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Market inefficiencies associated with pricing oil stocks during shocks 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 81, 页码: 661-671
Authors:  Qiao, Kenan;  Sun, Yuying;  Wang, Shouyang
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Crude oil shocks  Interval-valued factor pricing models  Market efficiency  Oil stocks  Quantile regression  
Decision Biases of Strategic Customers with Private Product-Value Information: An Experimental Study 期刊论文
PRODUCTION AND OPERATIONS MANAGEMENT, 2019, 卷号: 28, 期号: 5, 页码: 1305-1319
Authors:  Song, Yanan;  Zhao, Xiaobo;  Zhu, Wanshan;  Chen, Yefen
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strategic customer  game  experiment  decision bias  
Parameter Estimation and Variable Selection for Big Systems of Linear Ordinary Differential Equations: A Matrix-Based Approach 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 卷号: 114, 期号: 526, 页码: 657-667
Authors:  Wu, Leqin;  Qiu, Xing;  Yuan, Ya-xiang;  Wu, Hulin
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Complex system  Eigenvalue updating algorithm  High dimension  Matrix-based variable selection  Ordinary differential equation  Separable least squares  
A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 287-310
Authors:  Xiao, Jihong;  Zhu, Xuehong;  Huang, Chuangxia;  Yang, Xiaoguang;  Wen, Fenghua;  Zhong, Meirui
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Stock price  singular spectrum analysis  support vector machine  combined model  
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
Authors:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
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Pairs trading  Optimal policy  Quasi-variational inequalities  93E20  91G80  49L20  
Threshold autoregressive models for interval-valued time series data 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
Authors:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
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Asymmetric reaction  Interval-valued data  Minimum distance estimation  Nonlinearity  Symbolic data  Threshold autoregressive interval models  
Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 677-695
Authors:  Huang, Zhiyuan;  Han, Ai;  Wang, Shouyang
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Component ACD model  feedback effect  investor behavior  market status  trading intensity  
Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 677
Authors:  Huang, Zhiyuan;  Han, Ai;  Wang, Shouyang
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componentacdmodelanditsapplicationinstudyingthepricerelatedfeedbackeffectininvestortradingbehaviorsinchinesestockmarket 期刊论文
journalofsystemsscienceandcomplexity, 2018, 卷号: 031, 期号: 003, 页码: 677
Authors:  Huang Zhiyuan;  Han Ai;  Wang Shouyang
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High-Frequency Positive Feedback Trading and Market Quality: Evidence from China's Stock Market 期刊论文
INTERNATIONAL REVIEW OF FINANCE, 2017, 卷号: 17, 期号: 4, 页码: 493-523
Authors:  Wan, Die;  Yang, Xiaoguang
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30