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双因子随机条件极差模型及其实证研究 期刊论文
管理科学学报, 2020, 卷号: 23, 期号: 1, 页码: 47-64
作者:  吴鑫育;  谢海滨;  汪寿阳
收藏  |  浏览/下载:259/0  |  提交时间:2020/05/24
Timing the market: the economic value of price extremes 期刊论文
Financial Innovation, 2018, 卷号: 4, 期号: 1
作者:  Xie,Haibin;  Wang,Shouyang
收藏  |  浏览/下载:217/0  |  提交时间:2018/11/16
Price extremes  Return decomposition  Asymmetry  Return predictability  
The behavioral implications of the bilateral gamma process 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 500, 页码: 259-264
作者:  Xie, Haibin;  Wang, Shouyang;  Lu, Zudi
收藏  |  浏览/下载:213/0  |  提交时间:2018/07/30
Bilateral gamma process  Walrasian equilibrium  Asset price  Microstructure  
Data characteristic analysis and model selection for container throughput forecasting within a decomposition-ensemble methodology 期刊论文
TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, 2017, 卷号: 108, 页码: 160-178
作者:  Xie, Gang;  Zhang, Ning;  Wang, Shouyang
收藏  |  浏览/下载:183/0  |  提交时间:2018/07/25
Container throughput  Data characteristic analysis  Model selection  Time series forecasting  Decomposition-ensemble methodology  
Adaptive Multilevel Correction Method for Finite Element Approximations of Elliptic Optimal Control Problems 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2017, 卷号: 72, 期号: 2, 页码: 820-841
作者:  Gong, Wei;  Xie, Hehu;  Yan, Ningning
收藏  |  浏览/下载:216/0  |  提交时间:2018/07/30
Optimal control problems  Elliptic equation  Control constraints  A posteriori error estimates  Adaptive finite element method  Multilevel correction method  
Energy efficiency decision and selection of main engines in a sustainable shipbuilding supply chain 期刊论文
TRANSPORTATION RESEARCH PART D-TRANSPORT AND ENVIRONMENT, 2017, 卷号: 53, 页码: 290-305
作者:  Xie, Gang;  Yue, Wuyi;  Wang, Shouyang
收藏  |  浏览/下载:171/0  |  提交时间:2018/07/30
Energy efficiency  Main engine  Portfolio selection  Sustainability  Shipbuilding supply chain  
基于信息分解视角的香港股市运行效率研究 期刊论文
系统工程理论与实践, 2017, 卷号: 37, 期号: 6, 页码: 1432
作者:  谢海滨;  顾霞;  魏云捷
收藏  |  浏览/下载:174/0  |  提交时间:2020/01/10
The role of Japanese Candlestick in DVAR model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2015, 卷号: 28, 期号: 5, 页码: 1177-1193
作者:  Xie Haibin;  Fan Kuikui;  Wang Shouyang
收藏  |  浏览/下载:160/0  |  提交时间:2018/07/30
Chinese stock market  Japanese candlestick  stock market forecast  technical analysis  
ADRC With Adaptive Extended State Observer and its Application to Air-Fuel Ratio Control in Gasoline Engines 期刊论文
IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, 2015, 卷号: 62, 期号: 9, 页码: 5847-5857
作者:  Xue, Wenchao;  Bai, Wenyan;  Yang, Sheng;  Song, Kang;  Huang, Yi;  Xie, Hui
收藏  |  浏览/下载:198/0  |  提交时间:2018/07/30
Active disturbance rejection control (ADRC)  adaptive extended state observer (AESO)  air-fuel ratio (AFR) control  extended state observer (ESO)  
A MULTILEVEL CORRECTION METHOD FOR OPTIMAL CONTROLS OF ELLIPTIC EQUATIONS 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2015, 卷号: 37, 期号: 5, 页码: A2198-A2221
作者:  Gong, Wei;  Xie, Hehu;  Yan, Ningning
收藏  |  浏览/下载:199/0  |  提交时间:2018/07/30
optimal control problems  elliptic equation  control constraints  finite element method  multilevel correction method