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Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12
作者:  Zhang, Bingjie;  Wang, Shouyang;  Wei, Yunjie;  Zhao, Xueting
收藏  |  浏览/下载:150/0  |  提交时间:2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
An Inverse Power Generation Mechanism Based Fruit Fly Algorithm for Function Optimization 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 2, 页码: 634-656
作者:  Liu Ao;  Deng Xudong;  Ren Liang;  Liu Ying;  Liu Bo
收藏  |  浏览/下载:197/0  |  提交时间:2020/01/10
Evolutionary algorithms  fruit fly optimization  function optimization  meta-heuristics  
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
作者:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:182/0  |  提交时间:2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets  
Numerical Solution to Optimal Feedback Control by Dynamic Programming Approach: A Local Approximation Algorithm 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 4, 页码: 782-802
作者:  Guo Bao-Zhu;  Wu Tao-Tao
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
Curse of dimensionality  Hamilton-Jacobi-Bellman equation  optimal feedback control  upwind finite difference  viscosity solutions.  
Heterogeneity, nonlinearity and endogenous market volatility 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 卷号: 24, 期号: 6, 页码: 1130-1142
作者:  Li, Hongquan;  Wang, Shouyang;  Shang, Wei
收藏  |  浏览/下载:132/0  |  提交时间:2018/07/30
Computational finance  endogenous volatility  heterogeneous agents  noisy chaos  nonlinearity  stylized facts  
Fuzzy-based network bandwidth design under demand uncertainty 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 1, 页码: 61-70
作者:  Yu, Lean;  Yue, Wuyi;  Wang, Shouyang
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
Communication networks  demand uncertainty  fuzzy set theory  network bandwidth design  network optimization  
Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2008, 卷号: 21, 期号: 4, 页码: 558-573
作者:  Han, Ai;  Hong, Yongmiao;  Lai, K. K.;  Wang, Shouyang
收藏  |  浏览/下载:90/0  |  提交时间:2018/07/30
Evaluation criteria  interval-based estimation  interval linear model  interval statistics  interval stationarity  interval stochastic process  
A survey on semi-tensor product of matrices 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2007, 卷号: 20, 期号: 2, 页码: 304-322
作者:  Cheng, Daizhan;  Qi, Hongsheng;  Xue, Ancheng
收藏  |  浏览/下载:73/0  |  提交时间:2018/07/30
abstract algebra  differential geometry  dynamic systems  logic  semi-tensor product