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Systemically important financial institutions in China: from view of tail risk spillover network 期刊论文
APPLIED ECONOMICS LETTERS, 2021, 页码: 7
Authors:  Yang, Xin;  Chen, Shan;  Liu, Zhifeng;  Yang, Xiaoguang;  Huang, Chuangxia
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Financial institution  tail risk spillover network  panel data regression model  systemic risk  complex network  
Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies 期刊论文
JOURNAL OF APPLIED STATISTICS, 2021, 页码: 28
Authors:  Zhang, Wei;  Wu, Colin O.;  Ma, Xiaoyang;  Tian, Xin;  Li, Qizhai
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Dynamic copula model  functional parameter  lasso-regularized spline estimator  multivariate longitudinal data  statistical machine learning  time-varying covariate  
Portfolio selection under uncertainty by the ordered modular average operator 期刊论文
FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14
Authors:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong
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Aggregation operator  Portfolio selection  The mean-variance model  The ordered modular averages  The ordered weighted averages  
基于Markov-vine copula的我国网贷平台对传统金融机构风险传染效应研究 期刊论文
系统工程理论与实践, 2018, 卷号: 038, 期号: 002, 页码: 317
Authors:  韦起;  魏云捷
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中国股票市场的时变杠杆效应研究——基于随机Copula模型的实证分析 期刊论文
管理科学学报, 2017, 卷号: 020, 期号: 009, 页码: 70
Authors:  吴鑫育;  任森春;  马超群;  汪寿阳
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Copula-graphic estimators for the marginal survival function with censoring indicators missing at random 期刊论文
STATISTICS & PROBABILITY LETTERS, 2015, 卷号: 107, 页码: 101-110
Authors:  Liu, Yi;  Wang, Qihua
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Archimedean copula  Dependent censoring  Survival function  Missing at random  
Copula-based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines 期刊论文
THEORY OF COMPUTING SYSTEMS, 2015, 卷号: 57, 期号: 3, 页码: 753-781
Authors:  Chen, Xujin;  Du, Donglei;  Zuluaga, Luis F.
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Algorithmic mechanism design  Random mechanism  Copula  Truthful scheduling  
基于正态逆高斯分布的抵押债务定价和因子模型 期刊论文
系统工程, 2014, 卷号: 000, 期号: 003, 页码: 35
Authors:  卢瑜;  杜军
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次贷危机传染渠道的空间计量 期刊论文
系统工程理论与实践, 2012, 卷号: 032, 期号: 003, 页码: 483
Authors:  程棵;  陆凤彬;  杨晓光
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基于Copula函数的程序化交易策略 期刊论文
系统工程理论与实践, 2011, 卷号: 031, 期号: 004, 页码: 599
Authors:  张戈;  程棵;  陆凤彬;  汪寿阳
Favorite  |  View/Download:54/0  |  Submit date:2020/01/10