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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
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
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：158/0  |  提交时间：2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
外汇欧式期权在市场不完备下的对冲误差分析 期刊论文
系统工程理论与实践, 2019, 卷号: 39.0, 期号: 011, 页码: 2739-2749
作者:  彭程;  李爽;  包莹;  赵延龙
收藏  |  浏览/下载：132/0  |  提交时间：2021/01/14
外汇欧式期权  Delta对冲  对冲误差  摩擦系数  
Energy efficiency decision and selection of main engines in a sustainable shipbuilding supply chain 期刊论文
TRANSPORTATION RESEARCH PART D-TRANSPORT AND ENVIRONMENT, 2017, 卷号: 53, 页码: 290-305
作者:  Xie, Gang;  Yue, Wuyi;  Wang, Shouyang
收藏  |  浏览/下载：110/0  |  提交时间：2018/07/30
Energy efficiency  Main engine  Portfolio selection  Sustainability  Shipbuilding supply chain  
Binary switch portfolio 期刊论文
QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 5, 页码: 763-780
作者:  Li, Tengfei;  Chen, Kani;  Feng, Yang;  Ying, Zhiliang
收藏  |  浏览/下载：109/0  |  提交时间：2018/07/30
Aggregating algorithm  Asset return  Bayesian analysis  Portfolio selection  Supervised learning  Universal portfolio  
Stock Selection with a Novel Sigmoid-Based Mixed Discrete-Continuous Differential Evolution Algorithm 期刊论文
IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING, 2016, 卷号: 28, 期号: 7, 页码: 1891-1904
作者:  Yu, Lean;  Hu, Lunchao;  Tang, Ling
收藏  |  浏览/下载：96/0  |  提交时间：2018/07/30
Artificial intelligence  constrained optimization  evolutionary computing  portfolio analysis  
Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston's SV Model 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2016, 页码: 18
作者:  Sun, Jingyun;  Li, Zhongfei;  Li, Yongwu
收藏  |  浏览/下载：95/0  |  提交时间：2018/07/30
Time-consistent investment strategy under partial information 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2015, 卷号: 65, 页码: 187-197
作者:  Li, Yongwu;  Qiao, Han;  Wang, Shouyang;  Zhang, Ling
收藏  |  浏览/下载：105/0  |  提交时间：2018/07/30
Time inconsistency  Mean-variance  Partial information  Equilibrium strategy  Extended HJB system of equations