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Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12
作者:  Zhang, Bingjie;  Wang, Shouyang;  Wei, Yunjie;  Zhao, Xueting
收藏  |  浏览/下载:139/0  |  提交时间:2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
Sustainable supply chain evaluation: A dynamic double frontier network DEA model with interval type-2 fuzzy data 期刊论文
INFORMATION SCIENCES, 2019, 卷号: 504, 页码: 394-421
作者:  Zhou, Xiaoyang;  Wang, Ying;  Chai, Jian;  Wang, Liqin;  Wang, Shouyang;  Lev, Benjamin
收藏  |  浏览/下载:209/0  |  提交时间:2020/01/10
Sustainable supply chain  Dynamic network DEA  Double frontiers  Interval type-2 fuzzy sets  
Flexible Assembly Job-Shop Scheduling With Sequence-Dependent Setup Times and Part Sharing in a Dynamic Environment: Constraint Programming Model, Mixed-Integer Programming Model, and Dispatching Rules 期刊论文
IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, 2018, 卷号: 65, 期号: 3, 页码: 487-504
作者:  Zhang, Sicheng;  Wang, Shouyang
收藏  |  浏览/下载:122/0  |  提交时间:2019/12/13
Assembly job-shop scheduling  constraint programming (CP)  dynamic scheduling  flexible job-shop scheduling  mixed-integer linear programming (MILP)  
Does Interval Knowledge Sharpen Forecasting Models? Evidence from China's Typical Ports 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2018, 卷号: 17, 期号: 2, 页码: 467-483
作者:  Huang, Anqiang;  Lai, Kin Keung;  Qiao, Han;  Wang, Shouyang;  Zhang, Zhenji
收藏  |  浏览/下载:171/0  |  提交时间:2018/07/30
Container throughput forecasting  interval knowledge  SARIMA  SVR  
domacroeconomicdeterminantsofnonperformingloansvarywiththeincomelevelsofcountries 期刊论文
系统科学与信息学报英文版, 2018, 卷号: 000, 期号: 006, 页码: 512
作者:  Koju Laxmi;  Abbas Ghulam;  Wang Shouyang
收藏  |  浏览/下载:185/0  |  提交时间:2020/01/10
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:125/0  |  提交时间:2018/07/30
Dynamic equilibrium  dynamic programming  Kalman filters  optimal control  portfolios  
Measuring efficiencies of multi-period and multi-division systems associated with DEA: An application to OECD countries' national innovation systems 期刊论文
EXPERT SYSTEMS WITH APPLICATIONS, 2016, 卷号: 46, 页码: 494-510
作者:  Kou, Mingting;  Chen, Kaihua;  Wang, Shouyang;  Shao, Yanmin
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
Multi-period and multi-division systems  Dynamic network DEA  Efficiency measurement and decomposition  National innovation systems  Innovation efficiency  OECD countries  
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:106/0  |  提交时间:2018/07/30
Time inconsistency  Mean-variance  Partial information  Equilibrium strategy  Extended HJB system of equations  
Heterogeneity, nonlinearity and endogenous market volatility 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 卷号: 24, 期号: 6, 页码: 1130-1142
作者:  Li, Hongquan;  Wang, Shouyang;  Shang, Wei
收藏  |  浏览/下载:121/0  |  提交时间:2018/07/30
Computational finance  endogenous volatility  heterogeneous agents  noisy chaos  nonlinearity  stylized facts  
Exploring the core factors and its dynamic effects on oil price: An application on path analysis and BVAR-TVP model 期刊论文
ENERGY POLICY, 2011, 卷号: 39, 期号: 12, 页码: 8022-8036
作者:  Chai, Jian;  Guo, Ju-E;  Meng, Lei;  Wang, Shou-Yang
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
Oil price  China's net import  Dollar index