yc4646/code.academic_webpage
1
0
Fork 0
Code Issues Pull Requests Releases Wiki Activity

Added printer css.

Browse Source
This commit is contained in:
Chen Yang
2025-06-21 22:54:10 +08:00
parent c0002ca721
commit eb2b826282
2 changed files with 364 additions and 38 deletions
Download Patch File Download Diff File Expand all files Collapse all files

79
index.html
View File

@@ -3,6 +3,7 @@
<head>
<link rel="stylesheet" href="style.css">
<link rel="stylesheet" media="print" href="style-print.css" />
<link rel="stylesheet" href="fontawesome-free-5.15.3-web/css/all.css">
<meta http-equiv="content-type" content="text/html; charset=utf-8">
<title>Homepage of YANG Chen @ SEEM, CUHK</title>
@@ -61,22 +62,24 @@
<h1>YANG, Chen</h1>
<div>
<table>
<table class="isPrinttable">
<tbody>
<tr>
<td width="5"></td>
<td width="160"><img src="ME.jpeg" width="150"></td>
<td width="20"></td>
<td class="isPrint" width="5"></td>
<td class="isPrint" width="160"><img src="ME.jpeg" width="150"></td>
<td class="isPrint" width="20"></td>
<td>
<div class="isPrinttd">
Assistant Professor <br>
<a class="extlink" href="http://www.se.cuhk.edu.hk" target="_blank">Department of Systems Engineering and
Engineering Management</a> <br>
<a class="extlink" href="https://www.erg.cuhk.edu.hk/erg/">Faculty of Engineering</a> <br>
The Chinese University of Hong Kong <br><br>
</div>
<i class="fas fa-map-marker-alt"></i>
&nbsp;&nbsp;Room 511A, William M.W. Mong Engineering Building <br>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; The Chinese University of Hong Kong <br>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shatin, N.T., Hong Kong<br>
<span class="links">&nbsp;&nbsp;</span>Room 511A, William M.W. Mong Engineering Building <br>
<span class="links">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span>The Chinese University of Hong Kong <br>
<span class="links">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </span>Shatin, N.T., Hong Kong<br>
<i class="fas fa-envelope"></i> &nbsp;cyang at se.cuhk.edu.hk <br>
<i class="fas fa-phone-alt"></i> &nbsp;+852 3943-8322 <br>
</td>
@@ -90,7 +93,7 @@
<hr id="teaching" class="style-one">
<p>
<h3>Teaching <br> <a class="extlink" href="https://blackboard.cuhk.edu.hk" target="_blank">[Blackboard@CUHK]</a></h3>
<h3>Teaching <br> <a id="blackboard" class="extlink" href="https://blackboard.cuhk.edu.hk" target="_blank">[Blackboard@CUHK]</a></h3>
Undergraduate Courses
<ul class="notATable">
<li><label><b>Spring 2020-2025 </b></label>
@@ -135,7 +138,7 @@
<ol>
<li>Arbitraging on Decentralized Exchanges (with <a class="authorlink" href="https://sites.google.com/site/xuedonghepage/home"
target="_blank">Xuedong He</a> and <a class="authorlink" href="https://hk.linkedin.com/in/yutian-zhou-555870189" target="_blank">Yutian Zhou</a>).<br>
Working Paper. [<a class="paperlink" href="" onclick="toggleAbstract('abs_arbDEX');return false">Abstract</a>]<br>
Working Paper. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_arbDEX');return false">Abstract</a>]</span><br>
<div style="display:none" id="abs_arbDEX">
<hr>
<i>Decentralized exchanges (DEXs) are alternative venues to centralized exchanges to trade
@@ -153,7 +156,7 @@
</li><br>
<li>Portfolio Selection with Time-Varying Taxation (with Xianhao Zhu).<br>
Working Paper. [<a class="paperlink" href="" onclick="toggleAbstract('abs_TaxTimeVarying');return false">Abstract</a>]<br>
Working Paper. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_TaxTimeVarying');return false">Abstract</a>]</span><br>
<div style="display:none" id="abs_TaxTimeVarying">
<hr>
<i>The capital gains tax rate has fluctuated significantly over time, leading to substantial changes in
