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您的检索式：作者名="PANG Jingzhou"
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| 1 | Broadband Sequential Load-Modulated Balanced Amplifier Using Coupler-PA Co-Design Approach显示文摘The basic theory of the sequential load-modulated balanced amplifier(SLMBA)is introduced and the working principle of its active load modulation is analyzed in this paper.In order to further improve the performance of the SLMBA,a codesigned method of the coupler and power amplifier(PA)is proposed,which is different from the traditional design of couplers.According to the back-off point and saturation point of the SLMBA,this coupler-PA codesign approach can make the working state of the coupler and three-way PA closer to the actual situation,which improves the overall performance of the SLMBA.The maximum output power ratio of the control PA and the balance PA is then determined by the preset output power back-off(OBO)of 10 dB,and the phase compensation line is determined by the trace of the load modulation impedance of the balanced PA.In order to verify the proposed method,an SLMBA operating at 1.5–2.7 GHz(57%relative bandwidth)is designed.The layout simulation results show that its saturated output powers achieve 40.7–43.7 dBm and the small signal gains are 9.7–12.4 dB.Besides,the drain efficiencies at the saturated point and 10 dB OBO point are 52.7%–73.7%and 44.9%–59.2%respectively. | RAN Xiongbo DAI Zhijiang ZHONG Kang PANG Jingzhou LI Mingyu | 2022 | ZTE Communications2022，20，4： | 0 |
| 2 | Dynamic portfolio choice with uncertain rare‑events risk in stock and cryptocurrency markets显示文摘In response to the unprecedented uncertain rare events of the last decade,we derive an optimal portfolio choice problem in a semi-closed form by integrating price diffusion ambiguity,volatility diffusion ambiguity,and jump ambiguity occurring in the traditional stock market and the cryptocurrency market into a single framework.We reach the following conclusions in both markets:first,price diffusion and jump ambiguity mainly determine detection-error probability;second,optimal choice is more significantly affected by price diffusion ambiguity than by jump ambiguity,and trivially affected by volatility diffusion ambiguity.In addition,investors tend to be more aggressive in a stable market than in a volatile one.Next,given a larger volatility jump size,investors tend to increase their portfolio during downward price jumps and decrease it during upward price jumps.Finally,the welfare loss caused by price diffusion ambiguity is more pronounced than that caused by jump ambiguity in an incomplete market.These findings enrich the extant literature on effects of ambiguity on the traditional stock market and the evolving cryptocurrency market.The results have implications for both investors and regulators. | Wujun Lv Tao Pang Xiaobao Xia Jingzhou Yan | 2023 | Financial Innovation2023，9，1： | 0 |
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