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Multi-period portfolio selection with investor views based on scenario tree 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14
作者:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang
收藏  |  浏览/下载:158/0  |  提交时间:2022/06/21
Portfolio selection  Multi-period  Investor views  Scenario tree  Optimization  
Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2019, 卷号: 85, 页码: 68-82
作者:  Zhou, Xiaoyang;  Xu, Zhongwen;  Chai, Jian;  Yao, Liming;  Wang, Shouyang;  Lev, Benjamin
收藏  |  浏览/下载:196/0  |  提交时间:2020/01/10
Multi-period three-stage DEA  Banking system  Triangular type-2 fuzzy undesirable outputs  Shared inputs  Carryovers  
Measuring efficiencies of multi-period and multi-division systems associated with DEA: An application to OECD countries' national innovation systems 期刊论文
EXPERT SYSTEMS WITH APPLICATIONS, 2016, 卷号: 46, 页码: 494-510
作者:  Kou, Mingting;  Chen, Kaihua;  Wang, Shouyang;  Shao, Yanmin
收藏  |  浏览/下载:127/0  |  提交时间:2018/07/30
Multi-period and multi-division systems  Dynamic network DEA  Efficiency measurement and decomposition  National innovation systems  Innovation efficiency  OECD countries  
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Li, Xun
收藏  |  浏览/下载:154/0  |  提交时间:2018/07/30
Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection  
High speed interpolation for micro-line trajectory and adaptive real-time look-ahead scheme in CNC machining 期刊论文
SCIENCE CHINA-TECHNOLOGICAL SCIENCES, 2011, 卷号: 54, 期号: 6, 页码: 1481-1495
作者:  Zhang LiXian;  Sun RuiYong;  Gao XiaoShan;  Li HongBo
收藏  |  浏览/下载:135/0  |  提交时间:2018/07/30
CNC  micro-line segment  multi-period turning  look-ahead scheme  real-time interpolation  feedrate override  
Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection 期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载:159/0  |  提交时间:2018/07/30
four-factor model  multi-period semi-variance portfolio  exchange rate  futures  hybrid GA with PSO  economic systems  finance  partial differential equations  genetic algorithms  
A class of portfolio selection with a four-factor futures price model 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2008, 卷号: 164, 期号: 1, 页码: 139-165
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
Four-factor model  Multi-period semi-variance portfolio  Exchange rate  Futures  Numerical algorithm