@@ -175,9 +178,9 @@
<li>Periodic Evaluation with Non-Concave Utility (with <a class="authorlink"
href="https://scholar.google.com/citations?user=OzeF8T0AAAAJ&hl" target="_blank">Cong Qin</a> and <a class="authorlink"
href="https://www.ma.ic.ac.uk/~hz/"> Harry Zheng</a>).<br>
<b>submitted</b>. [<a class="paperlink" href=""
<b>submitted</b>. <span class="links">[<a class="paperlink" href=""
onclick="toggleAbstract('abs_periodicEvaluation');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5305617" target="_blank">SSRN</a>]<br>
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5305617" target="_blank">SSRN</a>]</span><br>
<div style="display:none" id="abs_periodicEvaluation">
<hr>
<i>A fund manager's performance is often evaluated annually and compared with a benchmark, such as a
@@ -200,9 +203,9 @@
<li>Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity (with <a class="authorlink"
href="https://scholar.google.com/citations?user=os0TtfkAAAAJ&hl=en" target="_blank">Xiaoshan Chen</a>
and <a class="authorlink" href="https://www.researchgate.net/profile/Zhou-Yang-9" target="_blank">Zhou Yang</a>).<br>
<b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_dataAsset');return false">Abstract</a>|<a class="paperlink"
<b>submitted</b>. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_dataAsset');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5263455" target="_blank">SSRN</a>|<a class="paperlink"
href="https://arxiv.org/abs/2505.16106" target="_blank">arXiv</a>]<br>
href="https://arxiv.org/abs/2505.16106" target="_blank">arXiv</a>]</span><br>
<div style="display:none" id="abs_dataAsset">
<hr>
<i>Data assets are data commodities that have been processed, produced, priced, and traded based on
@@ -224,8 +227,8 @@
<li>Arbitrage in Perpetual Contracts (with <a class="authorlink" href="https://sites.google.com/view/mindai/home"
target="_blank">Min Dai</a> and <a class="authorlink" href="https://sg.linkedin.com/in/linfeng-li-263843184" target="_blank">Linfeng Li</a>).<br>
<b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_arbPerp');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5262988" target="_blank">SSRN</a>]<br>
<b>submitted</b>. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_arbPerp');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5262988" target="_blank">SSRN</a>]</span><br>
<div style="display:none" id="abs_arbPerp">
<hr>
<i>Perpetual contracts, designed to track the underlying price through a funding swap mechanism, have
@@ -242,8 +245,8 @@
<li>Optimal Tax-Timing with Transaction Costs (with <a class="authorlink" href="https://sites.google.com/view/mindai/home"
target="_blank">Min Dai</a>, Yaoting Lei, and <a class="authorlink" href="http://apps.olin.wustl.edu/faculty/liuh/"
target="blank">Hong Liu</a>).<br>
<b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_TaxTC');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4952040" target="_blank">SSRN</a>]<br>
<b>submitted</b>. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_TaxTC');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4952040" target="_blank">SSRN</a>]</span><br>
<div style="display:none" id="abs_TaxTC">
<hr>
<i>We develop a dynamic portfolio model incorporating capital gains tax (CGT), transaction costs, and
@@ -259,9 +262,9 @@
<li>Optimal Design of Automated Market Makers on Decentralized Exchanges (with <a class="authorlink"
href="https://sites.google.com/site/xuedonghepage/home" target="_blank">Xuedong He</a> and <a class="authorlink" href="https://hk.linkedin.com/in/yutian-zhou-555870189" target="_blank">Yutian Zhou</a>).<br>
