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A network perspective of comovement and structural change: Evidence from the Chinese stock market 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
Authors:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xiaoguang;  Cao, Jinde;  Yang, Xin
Favorite  |  View/Download:8/0  |  Submit date:2021/10/26
Chinese stock market  Comovement  Complex network  Engle-Granger test  Weighted LeaderRank algorithm  
Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2021, 页码: 19
Authors:  Zhang, Jing;  Wang, Qihua;  Wang, Xuan
Favorite  |  View/Download:10/0  |  Submit date:2021/10/26
Feature screening  Model-free  Sure screening property  Survival data  Ultrahigh dimensionality  
Multi-State System Reliability Evaluation and Component Allocation Optimization Under Multi-Level Performance Sharing 期刊论文
IEEE ACCESS, 2021, 卷号: 9, 页码: 88820-88834
Authors:  Huang, Shuxuan;  Lei, Bingyin;  Gao, Kaiye;  Wu, Zixuan;  Wang, Ziwen
Favorite  |  View/Download:7/0  |  Submit date:2021/10/26
Power system reliability  Licenses  Reliability engineering  Resource management  Random variables  Propagation losses  Transportation  Common bus  performance sharing  multi-state system reliability  universal generating function (UGF)  genetic algorithm (GA)  
Recent Results in Several Complex Variables and Complex Geometry 期刊论文
PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS, 2020, 卷号: 311, 期号: 1, 页码: 245-260
Authors:  Zhou, Xiangyu
Favorite  |  View/Download:11/0  |  Submit date:2021/04/26
Quantifying non-Gaussianity via the Hellinger distance 期刊论文
THEORETICAL AND MATHEMATICAL PHYSICS, 2020, 卷号: 204, 期号: 2, 页码: 1046-1058
Authors:  Zhang, Yue;  Luo, Shunlong
Favorite  |  View/Download:41/0  |  Submit date:2020/11/18
bosonic field  Gaussian state  non-Gaussianity  Hellinger distance  Bures distance  
Model-free feature screening for ultrahigh dimensional classification 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2020, 卷号: 178, 页码: 12
Authors:  Sheng, Ying;  Wang, Qihua
Favorite  |  View/Download:54/0  |  Submit date:2020/06/30
Classification accuracy  The Bayes rule  Sure screening  Ultrahigh dimensional classification  
How does Gauge Cooling Stabilize Complex Langevin? 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2020, 卷号: 27, 期号: 5, 页码: 1344-1377
Authors:  Cai, Zhenning;  Di, Yana;  Dong, Xiaoyu
Favorite  |  View/Download:24/0  |  Submit date:2020/05/24
Complex Langevin method  gauge cooling  Polyakov loop  
Set-completely-positive representations and cuts for the max-cut polytope and the unit modulus lifting 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 卷号: 76, 期号: 4, 页码: 913-932
Authors:  Jarre, Florian;  Lieder, Felix;  Liu, Ya-Feng;  Lu, Cheng
Favorite  |  View/Download:20/0  |  Submit date:2020/05/24
Max-cut problem  Complex variables  Semidefinite relaxation  Unit modulus lifting  
Predicting default rates by capturing critical transitions in the macroeconomic system 期刊论文
FINANCE RESEARCH LETTERS, 2020, 卷号: 32, 页码: 11
Authors:  Xing Kai;  Yang Xiaoguang
Favorite  |  View/Download:25/0  |  Submit date:2020/05/24
Corporate default  Macro-indicator  Critical transitions  
Simultaneous variable selection and class fusion with penalized distance criterion based classifiers 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2019, 卷号: 133, 页码: 138-152
Authors:  Sheng, Ying;  Wang, Qihua
Favorite  |  View/Download:55/0  |  Submit date:2019/12/13
Linear discriminant analysis  Discriminant directions  Variable selection  Class fusion  Misclassification error rate