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Articles by H. Zhu
Total Records ( 5 ) for H. Zhu
  G. Q Hu , J. T Guo , Y. C Liu and H. Zhu

Summary: We proposed a tool named MetaTISA with an aim to improve TIS prediction of current gene-finders for metagenomes. The method employs a two-step strategy to predict translation initiation sites (TISs) by first clustering metagenomic fragments into phylogenetic groups and then predicting TISs independently for each group in an unsupervised manner. As evaluated on experimentally verified TISs, MetaTISA greatly improves the accuracies of TIS prediction of current gene-finders.

  L Shan and H. Zhu

Generation of adequate test cases is difficult and expensive, especially for testing software systems whose input is structurally complex. This paper presents an approach called data mutation to generating a large number of test data from a few seed test cases. It is inspired by mutation testing methods, but differs from them in the aim and the way that mutation operators are defined and used. While mutation testing is a method for measuring test adequacy, data mutation is a method of test case generation. In traditional mutation testing, mutation operators are used to transform the program under test. In contrast, mutation operators in our approach are applied on input data to generate test cases, hence called data mutation operators. The paper reports a case study with the method on testing an automated modelling tool to illustrate the applicability of the proposed method. Experiment data clearly demonstrate that the method is adequate and cost effective, and able to detect a large proportion of faults.

  H. Zhu , X. Zhang , M.-Z. Li , J. Xie and X.-L. Yang


To determine the prevalence of Type 2 diabetes and pre-diabetes and their risk factors among overweight or obese school children aged 7-18 years in Tianjin, China.


A cross-sectional survey in a representative sample of overweight/obese children or adolescents in Tianjin was conducted from May to August 2010 using a stratified cluster sampling method. A two-step screening, which was conducted to identify Type 2 diabetes and pre-diabetes in these children, consisted of a fasting capillary glucose test and a standard 2-h oral glucose tolerance test. Subjects who had fasting capillary glucose ≥ 5.6 mmol/l were invited for an oral glucose tolerance test. The study used Chinese criteria for classification of obesity/overweight and World Health Organization criteria for diabetes/pre-diabetes.


A total of 3173 children participated in the survey, with a response rate of 99.0%. Of the children, 13.0% (n = 413) were overweight and 15.4% (n = 490) were obese. Among these 903 children, 727 (80.5%) agreed to and underwent the diabetes screening and two (0.28%) were diagnosed as having Type 2 diabetes, six (0.83%) to have impaired fasting glucose, 16 (2.20%) to have impaired glucose tolerance and two (0.28%) to have both. The prevalence of Type 2 diabetes and pre-diabetes was 0.28% (95% CI 0.08-1.00%) and 3.30% (95% CI 2.23-4.87%), respectively. Abdominal obesity and motorized commuting were associated with Type 2 diabetes or pre-diabetes among overweight or obese boys, while high birthweight was associated with Type 2 diabetes or pre-diabetes among girls.


Type 2 diabetes among school-aged children was still low in Tianjin, China. However, Type 2 diabetes-related factors were very common, especially overweight and obesity.

  B. Y Zhang , H Zhou and H. Zhu

This paper attempts to explain the credit default swap (CDS) premium, using a novel approach to identify the volatility and jump risks of individual firms from high-frequency equity prices. Our empirical results suggest that the volatility risk alone predicts 48% of the variation in CDS spread levels, whereas the jump risk alone forecasts 19%. After controlling for credit ratings, macroeconomic conditions, and firms' balance sheet information, we can explain 73% of the total variation. We calibrate a Merton-type structural model with stochastic volatility and jumps, which can help to match credit spreads after controlling for the historical default rates. Simulation evidence suggests that the high-frequency-based volatility measures can help to explain the credit spreads, above and beyond what is already captured by the true leverage ratio.

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