<b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_AMM');return false">Abstract</a>|<a class="paperlink"
<b>submitted</b>. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_AMM');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801468" target="_blank">SSRN</a>|<a class="paperlink"
href="https://arxiv.org/abs/2404.13291" target="_blank">arXiv</a>]<br>
href="https://arxiv.org/abs/2404.13291" target="_blank">arXiv</a>]</span><br>
<div style="display:none" id="abs_AMM">
<hr>
<i>Automated market makers are a popular mechanism used on decentralized exchange, through which users
@@ -281,8 +284,8 @@
<li>Calibration of Local Volatility Models under the Implied Volatility Criterion (with <a class="authorlink"
href="https://scholar.google.com/citations?user=MbbX8kUAAAAJ&hl=en" target="_blank">Xinfu Chen</a>, <a class="authorlink"
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and <a class="authorlink" href="https://www.researchgate.net/profile/Zhou-Yang-9" target="_blank">Zhou Yang</a>).<br>
<b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_LocalVol');return false">Abstract</a>|<a class="paperlink"
href=" https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801520" target="_blank">SSRN</a>]<br>
<b>submitted</b>. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_LocalVol');return false">Abstract</a>|<a class="paperlink"
href=" https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4801520" target="_blank">SSRN</a>]</span><br>
<div style="display:none" id="abs_LocalVol">
<hr>
<i>We study non-parametric calibration of local volatility models, which is formulated as an inverse
@@ -301,8 +304,8 @@
<li>Patience is a Virtue: Optimal Investment in the Presence of Market Resilience (with <a class="authorlink"
href="https://www1.se.cuhk.edu.hk/~nchenweb/index.htm" target="_blank">Nan Chen</a>, <a class="authorlink"
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Qiheng Ding).<br>
<b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_LOB');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4671774" target="_blank">SSRN</a>]<br>
<b>submitted</b>. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_LOB');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4671774" target="_blank">SSRN</a>]</span><br>
<div style="display:none" id="abs_LOB">
<hr>
<i>This paper investigates an optimal investment problem in an illiquid market, modeling explicitly the
@@ -324,9 +327,9 @@
<li>Non-Concave Utility Maximization with Transaction Costs (with <a class="authorlink"
href="https://sites.google.com/view/shuaijie-qian" target="_blank">Shuaijie Qian</a>).<br>
<b>submitted</b>. [<a class="paperlink" href="" onclick="toggleAbstract('abs_NonconcaveTC');return false">Abstract</a>|<a class="paperlink"
<b>submitted</b>. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_NonconcaveTC');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4500965" target="_blank">SSRN</a>|<a class="paperlink"
href="https://arxiv.org/abs/2307.02178" target="_blank">arXiv</a>]<br>
href="https://arxiv.org/abs/2307.02178" target="_blank">arXiv</a>]</span><br>
<div style="display:none" id="abs_NonconcaveTC">
<hr>
<i>This paper studies a finite-horizon portfolio selection problem with non-concave terminal utility and
@@ -346,10 +349,10 @@
<a class="authorlink" href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, <a class="authorlink"
href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a class="authorlink"
href="https://www.linkedin.com/in/lewei-li/" target="_blank">Lewei Li</a>).<br>
<i><b>Mathematical Finance</b></i>, 35(1):263-294, 2025. [<a class="paperlink" href=""
