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A model-averaging treatment of multiple instruments in Poisson models with errors 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 26
Authors:  Zhang, Xiaomeng;  Zhang, Xinyu;  Ma, Yanyuan
Favorite  |  View/Download:81/0  |  Submit date:2022/04/02
Count response  error in variable  instrumental variable  measurement error  minimum risk  model averaging  Poisson regression  prediction optimality  
Simultaneous dose and dose rate optimization (SDDRO) of the FLASH effect for pencil-beam-scanning proton therapy 期刊论文
MEDICAL PHYSICS, 2021, 页码: 12
Authors:  Gao, Hao;  Liu, Jiulong;  Lin, Yuting;  Gan, Gregory N.;  Pratx, Guillem;  Wang, Fen;  Langen, Katja;  Bradley, Jeffrey D.;  Rotondo, Ronny L.;  Li, Harold H.;  Chen, Ronald C.
Favorite  |  View/Download:85/0  |  Submit date:2022/04/02
dose rate optimization  FLASH dose modifying factor  IMPT  proton therapy  
Simultaneous variable selection in regression analysis of multivariate interval-censored data 期刊论文
BIOMETRICS, 2021, 页码: 12
Authors:  Sun, Liuquan;  Li, Shuwei;  Wang, Lianming;  Song, Xinyuan;  Sui, Xuemei
Favorite  |  View/Download:86/0  |  Submit date:2022/04/02
EM algorithm  interval censoring  minimum information criterion  multivariate analysis  transformation models  
KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 4, 页码: 2669-2692
Authors:  Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng;  Zhang, Ji-Feng
Favorite  |  View/Download:89/0  |  Submit date:2022/04/02
Kalman-Bucy filtering  minimum mean square estimator  drift uncertainty  convex operator  minimax theorem  backward stochastic differential equation  
Dynamic network topology and market performance: A case of the Chinese stock market 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020, 页码: 17
Authors:  Huang, Chuangxia;  Zhao, Xian;  Su, Renli;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:138/0  |  Submit date:2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree  
基于VaR的风险平价投资策略及应用 期刊论文
系统工程学报, 2020, 卷号: 35, 期号: 5, 页码: 623-631,641
Authors:  赵大萍;  房勇
Favorite  |  View/Download:128/0  |  Submit date:2021/01/14
portfolio  risk parity  VaR  global minimum variance portfolio  equal weighted portfolio  投资组合  风险平价  VaR  全局最小方差组合  等权组合  
Berry-Esseen bounds for compound-Poisson loss percentiles 期刊论文
SCANDINAVIAN ACTUARIAL JOURNAL, 2017, 期号: 6, 页码: 519-534
Authors:  Feng, Frank Y.;  Powers, Michael R.;  Xiao, Rui'an;  Zhao, Lin
Favorite  |  View/Download:85/0  |  Submit date:2018/07/30
Berry-Esseen theorem  compound-Poisson sums  percentile estimation  risk theory  reinsurance retention  
Classical mean-variance model revisited: pseudo efficiency 期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2015, 卷号: 66, 期号: 10, 页码: 1646-1655
Authors:  Cui, Xiangyu;  Duan, Li;  Yan, Jiaan
Favorite  |  View/Download:114/0  |  Submit date:2018/07/30
mean-variance portfolio selection  minimum cost policy  binding budget spending  optimal wealth management  
Robust Novelty Detection via Worst Case CVaR Minimization 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2015, 卷号: 26, 期号: 9, 页码: 2098-2110
Authors:  Wang, Yongqiao;  Dang, Chuangyin;  Wang, Shouyang
Favorite  |  View/Download:82/0  |  Submit date:2018/07/30
Conditional value-at-risk (CVaR)  kernel methods  novelty detection  robust programming  single-class support vector machine (SSVM)  
Deterministic risk control for cost-effective network connections 期刊论文
THEORETICAL COMPUTER SCIENCE, 2011, 卷号: 412, 期号: 3, 页码: 257-264
Authors:  Alvarez-Miranda, Eduardo;  Chen, Xujin;  Hu, Jie;  Hu, Xiaodong;  Candia-Vejar, Alfredo
Favorite  |  View/Download:113/0  |  Submit date:2018/07/30
Polynomial time algorithms  Interval data  Network design