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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
Authors:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang
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Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition  
Statistical analysis and optimal inspection planning for lifetime delayed gamma degradation processes 期刊论文
QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, 2021, 页码: 16
Authors:  Li, Zan;  Hu, Qingpei;  Yang, Qingyu;  Yu, Dan
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crack initiation  crack propagation  D-optimality  gamma process  inspection planning  
Model averaging prediction for time series models with a diverging number of parameters 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221
Authors:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu
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Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  Model averaging  
High-order three-scale computational method for elastic behavior analysis and strength prediction of axisymmetric composite structures with multiple spatial scales 期刊论文
MATHEMATICS AND MECHANICS OF SOLIDS, 2021, 卷号: 26, 期号: 6, 页码: 905-936
Authors:  Dong, Hao;  Cui, Junzhi;  Nie, Yufeng;  Jin, Ke;  Guan, Xiaofei;  Yang, Zihao
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Multiscale asymptotic analysis  mechanical behaviors  axisymmetric composite structures  micro-meso-macro coupled model  HOTS numerical algorithm  
DeepDigest: Prediction of Protein Proteolytic Digestion with Deep Learning 期刊论文
ANALYTICAL CHEMISTRY, 2021, 卷号: 93, 期号: 15, 页码: 6094-6103
Authors:  Yang, Jinghan;  Gao, Zhiqiang;  Ren, Xiuhan;  Sheng, Jie;  Xu, Ping;  Chang, Cheng;  Fu, Yan
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A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING 期刊论文
ECONOMETRIC THEORY, 2021, 卷号: 37, 期号: 2, 页码: 388-407
Authors:  Zhang, Xinyu
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The immersed boundary-lattice Boltzmann method for solving solid-fluid interaction problem with Navier-slip boundary condition 期刊论文
COMPUTERS & FLUIDS, 2021, 卷号: 217, 页码: 10
Authors:  Wang, Zhenyu;  He, Qiaolin;  Huang, Jizu
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Solid-fluid interaction problem  Lattice Boltzmann equations  Navier-slip boundary condition  Immerse boundary method  
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
Authors:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
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News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning  
Distribution-Free One-Pass Learning 期刊论文
IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING, 2021, 卷号: 33, 期号: 3, 页码: 951-963
Authors:  Zhao, Peng;  Wang, Xinqiang;  Xie, Siyu;  Guo, Lei;  Zhou, Zhi-Hua
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Data models  Random variables  Proposals  Training  Prediction algorithms  Task analysis  Compressed sensing  Distribution change  one-pass learning  robust learning  non-stationary environments  
Spectral Method for Phase Retrieval: An Expectation Propagation Perspective 期刊论文
IEEE TRANSACTIONS ON INFORMATION THEORY, 2021, 卷号: 67, 期号: 2, 页码: 1332-1355
Authors:  Ma, Junjie;  Dudeja, Rishabh;  Xu, Ji;  Maleki, Arian;  Wang, Xiaodong
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Phase measurement  Message passing  Tools  Signal processing algorithms  Prediction algorithms  Numerical models  Approximation algorithms  Phase retrieval  spectral method  coded diffraction pattern  expectation propagation (EP)  approximate message passing (AMP)  state evolution  orthogonal AMP  vector AMP