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The return and volatility nexus among stock market and macroeconomic fundamentals for China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
作者:  Abbas, Ghulam;  Bashir, Usman;  Wang, Shouyang;  Zebende, Gilney Figueira;  Ishfaq, Muhammad
收藏  |  浏览/下载:211/0  |  提交时间:2020/01/10
Returns  Volatility  Macroeconomic variables  Generalized VAR  China  
Nonlinear Stepsize Control Algorithms: Complexity Bounds for First- and Second-Order Optimality 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2016, 卷号: 171, 期号: 3, 页码: 980-997
作者:  Grapiglia, Geovani Nunes;  Yuan, Jinyun;  Yuan, Ya-xiang
收藏  |  浏览/下载:155/0  |  提交时间:2018/07/30
Worst-case complexity  Trust-region methods  Regularization methods  Unconstrained optimization  
A derivative-free trust-region algorithm for composite nonsmooth optimization 期刊论文
COMPUTATIONAL & APPLIED MATHEMATICS, 2016, 卷号: 35, 期号: 2, 页码: 475-499
作者:  Grapiglia, Geovani Nunes;  Yuan, Jinyun;  Yuan, Ya-xiang
收藏  |  浏览/下载:147/0  |  提交时间:2018/07/30
Nonsmooth optimization  Nonlinear programming  Trust-region methods  Derivative-free optimization  Global convergence  Worst-case complexity  
On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization 期刊论文
MATHEMATICAL PROGRAMMING, 2015, 卷号: 152, 期号: 1-2, 页码: 491-520
作者:  Grapiglia, Geovani N.;  Yuan, Jinyun;  Yuan, Ya-xiang
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
Global convergence  Worst-case complexity  Trust-region methods  Regularization methods  Unconstrained Optimization  Composite nonsmooth optimization  Multiobjective optimization  
Uniform bounds on the 1-norm of the inverse of lower triangular Toeplitz matrices 期刊论文
LINEAR ALGEBRA AND ITS APPLICATIONS, 2011, 卷号: 435, 期号: 5, 页码: 1157-1170
作者:  Liu, X.;  McKee, S.;  Yuan, J. Y.;  Yuan, Y. X.
收藏  |  浏览/下载:124/0  |  提交时间:2018/07/30
1-Norm uniform upper bound  Inverse of lower triangular Toeplitz matrix  Brunner's conjecture  Abel equation