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Sample average approximation of CVaR-based hedging problem with a deep-learning solution 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
作者:  Peng, Cheng;  Li, Shuang;  Zhao, Yanlong;  Bao, Ying
收藏  |  浏览/下载:132/0  |  提交时间:2021/04/26
Conditional Value-at-Risk  Hedging strategies  Deep learning  Theoretical guarantee  Sample average approximation  Uniform convergence  
Asymptotic properties of distributed social sampling algorithm 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2020, 卷号: 63, 期号: 1, 页码: 15
作者:  Liu, Qian;  He, Xingkang;  Fang, Haitao
收藏  |  浏览/下载:137/0  |  提交时间:2020/05/24
social networks  opinion formation  social sampling  stochastic approximation  random networks  asymptotic normality  
asymptoticpropertiesofdistributedsocialsamplingalgorithm 期刊论文
sciencechinainformationscience, 2020, 卷号: 63, 期号: 1
作者:  Liu Qian;  He Xingkang;  Fang Haitao
收藏  |  浏览/下载:155/0  |  提交时间:2020/05/24
Higher-order normal approximation approach for highly reliable system assessment 期刊论文
IISE TRANSACTIONS, 2019, 页码: 13
作者:  Li, Zhaohui;  Yu, Dan;  Liu, Jian;  Hu, Qingpei
收藏  |  浏览/下载:178/0  |  提交时间:2020/01/10
System reliability assessment  highly reliable system  Winterbottom-extended Cornish-Fisher expansion  reliability-based expansion  log-location-scale family  
Reliability assessment for load-sharing systems with exponential components using statistical expansion as a correction 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019, 卷号: 35, 期号: 4, 页码: 998-1010
作者:  Xu, Jianyu;  Xie, Min;  Hu, Qingpei
收藏  |  浏览/下载:213/0  |  提交时间:2020/01/10
exponential distribution  load-sharing system  system reliability assessment  WCF asymptotic expansion  
Optimized Base-Station Cache Allocation for Cloud Radio Access Network With Multicast Backhaul 期刊论文
IEEE JOURNAL ON SELECTED AREAS IN COMMUNICATIONS, 2018, 卷号: 36, 期号: 8, 页码: 1737-1750
作者:  Dai, Binbin;  Liu, Ya-Feng;  Yu, Wei
收藏  |  浏览/下载:165/0  |  提交时间:2019/01/11
Alternating direction method of multipliers (ADMM)  base-station (BS) caching  cloud radio access network (C-RAN)  data-sharing strategy  multicasting  wireless backhaul  
Convergence rates of discrete-time stochastic approximation consensus algorithms: Graph-related limit bounds 期刊论文
SYSTEMS & CONTROL LETTERS, 2018, 卷号: 112, 页码: 9-17
作者:  Tang, Huaibin;  Li, Tao
收藏  |  浏览/下载:169/0  |  提交时间:2018/07/30
Consensus  Sensor network  Martingale difference sequence  Stochastic approximation  Convergence rate  
A unified semi-empirical likelihood ratio confidence interval for treatment effects in the two sample problem with length-biased data 期刊论文
STATISTICS AND ITS INTERFACE, 2018, 卷号: 11, 期号: 3, 页码: 531-540
作者:  Li, Tao;  Wu, Mengyun;  Zhou, Yong
收藏  |  浏览/下载:940/0  |  提交时间:2018/11/16
Empirical likelihood  Estimating equation  Treatment effect  Censored data  Length-biased  
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
作者:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
Enhanced indexation  Chance constraint  Mixed integer programming  Distributionally robust approach  
WEIGHTED APPROXIMATE FEKETE POINTS: SAMPLING FOR LEAST-SQUARES POLYNOMIAL APPROXIMATION 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2018, 卷号: 40, 期号: 1, 页码: A366-A387
作者:  Guo, Ling;  Narayan, Akil;  Yan, Liang;  Zhou, Tao
收藏  |  浏览/下载:144/0  |  提交时间:2018/07/30
uncertainty quantification  least-squares approximations  Fekete points  QR decomposition