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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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A NOVEL AUGMENTED LAGRANGIAN METHOD OF MULTIPLIERS FOR OPTIMIZATION WITH GENERAL INEQUALITY CONSTRAINTS
期刊论文
MATHEMATICS OF COMPUTATION, 2022, 页码: 30
作者:
Liu, Xin-Wei
;
Dai, Yu-Hong
;
Huang, Ya-Kui
;
Sun, Jie
收藏
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浏览/下载:78/0
  |  
提交时间:2023/02/07
Nonlinear programming
inequality-constrained optimization
augmented Lagrangian method of multipliers
strong global convergence
local convergence
A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
作者:
Li, Yuze
;
Wang, Shouyang
;
Wei, Yunjie
;
Zhu, Qing
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  |  
浏览/下载:109/0
  |  
提交时间:2022/04/02
Gold
Forecasting
Autoregressive processes
Predictive models
Signal resolution
Deep learning
Mathematical model
Algorithmic trading
bidirectional gated recurrent unit (BiGRU)
gold futures price forecasting
variational mode decomposition (VMD)
The time-varying causal relationship between the Bitcoin market and internet attention
期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:
Zhang,Xun
;
Lu,Fengbin
;
Tao,Rui
;
Wang,Shouyang
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浏览/下载:122/0
  |  
提交时间:2021/10/26
Bitcoin
Internet attention
Google trends
Time-varying granger causality
Multiple bubbles test
G11
G15
C15
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns
期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 19
作者:
Wang, Yingli
;
Lu, Chang
;
Yang, Xiaoguang
;
Zhang, Qingpeng
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浏览/下载:123/0
  |  
提交时间:2021/10/26
asymmetric response
Chinese stock market
economic period
individual investors
PMI announcements
rise-chasing and down-freezing
A ROC-based test for evaluating the group difference with an application to neonatal audiology screening
期刊论文
STATISTICS IN MEDICINE, 2021, 页码: 12
作者:
Tang, Larry L.
;
Meng, Zhen
;
Li, Qizhai
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浏览/下载:143/0
  |  
提交时间:2021/10/26
ROC curve
sensitivity
specificity
two‐
sample comparison
Arbitrage-free conditions for implied volatility surface by Delta
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: 48, 页码: 819-834
作者:
Wang, Ximei
;
Zhao, Yanlong
;
Bao, Ying
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  |  
浏览/下载:152/0
  |  
提交时间:2020/01/10
Implied volatility surface
Foreign exchange market
Arbitrage-free condition
Deltas
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
作者:
Sun, Yuying
;
Zhang, Xun
;
Hong, Yongmiao
;
Wang, Shouyang
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浏览/下载:193/0
  |  
提交时间:2020/01/10
Asymmetry
Crude oil prices
Gasoline prices
Threshold autoregressive interval-valued
regression
Volatility
Consistent test for parametric models with right-censored data using projections
期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2018, 卷号: 118, 页码: 112-125
作者:
Sun, Zhihua
;
Ye, Xue
;
Sun, Liuquan
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  |  
浏览/下载:270/0
  |  
提交时间:2018/07/30
Consistent test
Curse-of-dimensionality-free
Empirical process
Projection
Right-censored data
Joint analysis of panel count data with an informative observation process and a dependent terminal event
期刊论文
LIFETIME DATA ANALYSIS, 2017, 卷号: 23, 期号: 4, 页码: 560-584
作者:
Zhou, Jie
;
Zhang, Haixiang
;
Sun, Liuquan
;
Sun, Jianguo
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  |  
浏览/下载:149/0
  |  
提交时间:2018/07/30
Estimating equation
Informative observation process
Joint modeling
Panel count data
Terminal event
Testing Association between Mixed Type Outcomes and Covariates Jointly by the Use of a Latent Variable
期刊论文
SCIENTIFIC REPORTS, 2017, 卷号: 7, 期号: 8006, 页码: 10
作者:
Zhu, Jiayan
;
Zhang, Wei
;
Li, Qizhai
;
Li, Zhengbang
;
Zhu, Jiayan
;
Zhang, Wei
;
Li, Qizhai
;
Li, Zhengbang
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浏览/下载:464/129
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提交时间:2018/07/30