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Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载:179/0  |  提交时间:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Eddy heat exchange at the boundary under white noise turbulence 期刊论文
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2022, 卷号: 380, 期号: 2219, 页码: 13
作者:  Flandoli;  Galeati, L;  Luo, DJ
收藏  |  浏览/下载:249/0  |  提交时间:2023/03/14
turbulence  eddy diffusion  vortex patch  covariance matrix  Dirichlet boundary condition  first eigenvalue  
SHARP REGULARITY ESTIMATES FOR SOLUTIONS OF THE CONTINUITY EQUATION DRIFTED BY SOBOLEV VECTOR FIELDS 期刊论文
ANALYSIS & PDE, 2021, 卷号: 14, 期号: 8, 页码: 2539-2559
作者:  Brue, Elia;  Quoc-Hung Nguyen
收藏  |  浏览/下载:127/0  |  提交时间:2022/04/02
ordinary differential equations with nonsmooth vector fields  continuity equation  transport equation  regular Lagrangian flow  BV function  log-Sobolev space  Bressan's mixing conjecture  
Scaling limit of stochastic 2D Euler equations with transport noises to the deterministic Navier-Stokes equations 期刊论文
JOURNAL OF EVOLUTION EQUATIONS, 2020, 页码: 34
作者:  Flandoli, Franco;  Galeati, Lucio;  Luo, Dejun
收藏  |  浏览/下载:187/0  |  提交时间:2020/09/23
2D Euler equations  Vorticity  Transport noise  Scaling limit  2D Navier-Stokes equations  
Approximation of Bernoulli measures for non-uniformly hyperbolic systems 期刊论文
ERGODIC THEORY AND DYNAMICAL SYSTEMS, 2020, 卷号: 40, 期号: 1, 页码: 233-247
作者:  Liao, Gang;  Sun, Wenxiang;  Vargas, Edson;  Wang, Shirou
收藏  |  浏览/下载:137/0  |  提交时间:2020/05/24
Uncertainty Relations for Coherence 期刊论文
COMMUNICATIONS IN THEORETICAL PHYSICS, 2019, 卷号: 71, 期号: 12, 页码: 1443-1447
作者:  Luo, Shun-Long;  Sun, Yuan
收藏  |  浏览/下载:160/0  |  提交时间:2020/05/24
uncertainty relations  coherence  Wigner-Yanase skew information  quantum uncertainty  von Neumann measurements  
When is a dynamical system mean sensitive? 期刊论文
ERGODIC THEORY AND DYNAMICAL SYSTEMS, 2019, 卷号: 39, 页码: 1608-1636
作者:  Garcia-Ramos, Felipe;  Li, Jie;  Zhang, Ruifeng
收藏  |  浏览/下载:155/0  |  提交时间:2020/01/10
Filtered Hyperbolic Moment Method for the Vlasov Equation 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 2, 页码: 969-991
作者:  Di, Yana;  Fan, Yuwei;  Kou, Zhenzhong;  Li, Ruo;  Wang, Yanli
收藏  |  浏览/下载:163/0  |  提交时间:2020/01/10
Hyperbolic moment equations  Vlasov equation  Filter  Landau damping  Two-stream instability  
Decomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convection 期刊论文
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2019, 卷号: 125, 页码: 43-93
作者:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa;  Niu, Lei;  Zhai, Jianliang
收藏  |  浏览/下载:220/0  |  提交时间:2020/01/10
Stochastic Lotka-Volterra system  Stationary measure  Ergodicity  Support  Stochastically cyclical oscillation  Turbulence  
A semiparametric additive rate model for a modulated renewal process 期刊论文
LIFETIME DATA ANALYSIS, 2018, 卷号: 24, 期号: 4, 页码: 675-698
作者:  Chen, Xin;  Ding, Jieli;  Sun, Liuquan
收藏  |  浏览/下载:206/0  |  提交时间:2019/03/05
Additive rate model  Block bootstrap  Estimating equation  Mixing condition  Modulated renewal process  Recurrent event data