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Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 15
作者:  Zhang, Yaqi;  Guo, Lei
收藏  |  浏览/下载：145/0  |  提交时间：2021/01/14
ARCH model  conditional heteroscedasticity  convergence  self-tuning regulator  weighted least-squares algorithm  
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
作者:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载：172/0  |  提交时间：2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets  
Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 2, 页码: 434-463
作者:  Wan Die;  Wei Xianhua;  Yang Xiaoguang
收藏  |  浏览/下载：98/0  |  提交时间：2018/07/30
Event study method  informed trading  liquidity dynamics  price jumps  price reversal  
GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 6, 页码: 1118-1132
作者:  Hu, Huimin;  Xu, Xingzhong;  Li, Guoying
收藏  |  浏览/下载：98/0  |  提交时间：2018/07/30
Fiducial inference  frequency property  generalized p-value  hypothesis testing  partially linear model  
Performance evaluation for damping controllers of power systems based on multi-agent models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 1, 页码: 77-87
作者:  Xue, Ancheng;  Hong, Yiguang
收藏  |  浏览/下载：98/0  |  提交时间：2018/07/30
Damping controller  inter-area oscillation  multi-layer multi-agent system  power system