open boundary condition. By simulations, it is found that the emission of the slow-to-start rule model reaches the maximum emission at metastable state under periodic boundary condition. Under open boundary condition, the phase diagram to reflect traffic congestion is obtained. The injection probability and removal probability have a great impact on PM emissions. Moreover, the effects of motion status on emissions in the VDR model and TT model are studied under two different boundary conditions. Numerical simulation shows that the PM emission of decelerating traffic flow reaches the maximum in the congestion state under periodic boundary condition. Under the open boundary conditions with the same departure probability, the variation trend of particulate emission varies with the state of different vehicle movements. For different removal probabilities, the different maximum concentration of particulate matter is emitted even if the vehicle is in the same motion state.

nlin.CG↗

arXiv2020

On the Analysis of Parallel Real-Time Tasks with Spin Locks

Locking protocol is an essential component in resource management of real-time systems, which coordinates mutually exclusive accesses to shared resources from different tasks. Although the design and analysis of locking protocols have been intensively studied for sequential real-time tasks, there has been little work on this topic for parallel real-time tasks. In this paper, we study the analysis of parallel real-time tasks using spin locks to protect accesses to shared resources in three commonly used request serving orders (unordered, FIFO-order and priority-order). A remarkable feature making our analysis method more accurate is to systematically analyze the blocking time which may delay a task's finishing time, where the impact to the total workload and the longest path length is jointly considered, rather than analyzing them separately and counting all blocking time as the workload that delays a task's finishing time, as commonly assumed in the state-of-the-art.

cs.DC↗

arXiv2017

Utilization-Based Scheduling of Flexible Mixed-Criticality Real-Time Tasks

Mixed-criticality models are an emerging paradigm for the design of real-time systems because of their significantly improved resource efficiency. However, formal mixed-criticality models have traditionally been characterized by two impractical assumptions: once \textit{any} high-criticality task overruns, \textit{all} low-criticality tasks are suspended and \textit{all other} high-criticality tasks are assumed to exhibit high-criticality behaviors at the same time. In this paper, we propose a more realistic mixed-criticality model, called the flexible mixed-criticality (FMC) model, in which these two issues are addressed in a combined manner. In this new model, only the overrun task itself is assumed to exhibit high-criticality behavior, while other high-criticality tasks remain in the same mode as before. The guaranteed service levels of low-criticality tasks are gracefully degraded with the overruns of high-criticality tasks. We derive a utilization-based technique to analyze the schedulability of this new mixed-criticality model under EDF-VD scheduling. During runtime, the proposed test condition serves an important criterion for dynamic service level tuning, by means of which the maximum available execution budget for low-criticality tasks can be directly determined with minimal overhead while guaranteeing mixed-criticality schedulability. Experiments demonstrate the effectiveness of the FMC scheme compared with state-of-the-art techniques.

cs.DC↗

arXiv2017

Semi-Federated Scheduling of Parallel Real-Time Tasks on Multiprocessors

Federated scheduling is a promising approach to schedule parallel real-time tasks on multi-cores, where each heavy task exclusively executes on a number of dedicated processors, while light tasks are treated as sequential sporadic tasks and share the remaining processors. However, federated scheduling suffers resource waste since a heavy task with processing capacity requirement $x + ε$ (where $x$ is an integer and $0 < ε< 1$) needs $x + 1$ dedicated processors. In the extreme case, almost half of the processing capacity is wasted. In this paper we propose the semi-federate scheduling approach, which only grants $x$ dedicated processors to a heavy task with processing capacity requirement $x + ε$, and schedules the remaining $ε$ part together with light tasks on shared processors. Experiments with randomly generated task sets show the semi-federated scheduling approach significantly outperforms not only federated scheduling, but also all existing approaches for scheduling parallel real-time tasks on multi-cores.

cs.DC↗

arXiv2016

EDF-VD Scheduling of Mixed-Criticality Systems with Degraded Quality Guarantees

This paper studies real-time scheduling of mixed-criticality systems where low-criticality tasks are still guaranteed some service in the high-criticality mode, with reduced execution budgets. First, we present a utilization-based schedulability test for such systems under EDF-VD scheduling. Second, we quantify the suboptimality of EDF-VD (with our test condition) in terms of speedup factors. In general, the speedup factor is a function with respect to the ratio between the amount of resource required by different types of tasks in different criticality modes, and reaches 4/3 in the worst case. Furthermore, we show that the proposed utilization-based schedulability test and speedup factor results apply to the elastic mixed-criticality model as well. Experiments show effectiveness of our proposed method and confirm the theoretical suboptimality results.

cs.OH↗

arXiv2016

Licensed-Assisted Access to Unlicensed Spectrum in LTE Release 13

Exploiting the unlicensed spectrum is considered by 3GPP as one promising solution to meet the ever-increasing traffic growth. As a result, one major enhancement for LTE in Release 13 has been to enable its operation in the unlicensed spectrum via Licensed-Assisted Access (LAA). In this article, we provide an overview of the Release 13 LAA technology including motivation, use cases, LTE enhancements for enabling the unlicensed band operation, and the coexistence evaluation results contributed by 3GPP participants.

cs.NI↗

arXiv2015

Time-resolved measure technique for electron beam envelope basing on synchronous framing and streaking principle

The time-resolved electron beam envelope parameters including sectional distribution and position are important and necessary for the study of beam transmission characteristics in the magnetic field and verifying the magnetic field setup rationality. One kind of high time-resolved beam envelope measurement system has developed recently. It is mainly constituted of high framing camera and streak camera. It can obtain 3 panoramic images of the beam and the time continuous information of the given beam cross section at one time. The recently obtained data has proved that several fast vibration of beam envelope along the diameter direction occur during the rising edge and the falling edge of the electron beam. The vibration period is about several nanoseconds. The effect of magnetic field on the electron beam is also observed and verified. The beam debug experiments have proved that the existing beam transmission design is reasonable and viable. The beam envelope measurement system will establish a good foundation for beam physics research.

physics.acc-ph↗

arXiv2014

Horn Clauses for Communicating Timed Systems

Languages based on the theory of timed automata are a well established approach for modelling and analysing real-time systems, with many applications both in industrial and academic context. Model checking for timed automata has been studied extensively during the last two decades; however, even now industrial-grade model checkers are available only for few timed automata dialects (in particular Uppaal timed automata), exhibit limited scalability for systems with large discrete state space, or cannot handle parametrised systems. We explore the use of Horn constraints and off-the-shelf model checkers for analysis of networks of timed automata. The resulting analysis method is fully symbolic and applicable to systems with large or infinite discrete state space, and can be extended to include various language features, for instance Uppaal-style communication/broadcast channels and BIP-style interactions, and systems with infinite parallelism. Experiments demonstrate the feasibility of the method.

cs.LO↗