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An index tracking model with stratified sampling and optimal allocation 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2018, 卷号: 34, 期号: 2, 页码: 144-157
作者:  Wang, Meihua;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载：154/0  |  提交时间：2018/07/30
index tracking  out-of-sample performance  stratified sampling  stratified hybrid genetic algorithm  s-rar crossover  
A stochastic multiscale method for thermo-mechanical analysis arising from random porous materials with interior surface radiation 期刊论文
ADVANCES IN ENGINEERING SOFTWARE, 2017, 卷号: 104, 页码: 12-27
作者:  Yang, Zhiqiang;  Cui, Junzhi;  Sun, Yi;  Liu, Yizhi;  Xiao, Youcai
收藏  |  浏览/下载：114/0  |  提交时间：2018/07/30
Stochastic multiscale method  Interior surface radiation  Random porous materials  Thermo-mechanical analysis  
Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：129/0  |  提交时间：2018/07/30
Multistep scheme  Jump-diffusion process  Forward backward stochastic differential equation with jumps  
A class of iteration methods based on the Moser formula for nonlinear equations in Markov chains 期刊论文
LINEAR ALGEBRA AND ITS APPLICATIONS, 1997, 卷号: 266, 页码: 219-241
作者:  Bai, ZZ
收藏  |  浏览/下载：69/0  |  提交时间：2018/07/30