Kan Chen

Bioaccumulation and trophic transfer of PAHs in the Yellow River Estuary food web: A fugacity-based model for ecological and human health risk assessment

Xin Liu, Xuguang Hong, Hongjun Song, Degang Wang et autres

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Ecological carrying capacity of shellfish aquaculture: An ecosystem-quality approach in the Changshan Archipelago, China

Hongjun Song, Xin Liu, Kan Chen, Xueping Zhang et autres

An assessment of ecological carrying capacity is crucial to the sustainable development of aquaculture, the protection of ecosystems, and the facilitation of regional development. We established a novel ecosystem quality-based method for assessing aquaculture capacity. This method involves first developing comprehensive ecosystem …

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Predictive Uncertainty Quantification for Financial DNN Using Regular Vine Copula

Tuoyuan Cheng, Nixie S. Lesmana, Saikiran Reddy Poreddy, Kan Chen

Quantifying joint uncertainty in multivariate financial forecasts is critical for risk management, yet remains challenging due to heavy tails, skewness, and asymmetric cross-asset dependencies. Existing deep learning uncertainty quantification methods are often computationally expensive, inflexible, and struggle to capture complex non-Gaussian dependence …

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Tail Risk in Weather Derivatives

Tuoyuan Cheng, Saikiran Reddy Poreddy, Kan Chen

Weather derivative markets, particularly Chicago Mercantile Exchange (CME) Heating Degree Day (HDD) and Cooling Degree Day (CDD) futures, face challenges from complex temperature dynamics and spatially heterogeneous co-extremes that standard Gaussian models overlook. Using daily data from 13 major U.S. cities (2014–2024), …

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Design-Life Levels for Environmental Extremes: A Dependence-Aware Block-Maxima Workflow for Severity and Persistence

Tuoyuan Cheng, Peng Xiao, Achmad Choiruddin, Xiaogang He et autres

Environmental risk assessment often asks how large the maximum discharge, flood, or insured loss may become over a design life rather than in a single year. In environmental records, planning-horizon risk is complicated by limited record length, extremal clustering, and sub-asymptotic behavior, …

Vine Copulas as Differentiable Computational Graphs

Tuoyuan Cheng, Thibault Vatter, Thomas Nagler, Kan Chen

Vine copulas are sophisticated models for multivariate distributions and are increasingly used in machine learning. To facilitate their integration into modern ML pipelines, we introduce the vine computational graph, a DAG that abstracts the multilevel vine structure and associated computations. On this …

Mind the kinematics simulation of planet-disk interactions: time evolution and numerical resolution

Kan Chen, Ruobing Dong

Planet-disk interactions can produce kinematic signatures in protoplanetary disks. While recent observations have detected non-Keplerian gas motions in disks, their origins are still being debated. To explore this, we conduct 3D hydrodynamic simulations using the code FARGO3D to study non-axisymmetric kinematic perturbations …

Asymptotic properties of conditional value-at-risk estimate for asymptotic negatively associated samples

Rong Jin, Xufei Tang, Kan Chen

This article examines the strong consistency of the conditional value-at-risk (CVaR) estimate for asymptotic negatively associated (ANA or $\rho ^{-}$ , for short) random samples under mild conditions. It is demonstrated that the optimal rate can achieve nearly $O (n^{-1/2})$ under certain …

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Asymptotic Properties of Conditional Value-at-risk Estimate for Asymptotic Negatively Associated Samples

Rong Jin, Xufei Tang, Kan Chen

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Unified univariate extreme risk modeling through sub-sampling block maxima

Tuoyuan Cheng, Kan Chen

Abstract In this paper, we introduce a sub-sampling block maxima approach for constructing and characterizing univariate extreme risk measures.We investigate relationships between block size and block maxima statistics originating from both Gaussian and \gls{gpd}s. We characterize the scaling inherent in extreme risks …

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Strong laws for weighted sums of widely orthant dependent random variables and applications

Yong Zhu, Wei Wang, Kan Chen

Abstract In this study, the strong law of large numbers and the convergence rate for weighted sums of non-identically distributed widely orthant dependent random variables are established. As applications, the strong consistency for weighted estimator in nonparametric regression model and the rate …

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Assessment of the Ecological Carrying Capacity of Marine Shellfish Aquaculture Based on Ecosystem Quality: A Case Study from the Changshan Archipelago, China

Hongjun Song, Xin Liu, Kan Chen, Xueping Zhang et autres

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