From eb2b82628289e37d0ba5feb2eaf6fadfe52aa0ca Mon Sep 17 00:00:00 2001
From: Chen Yang <yc4646@gmail.com>
Date: Sat, 21 Jun 2025 22:54:10 +0800
Subject: [PATCH] Added printer css.

---
 index.html      |  79 ++++++------
 style-print.css | 323 ++++++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 364 insertions(+), 38 deletions(-)
 create mode 100755 style-print.css
diff --git a/index.html b/index.html
index f5a717d..25f1fd2 100644
--- a/index.html
+++ b/index.html
@@ -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
diff --git a/style-print.css b/style-print.css
new file mode 100755
index 0000000..138ee3d
--- /dev/null
+++ b/style-print.css
@@ -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;
+}
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+}
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+}
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+}
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+}
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+}
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+}
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+}
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+  -webkit-text-size-adjust: 150%;
+}
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+/* Links inside the navbar */
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+}
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+  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; 
+}
\ No newline at end of file
