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An Empirical Feasibility Study of Societal Risk Classification Toward BBS Posts 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2018, 卷号: 27, 期号: 6, 页码: 709-726
作者:  Chen, Jindong;  Zhou, Xiaoji;  Tang, Xijin
收藏  |  浏览/下载:154/0  |  提交时间:2019/01/11
Societal risk classification  Tianya Forum  cross validation  pairwise similarity  individual risk perception  
A Causality Analysis of Societal Risk Perception and Stock Market Volatility in China 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2018, 卷号: 27, 期号: 5, 页码: 613-631
作者:  Xu, Nuo;  Tang, Xijin
收藏  |  浏览/下载:168/0  |  提交时间:2018/11/16
Societal risk perception  stock market volatility  Baidu Index  Granger causality test  multiple linear regressions  
The behavioral implications of the bilateral gamma process 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 500, 页码: 259-264
作者:  Xie, Haibin;  Wang, Shouyang;  Lu, Zudi
收藏  |  浏览/下载:143/0  |  提交时间:2018/07/30
Bilateral gamma process  Walrasian equilibrium  Asset price  Microstructure  
Achieving China's energy and climate policy targets in 2030 under multiple uncertainties 期刊论文
ENERGY ECONOMICS, 2018, 卷号: 70, 页码: 45-60
作者:  Duan, Hongbo;  Mo, Jianlei;  Fan, Ying;  Wang, Shouyang
收藏  |  浏览/下载:166/0  |  提交时间:2018/07/30
Integrated assessment model  Uncertainty  INDC target  China  Carbon emission peaking  Carbon pricing  Renewable energy subsidy  
An improved SMO algorithm for financial credit risk assessment - Evidence from China's banking 期刊论文
NEUROCOMPUTING, 2018, 卷号: 272, 页码: 314-325
作者:  Zhang, Qi;  Wang, Jue;  Lu, Aiguo;  Wang, Shouyang;  Ma, Jian
收藏  |  浏览/下载:168/0  |  提交时间:2018/07/30
Credit risk assessment  SVM  Sequential minimal optimization (SMO)  Four-variable working set  
acausalityanalysisofsocietalriskperceptionandstockmarketvolatilityinchina 期刊论文
journalofsystemsscienceandsystemsengineering, 2018, 卷号: 27, 期号: 5, 页码: 613
作者:  Xu Nuo;  Tang Xijin
收藏  |  浏览/下载:152/0  |  提交时间:2020/01/10
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
作者:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Enhanced indexation  Chance constraint  Mixed integer programming  Distributionally robust approach  
基于高频数据的非平稳GARCH(1,1)模型的拟极大指数似然估计 期刊论文
中国科学:数学, 2018, 卷号: 48.0, 期号: 003, 页码: 443-456
作者:  吴思鑫;  冯牧;  张虎;  陈敏
收藏  |  浏览/下载:169/0  |  提交时间:2021/01/14
高频数据  非平稳  GARCH模型  拟极大指数似然估计  VaR