<i><b>Mathematical Finance</b></i>, 35(1):263-294, 2025. <span class="links">[<a class="paperlink" href=""
onclick="toggleAbstract('abs_StableCoin');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3856569" target="_blank">SSRN</a>|<a class="paperlink"
href="https://doi.org/10.1111/mafi.12445" target="_blank">Article</a>]<br>
href="https://doi.org/10.1111/mafi.12445" target="_blank">Article</a>]</span><br>
<div style="display:none" id="abs_StableCoin">
<hr>
<i>Stable coins, which are cryptocurrencies pegged to other stable financial assets such as U.S. dollar,
@@ -367,11 +370,11 @@
<li>An Equilibrium Model for the Cross Section of Liquidity Premia (with <a class="authorlink"
href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="_blank">Johannes Muhle-Karbe</a> and <a class="authorlink"
href="https://xf-shi.github.io" target="_blank">Xiaofei Shi</a>).<br>
<i><b>Mathematics of Operations Research</b></i>, 48(3):1423-1453, 2023. [<a class="paperlink" href=""
<i><b>Mathematics of Operations Research</b></i>, 48(3):1423-1453, 2023. <span class="links">[<a class="paperlink" href=""
onclick="toggleAbstract('abs_LiqPre');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3738500" target="_blank">SSRN</a>|<a class="paperlink"
href="https://arxiv.org/abs/2011.13625" target="_blank">arXiv</a>|<a class="paperlink"
href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2022.1307" target="_blank">Article</a>]<br>
href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2022.1307" target="_blank">Article</a>]</span><br>
<div style="display:none" id="abs_LiqPre">
<hr>
<i>We study a risk-sharing economy where an arbitrary number of heterogenous agents trades an arbitrary
@@ -390,10 +393,10 @@
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, <a class="authorlink"
href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a> and <a class="authorlink"
href="https://people.math.ethz.ch/~hmsoner/" target="blank">H. Mete Soner</a>).<br>
<i><b>Management Science</b></i>, 69(4):2517-2535, 2023. [<a class="paperlink" href=""
<i><b>Management Science</b></i>, 69(4):2517-2535, 2023. <span class="links">[<a class="paperlink" href=""
onclick="toggleAbstract('abs_LETF');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3856573" target="_blank">SSRN</a>|<a class="paperlink"
href="https://pubsonline.informs.org/doi/abs/10.1287/mnsc.2022.4407" target="_blank">Article</a>]<br>
href="https://pubsonline.informs.org/doi/abs/10.1287/mnsc.2022.4407" target="_blank">Article</a>]</span><br>
<div style="display:none" id="abs_LETF">
<hr>
<i>Although leveraged ETFs are popular products for retail investors, how to hedge them poses a great
@@ -412,10 +415,10 @@
<li>A Stochastic Representation for Nonlocal Parabolic PDEs with Applications (with <a class="authorlink"
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a> and <a class="authorlink"
href="https://www.bu.edu/questrom/profile/steven-kou/" target="_blank">Steven Kou</a>).<br>
<i><b>Mathematics of Operations Research</b></i>, 47(3):1707-1730, 2022 [<a class="paperlink" href=""
<i><b>Mathematics of Operations Research</b></i>, 47(3):1707-1730, 2022 <span class="links">[<a class="paperlink" href=""
onclick="toggleAbstract('abs_FK');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3541591" target="_blank">SSRN</a>|<a class="paperlink"
href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2020.1061" target="_blank">Article</a>]<br>
href="https://pubsonline.informs.org/doi/abs/10.1287/moor.2020.1061" target="_blank">Article</a>]</span><br>
<div style="display:none" id="abs_FK">
<hr>
