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Portfolio selection under uncertainty by the ordered modular average operator 期刊论文
FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14
作者:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong
收藏  |  浏览/下载：164/0  |  提交时间：2019/04/02
Aggregation operator  Portfolio selection  The mean-variance model  The ordered modular averages  The ordered weighted averages  
Improved Horvitz-Thompson estimator in survey sampling 期刊论文
SURVEY METHODOLOGY, 2019, 卷号: 45, 期号: 1, 页码: 165-184
作者:  Zong, Xianpeng;  Zhu, Rong;  Zou, Guohua
收藏  |  浏览/下载：218/0  |  提交时间：2020/01/10
Horvitz-Thompson estimator  Inverse probability weighting  Hard-threshold  Robustness  Unequal probability sampling  Sampling without/with replacement  Ratio estimator  
Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文
IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504
作者:  Li, Yongwu;  Wang, Shouyang;  Zeng, Yan;  Qiao, Han
收藏  |  浏览/下载：120/0  |  提交时间：2018/07/30
Dynamic equilibrium  dynamic programming  Kalman filters  optimal control  portfolios  
Testing Association between Mixed Type Outcomes and Covariates Jointly by the Use of a Latent Variable 期刊论文
SCIENTIFIC REPORTS, 2017, 卷号: 7, 期号: 8006, 页码: 10
作者:  Zhu, Jiayan;  Zhang, Wei;  Li, Qizhai;  Li, Zhengbang;  Zhu, Jiayan;  Zhang, Wei;  Li, Qizhai;  Li, Zhengbang
浏览  |  Adobe PDF(2766Kb)  |  收藏  |  浏览/下载：482/131  |  提交时间：2018/07/30
Weighted-Average Least Squares Prediction 期刊论文
ECONOMETRIC REVIEWS, 2016, 卷号: 35, 期号: 6, 页码: 1040-1074
作者:  Magnus, Jan R.;  Wang, Wendun;  Zhang, Xinyu
收藏  |  浏览/下载：101/0  |  提交时间：2018/07/30
Bayesian analysis  Model averaging  Model uncertainty  Prediction  C11  C52  C53  
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  
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 卷号: 60, 期号: 7, 页码: 1786-1800
作者:  Ni, Yuan-Hua;  Zhang, Ji-Feng;  Li, Xun
收藏  |  浏览/下载：126/0  |  提交时间：2018/07/30
Indefinite stochastic linear-quadratic optimal control  mean-field theory  multi-period mean-variance portfolio selection  
Consensus Conditions of Multi-Agent Systems With Time-Varying Topologies and Stochastic Communication Noises 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2010, 卷号: 55, 期号: 9, 页码: 2043-2057
作者:  Li, Tao;  Zhang, Ji-Feng
收藏  |  浏览/下载：111/0  |  提交时间：2018/07/30
Average-consensus  distributed coordination  distributed estimation  multi-agent systems  stochastic systems  
Imputation of mean of ratios for missing data and its application to PPSWR sampling 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2010, 卷号: 26, 期号: 5, 页码: 863-874
作者:  Zou, Guo Hua;  Li, Ying Fu;  Zhu, Rong;  Guan, Zhong
收藏  |  浏览/下载：79/0  |  提交时间：2018/07/30
imputation  item nonresponse  jackknife variance estimator  non-uniform response  PPSWR sampling  
The valuation of convertible bonds with numeraire changes 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2010, 卷号: 26, 期号: 2, 页码: 321-332
作者:  Zhou, Hai-lin;  Wang, Shou-yang
收藏  |  浏览/下载：84/0  |  提交时间：2018/07/30
Convertible bonds  complete market  numeraire changes  closed-form solution