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Financial hedging in two-stage sustainable commodity supply chains 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 303, 期号: 2, 页码: 803-818
作者:  Wang, Moran;  Guo, Xiaolong;  Wang, Shouyang
收藏  |  浏览/下载：55/0  |  提交时间：2023/02/07
Risk analysis  Financial hedging  Index-based price contract  Sustainable supply chain management  Competition  
Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2022, 页码: 42
作者:  Gao, Juan;  Liu, Xin-Wei;  Dai, Yu-Hong;  Huang, Yakui;  Gu, Junhua
收藏  |  浏览/下载：88/0  |  提交时间：2023/02/07
Distributed non-convex optimization  Machine learning  Momentum methods  Optimization algorithms  Convergence rate  
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
收藏  |  浏览/下载：68/0  |  提交时间：2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
How local outbreak of COVID-19 affect the risk of internet public opinion: A Chinese social media case study 期刊论文
TECHNOLOGY IN SOCIETY, 2022, 卷号: 71, 页码: 16
作者:  Liu, Liyi;  Tu, Yan;  Zhou, Xiaoyang
收藏  |  浏览/下载：58/0  |  提交时间：2023/02/07
Internet public opinion  Risk grading  Local outbreak  COVID-19  MCDM  A  SMAA-FAHPSort II  
Multi-objective approaches to portfolio optimization with market impact costs 期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke
收藏  |  浏览/下载：60/0  |  提交时间：2023/02/07
Portfolio optimization  Market impact cost  Multi-objective optimization  Evolutionary computation  Memetic algorithm  
Understanding the linkage-dependence structure between oil and gas markets: A new perspective 期刊论文
ENERGY, 2022, 卷号: 257, 页码: 18
作者:  Wei, Zhaohao;  Chai, Jian;  Dong, Jichang;  Lu, Quanying
收藏  |  浏览/下载：58/0  |  提交时间：2023/02/07
Oil and gas markets  Characteristic evolution  Intrinsic mechanism quantification  Non-parametric test  Multivariate GARCH-Copula  CEEMDAN-JADE-RT  
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
收藏  |  浏览/下载：73/0  |  提交时间：2023/02/07
augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact  
A Credit Risk Contagion Intensity Model of Supply Chain Enterprises under Different Credit Modes 期刊论文
SUSTAINABILITY, 2022, 卷号: 14, 期号: 20, 页码: 26
作者:  Wang, Yuhao;  Shen, Jiaxian;  Pan, Jinnan;  Chen, Tingqiang
收藏  |  浏览/下载：30/0  |  提交时间：2023/02/07
supply chain finance  trade credit financing  bank credit financing  credit default  contagion intensity  
Model averaging for interval-valued data 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
收藏  |  浏览/下载：88/0  |  提交时间：2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
Optimal trade-off of integrated river basin water resources allocation considering water market: A bi-level multi-objective model with conditional value-at-risk constraints 期刊论文
COMPUTERS & INDUSTRIAL ENGINEERING, 2022, 卷号: 169, 页码: 17
作者:  Tu, Yan;  Shi, Hongwei;  Zhou, Xiaoyang;  Lev, Benjamin
收藏  |  浏览/下载：53/0  |  提交时间：2023/02/07
Integrated water resources management  River basin water resources allocation  CVaR  Water market  Bi-level multi-objective programming