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Time-Inconsistent Stochastic LQ Problem with Regime Switching 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
Authors:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
Favorite  |  View/Download：103/0  |  Submit date：2020/09/23
Forward-backward stochastic difference equation  open-loop equilibrium control  regime switching  stochastic linear-quadratic problem  time inconsistency  
Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
Authors:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
Favorite  |  View/Download：85/0  |  Submit date：2020/05/24
Multi-period mean variance portfolio selection under incomplete information 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774
Authors:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu
Favorite  |  View/Download：89/0  |  Submit date：2018/07/30
hidden Markov chain  regime switching  sufficient statistics  portfolio optimization  
The Non-Linear Effect of Chinese Financial Developments on Energy Supply Structures 期刊论文
SUSTAINABILITY, 2016, 卷号: 8, 期号: 10, 页码: 21
Authors:  Chai, Jian;  Xing, Limin;  Lu, Quanying;  Liang, Ting;  Lai, Kin Keung;  Wang, Shouyang
Favorite  |  View/Download：90/0  |  Submit date：2018/07/30
financial development  energy supply structure  PSTR model  regime switching  
三阶段均值回复tar及其应用 期刊论文
系统工程理论与实践, 2013, 卷号: 33, 期号: 4, 页码: 901
Authors:  吴武清;  李东;  潘松;  陈敏
Favorite  |  View/Download：101/0  |  Submit date：2020/01/10
三阶段均值回复、TAR及其应用 期刊论文
系统工程理论与实践, 2013, 页码: 901
Authors:  吴武清;  李东;  潘松;  陈敏
Favorite  |  View/Download：93/0  |  Submit date：2021/01/14
均值回复  三阶段均值回复  TAR  贸易顺差  
Modeling the dynamics of Chinese spot interest rates 期刊论文
JOURNAL OF BANKING & FINANCE, 2010, 卷号: 34, 期号: 5, 页码: 1047-1061
Authors:  Hong, Yongmiao;  Lin, Hai;  Wang, Shouyang
Favorite  |  View/Download：62/0  |  Submit date：2018/07/30
Spot rate models  Term structure of interest rates  Market segmentation  Nonparametric specification tests