<i>We establish a stochastic representation for a class of nonlocal parabolic terminal-boundary value
@@ -431,11 +434,11 @@
href="http://www-personal.umich.edu/~sherrma/" target="blank">Sebastian Herrmann</a>, <a class="authorlink"
href="https://wwwf.imperial.ac.uk/~jmuhleka/" target="blank">Johannes Muhle-Karbe</a> and <a class="authorlink"
href="https://www.linkedin.com/in/dapeng-shang-654316105/" target="blank">Dapeng Shang</a>).<br>
<i><b>SIAM Journal on Financial Mathematics</b></i>, 11(1):1-26, 2020. [<a class="paperlink" href=""
<i><b>SIAM Journal on Financial Mathematics</b></i>, 11(1):1-26, 2020. <span class="links">[<a class="paperlink" href=""
onclick="toggleAbstract('abs_HFT');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3232037" target="_blank">SSRN</a>|<a class="paperlink"
href="http://arxiv.org/abs/1808.05169" target="_blank">arXiv</a>|<a class="paperlink"
href="https://epubs.siam.org/doi/abs/10.1137/18M1207776" target="_blank">Article</a>]<br>
href="https://epubs.siam.org/doi/abs/10.1137/18M1207776" target="_blank">Article</a>]</span><br>
<div style="display:none" id="abs_HFT">
<hr>
<i>We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit
@@ -454,10 +457,10 @@
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, <a class="authorlink"
href="http://apps.olin.wustl.edu/faculty/liuh/" target="blank">Hong Liu</a> and <a class="authorlink"
href="https://www.linkedin.com/in/yifei-zhong-12858524/" target="_blank">Yifei Zhong</a>).<br>
<i><b>The Review of Financial Studies</b></i>, 28.9:2687-2721, 2015. [<a class="paperlink" href=""
<i><b>The Review of Financial Studies</b></i>, 28.9:2687-2721, 2015. <span class="links">[<a class="paperlink" href=""
onclick="toggleAbstract('abs_taxTiming');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1786012" target="_blank">SSRN</a>|<a class="paperlink"
href=https://academic.oup.com/rfs/article/28/9/2687/1581078, target="_blank">Article</a>]<br>
href=https://academic.oup.com/rfs/article/28/9/2687/1581078, target="_blank">Article</a>]</span><br>
<div style="display:none" id="abs_taxTiming">
<hr>
<i>We develop an optimal tax-timing model that takes into account asymmetric long-term and short-term

323
style-print.css Executable file
View File

@@ -0,0 +1,323 @@
html {
scroll-behavior: smooth;
max-width: 50em;
margin: 1cm;
}
body {
font-family: "Palatino", "Georgia", Times, serif;
background-color: white;
color: black;
line-height: 1.2;
/* padding-bottom: 12.5em; */
font-size: 10pt;
}
.main {
display: none;
}
img {
border-radius: 1em;
display: none;
}
.isPrint {
display: none;
}
.isPrinttd {
text-align: center;
width: auto;
}
.isPrinttable {
margin:0 auto;
text-align: center;
}
h1 {
text-align: center;
}
h2,
h3,
h4 {
padding-top: 0em;
padding-bottom: 0em;
text-align: left;
}
th {
font-weight: normal;
}
a {
color: black;
}
.authorlink {
color: black;
text-decoration: none;
}
.paperlink {
color: #9d0006;
text-decoration: none;
}
.extlink {
color: black;
text-decoration: none;
}
.jourlink {
color: black;
text-decoration: none;
}
#topbar {
display: inline-block;
padding: 0 0.25em;
}
div#annoucement {
width: 45em;
}
table#table1 {
text-align: left;
margin-left: 35;
margin-right: auto;
}
ul#course {
list-style: none;
padding-left: 5;
}
.links {
display: none;
}
/* The navigation bar */
.navbar {
display: none;
opacity: 0.8;
overflow: hidden;
background-color: #3c3836;
position: fixed;
/* Set the navbar to fixed position */
top: 0;
/* Position the navbar at the top of the page */
left: 0;
width: 100%;
/* Full width */
text-align: center;
font-weight: bold;
-webkit-text-size-adjust: 150%;
}
/* Links inside the navbar */
.navbar a {
