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Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载：152/0  |  提交时间：2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
The information advantage from existing bank-firm relationships -evidence from new clients' screening 期刊论文
ASIA-PACIFIC JOURNAL OF ACCOUNTING & ECONOMICS, 2021, 页码: 20
作者:  Wang, Yun;  Yang, Xiaoguang
收藏  |  浏览/下载：137/0  |  提交时间：2022/04/02
Related firms  bank-firm relationships  new clients  default risk  
Everything in Moderation: Foundations and Applications of the Satiation Model 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 12, 页码: 20
作者:  Baucells, Manel;  Zhao, Lin
收藏  |  浏览/下载：156/0  |  提交时间：2021/04/26
satiation  moderation  instant utility  design of experiential services  
Fractional Degree Stochastic Dominance 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 10, 页码: 4630-4647
作者:  Huang, Rachel J.;  Tzeng, Larry Y.;  Zhao, Lin
收藏  |  浏览/下载：154/0  |  提交时间：2021/01/14
stochastic dominance  risk aversion  risk lovingness  higher-order risk preferences  risk taking  
Comment on "Aging Population, Retirement, and Risk Taking" 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 6, 页码: 2792-2795
作者:  Huang, Rachel J.;  Tzeng, Larry Y.;  Wang, Jr-Yan;  Zhao, Lin
收藏  |  浏览/下载：157/0  |  提交时间：2020/09/23
asymptotic stochastic dominance  maximum geometric mean strategy  long-run investment  
Evolution of the Chinese guarantee network under financial crisis and stimulus program 期刊论文
NATURE COMMUNICATIONS, 2020, 卷号: 11, 期号: 1, 页码: 11
作者:  Wang, Yingli;  Zhang, Qingpeng;  Yang, Xiaoguang
收藏  |  浏览/下载：176/0  |  提交时间：2020/09/23
How Group Cohesion Promotes the Emergence of Cooperation in Public Goods Game Under Conditional Dissociation 期刊论文
JASSS-THE JOURNAL OF ARTIFICIAL SOCIETIES AND SOCIAL SIMULATION, 2019, 卷号: 22, 期号: 3, 页码: 19
作者:  Qu Xinglong;  Cao Zhingang;  Yang Xiaoguang;  The Anh Han
收藏  |  浏览/下载：197/0  |  提交时间：2020/01/10
Group Cohesion  Public Goods Game  Cooperation Emergence  Conditional Dissociation  Positive Assortment  
Energy savings in China's energy sectors and contributions to air pollution reduction in the 12th Five Year Plan 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2018, 卷号: 200, 页码: 305-317
作者:  Wang, Wenhuan;  Tang, Xu;  Yang, Xiaoguang;  Zhang, Baosheng;  Zhang, Yiqiong;  Hook, Mikael
收藏  |  浏览/下载：193/0  |  提交时间：2018/11/16
Energy savings  Air pollution  Emission reduction  Energy sectors  
Fashion and Homophily 期刊论文
OPERATIONS RESEARCH, 2018, 卷号: 66, 期号: 6, 页码: 1486-1497
作者:  Zhang, Boyu;  Cao, Zhigang;  Qin, Cheng-Zhong;  Yang, Xiaoguang
收藏  |  浏览/下载：181/0  |  提交时间：2019/03/05
network games  fashion cycle  homophily index  
Optimal Subsampling for Large Sample Logistic Regression 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2018, 卷号: 113, 期号: 522, 页码: 829-844
作者:  Wang, HaiYing;  Zhu, Rong;  Ma, Ping
收藏  |  浏览/下载：200/0  |  提交时间：2018/09/08
A-optimality  Logistic regression  Massive data  Optimal subsampling  Rare event