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Deep graph level anomaly detection with contrastive learning 期刊论文
SCIENTIFIC REPORTS, 2022, 卷号: 12, 期号: 1, 页码: 11
作者:  Luo, Xuexiong;  Wu, Jia;  Yang, Jian;  Xue, Shan;  Peng, Hao;  Zhou, Chuan;  Chen, Hongyang;  Li, Zhao;  Sheng, Quan Z.
收藏  |  浏览/下载:71/0  |  提交时间:2023/02/07
Multi-objective approaches to portfolio optimization with market impact costs 期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke
收藏  |  浏览/下载:62/0  |  提交时间:2023/02/07
Portfolio optimization  Market impact cost  Multi-objective optimization  Evolutionary computation  Memetic algorithm  
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
收藏  |  浏览/下载:74/0  |  提交时间:2023/02/07
augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact  
Integrated profiling of human pancreatic cancer organoids reveals chromatin accessibility features associated with drug sensitivity 期刊论文
NATURE COMMUNICATIONS, 2022, 卷号: 13, 期号: 1, 页码: 16
作者:  Shi, Xiaohan;  Li, Yunguang;  Yuan, Qiuyue;  Tang, Shijie;  Guo, Shiwei;  Zhang, Yehan;  He, Juan;  Zhang, Xiaoyu;  Han, Ming;  Liu, Zhuang;  Zhu, Yiqin;  Gao, Suizhi;  Wang, Huan;  Xu, Xiongfei;  Zheng, Kailian;  Jing, Wei;  Chen, Luonan;  Wang, Yong;  Jin, Gang;  Gao, Dong
收藏  |  浏览/下载:128/0  |  提交时间:2022/06/21
Multi-period portfolio selection with investor views based on scenario tree 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14
作者:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang
收藏  |  浏览/下载:121/0  |  提交时间:2022/06/21
Portfolio selection  Multi-period  Investor views  Scenario tree  Optimization  
Deciphering spatial domains from spatially resolved transcriptomics with an adaptive graph attention auto-encoder 期刊论文
NATURE COMMUNICATIONS, 2022, 卷号: 13, 期号: 1, 页码: 12
作者:  Dong, Kangning;  Zhang, Shihua
收藏  |  浏览/下载:102/0  |  提交时间:2022/06/21
Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载:159/0  |  提交时间:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Identifying phenotype-associated subpopulations by integrating bulk and single-cell sequencing data 期刊论文
NATURE BIOTECHNOLOGY, 2021, 页码: 18
作者:  Sun, Duanchen;  Guan, Xiangnan;  Moran, Amy E.;  Wu, Ling-Yun;  Qian, David Z.;  Schedin, Pepper;  Dai, Mu-Shui;  Danilov, Alexey, V;  Alumkal, Joshi J.;  Adey, Andrew C.;  Spellman, Paul T.;  Xia, Zheng
收藏  |  浏览/下载:146/0  |  提交时间:2022/04/02
Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang
收藏  |  浏览/下载:123/0  |  提交时间:2021/10/26
Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition  
Sample average approximation of CVaR-based hedging problem with a deep-learning solution 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
作者:  Peng, Cheng;  Li, Shuang;  Zhao, Yanlong;  Bao, Ying
收藏  |  浏览/下载:136/0  |  提交时间:2021/04/26
Conditional Value-at-Risk  Hedging strategies  Deep learning  Theoretical guarantee  Sample average approximation  Uniform convergence