/* float: left; */
color: white;
}
hr {
border-top: dashed 0.1em;
}
.notATable {
display: table;
list-style: none;
padding-left: 5;
-webkit-text-size-adjust: 120%;
/* font-size:16px; */
}
.notATable>li {
display: table-row;
}
.notATable>li>* {
display: table-cell;
padding: 0.125em;
}
.notATable label {
font-weight: bold;
text-align: right;
}
.notATable label:after {
content: '|';
}
#shadowbox {
border: 0em solid;
border-radius: 1em;
padding: 0.6em;
box-shadow: 0.3em 0.3em 1em #7c6f64;
}
hr.style-one {
display: none;
border: 0;
height: 0.1em;
background: #282828;
background-image: -webkit-linear-gradient(left, #f9f5d7, #282828, #f9f5d7);
background-image: -moz-linear-gradient(left, #f9f5d7, #282828, #f9f5d7);
background-image: -ms-linear-gradient(left, #f9f5d7, #282828, #f9f5d7);
background-image: -o-linear-gradient(left, #f9f5d7, #282828, #f9f5d7);
}
hr.style-zero {
display: none;
border: 0;
height: 0em;
background: #282828;
background-image: -webkit-linear-gradient(left, #f9f5d7, #282828, #f9f5d7);
background-image: -moz-linear-gradient(left, #f9f5d7, #282828, #f9f5d7);
background-image: -ms-linear-gradient(left, #f9f5d7, #282828, #f9f5d7);
background-image: -o-linear-gradient(left, #f9f5d7, #282828, #f9f5d7);
}
hr.curve {
border: 0;
height: 1em;
background-image: url(curve.png);
background-size: 100% 100%;
background-repeat: no-repeat;
}
.box {
width: 100%;
height: 18em;
background: rgb(220, 220, 220);
margin: 2.5em auto;
}
.effect2 {
position: relative;
}
.effect2:before,
.effect2:after {
z-index: -1;
position: absolute;
content: "";
bottom: 1em;
left: 0.5em;
width: 50%;
top: 80%;
max-width: 18empx;
background: #777;
-webkit-box-shadow: 0 1em 0.5em #777;
-moz-box-shadow: 0 1em 0.5em #777;
box-shadow: 0 1em 0.5em #777;
-webkit-transform: rotate(-3deg);
-moz-transform: rotate(-3deg);
-o-transform: rotate(-3deg);
-ms-transform: rotate(-3deg);
transform: rotate(-3deg);
}
.effect2:after {
-webkit-transform: rotate(3deg);
-moz-transform: rotate(3deg);
-o-transform: rotate(3deg);
-ms-transform: rotate(3deg);
transform: rotate(3deg);
right: 0.5em;
left: auto;
}
.container {
display: none;
}
#container_rotate {
-webkit-transform: rotate(90deg);
-moz-transform: rotate(90deg);
-o-transform: rotate(90deg);
-ms-transform: rotate(90deg);
transform: rotate(90deg);
}
.ball {
width: 0.0em;
height: 0.0em;
margin: 0.0em auto;
border-radius: 0em;
background: white;
}
/* Dark Mode */
.dark-mode a {
color: #83a598;
}
.dark_mode_authorlink {
color: #83a598;
}
.dark_mode_paperlink {
color: #fb4934;
}
.dark_mode_extlink {
color: #8ec07c;
}
.dark_mode_jourlink {
color: #8ec07c;
}
.dark_mode_body {
background-color: white;
color: black;
font-weight: 500;
}
.dark_mode_navbar {
background-color: #ebdbb2;
}
.dark_mode_navbar_a {
color: #f2f2f2;
}
.dark_mode_navbar_a_hover {
background: #3c3836;
color: #f9f5d7;
}
.dark_mode_ball {
background: #fbf1c7;
}
.dark_mode_style-one {
border: 0;
height: 0.1em;
background: #f9f5d7;
background-image: -webkit-linear-gradient(left, #282828, #f9f5d7, #282828);
background-image: -moz-linear-gradient(left, #282828, #f9f5d7, #282828);
background-image: -ms-linear-gradient(left, #282828, #f9f5d7, #282828);
background-image: -o-linear-gradient(left, #282828, #f9f5d7, #282828);
}
.dark_mode_style-zero {
border: 0;
height: 0em;
background: #f9f5d7;
background-image: -webkit-linear-gradient(left, #282828, #f9f5d7, #282828);
background-image: -moz-linear-gradient(left, #282828, #f9f5d7, #282828);
background-image: -ms-linear-gradient(left, #282828, #f9f5d7, #282828);
background-image: -o-linear-gradient(left, #282828, #f9f5d7, #282828);
}
#blackboard {
display: none;
}