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Multilayer Financial Complex Networks and Their Applications 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14
Authors:  Li, Xuerong;  Xu, Xiaoyue;  Liu, Jiaqi;  Dong, Jichang;  Lu, Jinhu
Favorite  |  View/Download：24/0  |  Submit date：2023/02/07
Couplings  Complex networks  Biological system modeling  Banking  Entropy  Analytical models  Urban areas  Financial networks  maximum entropy approach  multi-layer networks  risk contagion  spillover effects  
Blockchain competition: The tradeoff between platform stability and efficiency 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 296, 期号: 3, 页码: 1084-1097
Authors:  Jiang, Shangrong;  Li, Yuze;  Wang, Shouyang;  Zhao, Lin
Favorite  |  View/Download：69/0  |  Submit date：2022/04/02
Game theory  Blockchain  Platform competition  Empirical analysis  
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
Authors:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang
Favorite  |  View/Download：65/0  |  Submit date：2022/04/02
Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem  
A Minibatch Proximal Stochastic Recursive Gradient Algorithm Using a Trust-Region-Like Scheme and Barzilai-Borwein Stepsizes 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2021, 卷号: 32, 期号: 10, 页码: 4627-4638
Authors:  Yu, Tengteng;  Liu, Xin-Wei;  Dai, Yu-Hong;  Sun, Jie
Favorite  |  View/Download：52/0  |  Submit date：2022/04/02
Convergence  Convex functions  Risk management  Gradient methods  Learning systems  Sun  Barzilai-Borwein (BB) method  empirical risk minimization (ERM)  proximal method  stochastic gradient  trust-region  
Direct local linear estimation for Sharpe ratio function 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
Authors:  Lin, Hongmei;  Tong, Tiejun;  Wang, Yuedong;  Xu, Wenchao;  Zhang, Riquan
Favorite  |  View/Download：56/0  |  Submit date：2022/04/02
Heteroscedasticity  local likelihood estimation  local linear regression  nonparametric regression  Sharpe ratio function  
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
Favorite  |  View/Download：85/0  |  Submit date：2021/06/01
Study on the Optimal Strategy of Missile Interception 期刊论文
IEEE ACCESS, 2021, 卷号: 9, 页码: 22239-22252
Authors:  Gao, Kaiye;  Yan, Xiangbin
Favorite  |  View/Download：78/0  |  Submit date：2021/04/26
Missiles  Licenses  Resource management  Alarm systems  Radar  Decision making  Satellite broadcasting  Missile interception  reliability  combinatorial theory  cumulative prospect theory  
Fractional Degree Stochastic Dominance 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 10, 页码: 4630-4647
Authors:  Huang, Rachel J.;  Tzeng, Larry Y.;  Zhao, Lin
Favorite  |  View/Download：73/0  |  Submit date：2021/01/14
stochastic dominance  risk aversion  risk lovingness  higher-order risk preferences  risk taking  
Quantile Regression under Local Misspecification 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2020, 卷号: 36, 期号: 4, 页码: 790-802
Authors:  Duan, Xiao-gang;  Wang, Qi-hua
Favorite  |  View/Download：105/0  |  Submit date：2021/04/26
frequentist model averaging  focus information criterion  local framework  quantile regression  
Comment on "Aging Population, Retirement, and Risk Taking" 期刊论文
MANAGEMENT SCIENCE, 2020, 卷号: 66, 期号: 6, 页码: 2792-2795
Authors:  Huang, Rachel J.;  Tzeng, Larry Y.;  Wang, Jr-Yan;  Zhao, Lin
Favorite  |  View/Download：78/0  |  Submit date：2020/09/23
asymptotic stochastic dominance  maximum geometric mean strategy  long-run investment