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Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks 期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
Authors:  Li, Dan;  Li, Yijun;  Wang, Chaoqun;  Chen, Min;  Wu, Qi
Favorite  |  View/Download：56/0  |  Submit date：2023/02/07
Carbon price forecast  Granger forecast  Real-time decomposition  Neural Granger causality  Causal temporal convolutional network  
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2022, 卷号: 13, 期号: 3, 页码: SC87-SC98
Authors:  Wang, Xiangyu;  Xia, Jianming;  Xu, Zuo Quan;  Yang, Zhou
Favorite  |  View/Download：16/0  |  Submit date：2023/02/07
SSD-minimal  stochastic dominance  Skorokhod lemma  complete market  risk minimizing  
Evaluating Performances and Importance of Venture Capitals: A Complex Network Approach 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2021, 卷号: 68, 期号: 5, 页码: 2060-2068
Authors:  Liu, Jiaqi;  Li, Xuerong;  Lu, Linyuan;  Dong, Jichang;  Lu, Jinhu
Favorite  |  View/Download：80/0  |  Submit date：2021/10/26
Venture capital  Investment  Complex networks  Companies  Industries  Technological innovation  Data models  Venture capital  co-investment network  investment performance  investment behavior  
The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors' information 期刊论文
MATHEMATICAL SOCIAL SCIENCES, 2021, 卷号: 109, 页码: 93-105
Authors:  Lou, Youcheng;  Wang, Shouyang
Favorite  |  View/Download：84/0  |  Submit date：2021/04/26
Rational expectations equilibrium  Social networks  Network structure  Signal structure  
The valuation of convertible bonds with numeraire changes 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2010, 卷号: 26, 期号: 2, 页码: 321-332
Authors:  Zhou, Hai-lin;  Wang, Shou-yang
Favorite  |  View/Download：49/0  |  Submit date：2018/07/30
Convertible bonds  complete market  numeraire changes  closed-form solution  
thevaluationofconvertiblebondswithnumerairechanges 期刊论文
actamathematicaeapplicataesinica, 2010, 卷号: 26, 期号: 2, 页码: 321
Authors:  Zhou Hailin;  Wang Shouyang
Favorite  |  View/Download：60/0  |  Submit date：2020/01/10
Computation of arbitrage in frictional bond markets 期刊论文
THEORETICAL COMPUTER SCIENCE, 2006, 卷号: 363, 期号: 3, 页码: 248-256
Authors:  Cai, Mao-cheng;  Deng, Xiaotie;  Li, Zhongfei
Favorite  |  View/Download：78/0  |  Submit date：2018/07/30
frictional market  weak no-arbitrage  computational complexity  NP-hard  
Computation of arbitrage in a financial market with various types of frictions 期刊论文
ALGORITHMIC APPLICATIONS IN MANAGEMENT, PROCEEDINGS, 2005, 卷号: 3521, 页码: 270-280
Authors:  Cai, MC;  Deng, XT;  Li, ZF
Favorite  |  View/Download：74/0  |  Submit date：2018/07/30
Continuous-time mean-risk portfolio selection 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2005, 卷号: 41, 期号: 3, 页码: 559-580
Authors:  Jin, HQ;  Yan, HA;  Zhou, XY
Favorite  |  View/Download：70/0  |  Submit date：2018/07/30
mean-downside-risk  mean-semivariance  portfolio selection  weighted mean-variance  
Dividing gains between a client and her agent 期刊论文
FINANCE AND STOCHASTICS, 2003, 卷号: 7, 期号: 2, 页码: 219-230
Authors:  Xia, JM
Favorite  |  View/Download：82/0  |  Submit date：2018/07/30
agency  investment  Neyman-Pearson lemma  complete market