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Simple Contracts to Coordinate the Capacity Procurement Model with Asymmetric Demand Information 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
Authors:  Li, Linqiu;  Liu, Ke
Favorite  |  View/Download:9/0  |  Submit date:2021/10/26
Asymmetric information  capacity investment  mechanism design  supply chain management  
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
Authors:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
Favorite  |  View/Download:16/0  |  Submit date:2021/04/26
News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning  
Coordination contract design for the newsvendor model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2020, 卷号: 283, 期号: 1, 页码: 380-389
Authors:  Li, Linqiu;  Liu, Ke
Favorite  |  View/Download:44/0  |  Submit date:2020/05/24
Supply chain management  Game theory  Asymmetric information  Mechanism design  
Information aggregation in a financial market with general signal structure 期刊论文
JOURNAL OF ECONOMIC THEORY, 2019, 卷号: 183, 页码: 594-624
Authors:  Lou, Youcheng;  Parsa, Sahar;  Ray, Debraj;  Li, Duan;  Wang, Shouyang
Favorite  |  View/Download:45/0  |  Submit date:2020/01/10
Multidimensional signals  Asymmetric information  Information aggregation  Rational expectations equilibrium  
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
Authors:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang
Favorite  |  View/Download:54/0  |  Submit date:2020/01/10
Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility  
Analysis of Distributed Adaptive Filters Based on Diffusion Strategies Over Sensor Networks 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 11, 页码: 3643-3658
Authors:  Xie, Siyu;  Guo, Lei
Favorite  |  View/Download:49/0  |  Submit date:2019/01/11
Diffusion strategies  distributed adaptive filters  least mean squares  stochastic stability  tracking performance  
How efficient are China's macroeconomic forecasts? Evidences from a new forecasting evaluation approach 期刊论文
ECONOMIC MODELLING, 2018, 卷号: 68, 页码: 506-513
Authors:  Sun, Yuying;  Wang, Shouyang;  Zhang, Xun
Favorite  |  View/Download:41/0  |  Submit date:2018/07/30
Forecast revisions  Macroeconomic forecast  Unbalanced three-dimensional panel data  Surveys  LINEX asymmetric loss function  
Asymmetric information, heterogeneous prior beliefs, and public information 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2016, 卷号: 46, 页码: 100-120
Authors:  Gong, Fuzhou;  Liu, Hong
Favorite  |  View/Download:32/0  |  Submit date:2018/07/30
Public disclosure  Insider trading  Price discovery  Heterogeneous prior beliefs  Granger causality  
股市信息流对收益率及其波动的影响研究 期刊论文
管理科学学报, 2013, 卷号: 16.0, 期号: 011, 页码: 69-80
Authors:  文凤华;  龚旭;  黄创霞;  陈晓红;  杨晓光
Favorite  |  View/Download:6/0  |  Submit date:2021/01/14
信息流  价值函数  量价关系  GARCH-V模型  
Classical and quantum correlative capacities of quantum systems 期刊论文
PHYSICAL REVIEW A, 2011, 卷号: 84, 期号: 4, 页码: 4
Authors:  Li, Nan;  Luo, Shunlong
Favorite  |  View/Download:38/0  |  Submit date:2018/07/30