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Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
Authors:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
Favorite  |  View/Download:32/0  |  Submit date:2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
Uncertainty shocks of Trump election in an interval model of stock market 期刊论文
QUANTITATIVE FINANCE, 2020, 页码: 15
Authors:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang
Favorite  |  View/Download:49/0  |  Submit date:2021/01/14
Interval dummy variables  Interval time series  Nonlinear minimum-distance estimator  Range volatility  Trump election  
A Revised Inverse Data Envelopment Analysis Model Based on Radial Models 期刊论文
MATHEMATICS, 2020, 卷号: 8, 期号: 5, 页码: 17
Authors:  Hu, Xiaoyin;  Li, Jianshu;  Li, Xiaoya;  Cui, Jinchuan
Favorite  |  View/Download:67/0  |  Submit date:2020/09/23
data envelopment analysis  efficiency index  multi-objective programing  slacks  
Improve the spectral clustering by integrating a new modularity similarity index and out-of-sample extension 期刊论文
MODERN PHYSICS LETTERS B, 2020, 卷号: 34, 期号: 11, 页码: 12
Authors:  Shen, Dongqin;  Li, Xiuyi;  Yan, Guan
Favorite  |  View/Download:61/0  |  Submit date:2020/06/30
Spectral clustering  out-of-sample  modularity  similarity measure  
Regional development and carbon emissions in China 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 81, 页码: 25-36
Authors:  Zheng, Jiali;  Mi, Zhifu;  Coffman, D'Maris;  Milcheva, Stanimira;  Shan, Yuli;  Guan, Dabo;  Wang, Shouyang
Favorite  |  View/Download:76/0  |  Submit date:2020/01/10
CO2 emissions  LMDI  Regional development  Structural changes  New normal  China  
A New Life Expectancy Assessment Method for Complex Systems With Multi-Characteristics: Case Study on Power-Shift Steering Transmission Control System 期刊论文
IEEE ACCESS, 2019, 卷号: 7, 页码: 17425-17438
Authors:  Yi, Xiao-Jian;  Chen, Yue-Feng;  Mu, Hui-Na;  Shi, Jian;  Hou, Peng
Favorite  |  View/Download:80/0  |  Submit date:2019/04/02
Reliability assessment  complex systems  GO method  life expectancy  system characteristics  prognostic and health management  
Productivity growth and environmental efficiency of the nonferrous metals industry: an empirical study of China 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2016, 卷号: 137, 页码: 1663-1671
Authors:  Shao, Yanmin;  Wang, Shouyang
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Nonferrous metals industry  CO2 emissions  Environmental efficiency  Malmquist-Luenberger productivity index  
A Factor Decomposing Model of Water Use Efficiency at Sector Level and Its Application in Beijing 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2016, 卷号: 29, 期号: 2, 页码: 405-427
Authors:  Liu Xiuli;  Hewings, J. D. Geoffrey;  Chen Xikang;  Wang Shouyang
Favorite  |  View/Download:46/0  |  Submit date:2018/07/30
Beijing  factor decomposition method  water use efficiency  
Efficient estimation for the heteroscedastic single-index varying coefficient models 期刊论文
STATISTICS & PROBABILITY LETTERS, 2016, 卷号: 110, 页码: 84-93
Authors:  Lai, Peng;  Zhang, Qingzhao;  Lian, Heng;  Wang, Qihua
Favorite  |  View/Download:68/0  |  Submit date:2018/07/30
Single-index varying coefficient model  Efficiency  Semiparametric efficiency bound  Estimating equation  
afactordecomposingmodelofwateruseefficiencyatsectorlevelanditsapplicationinbeijing 期刊论文
journalofsystemsscienceandcomplexity, 2016, 卷号: 29, 期号: 2, 页码: 405
Authors:  Liu Xiuli;  Hewings Geoffrey J D;  Chen Xikang;  Wang Shouyang
Favorite  |  View/Download:35/0  |  Submit date:2020/01/10