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The capital flow of stock market studies based on epidemic model with double delays 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 18
Authors:  Zhou, Qi;  Sun, Shaolong;  Liu, Qian
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Epidemic model  Fund contagion  Herd behaviour  Parameter inversion  
Portfolio selection under different attitudes in fuzzy environment 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 462, 页码: 278-289
Authors:  Zhou, Xiaoyang;  Wang, Jue;  Yang, Xiangping;  Lev, Benjamin;  Tu, Yan;  Wang, Shouyang
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Portfolio selection  Conservative-neutral-aggressive attitude  Fuzzy variable  Value at risk, epsilon-constraint method  
Network-Regularized Sparse Logistic Regression Models for Clinical Risk Prediction and Biomarker Discovery 期刊论文
IEEE-ACM TRANSACTIONS ON COMPUTATIONAL BIOLOGY AND BIOINFORMATICS, 2018, 卷号: 15, 期号: 3, 页码: 944-953
Authors:  Min, Wenwen;  Liu, Juan;  Zhang, Shihua
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Sparse logistic regression  network-regularized penalty  survival risk prediction  feature selection  
An efficient risk estimator with external information under additive hazards model 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2018, 卷号: 34, 期号: 1, 页码: 35-50
Authors:  Wang, Xin;  Xue, Xiao-ming;  Zhou, Jie;  Sun, Liu-quan
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absolute risk  additive hazards model  cause-specific hazard  cohort data  composite hazard rate  external information  
anefficientriskestimatorwithexternalinformationunderadditivehazardsmodel 期刊论文
actamathematicaeapplicataesinica, 2018, 卷号: 34, 期号: 1, 页码: 35
Authors:  Wang Xin;  Xue Xiaoming;  Zhou Jie;  Sun Liuquan
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RISK AVERSION AND PORTFOLIO SELECTION IN A CONTINUOUS-TIME MODEL 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2011, 卷号: 49, 期号: 5, 页码: 1916-1937
Authors:  Xia, Jianming
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risk aversion  portfolio selection  Black-Scholes market model  comparative statics  
Dynamic portfolio optimization with risk control for absolute deviation model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2010, 卷号: 201, 期号: 2, 页码: 349-364
Authors:  Yu, Mei;  Takahashi, Satoru;  Inoue, Hiroshi;  Wang, Shouyang
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Portfolio optimization  Linear programming  Absolute deviation  Dynamic programming  
A mixed R&D projects and securities portfolio selection model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2008, 卷号: 185, 期号: 2, 页码: 700-715
Authors:  Fang, Yong;  Chen, Lihua;  Fukushima, Masao
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portfolio selection  R&D project portfolio selection  semi-absolute deviation risk function  mixed-integer stochastic programming problem  
Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing 期刊论文
OPTIMIZATION, 2008, 卷号: 57, 期号: 5, 页码: 691-703
Authors:  Li, Ping;  Wang, Shou-Yang
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martingale measure  derivative pricing  optimal consumption  incomplete market  utility maximization  
A stochastic approach to hotel revenue management considering multiple-day stays 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2006, 卷号: 5, 期号: 3, 页码: 545-556
Authors:  Liu, Shuqin;  Lai, Kin Keung;  Dong, Jichang;  Wang, Shou-Yang
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revenue management  stochastic programming  semi-absolute deviation