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A fast Euler-Maruyama method for fractional stochastic differential equations 期刊论文
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19
作者:  Zhang, Jingna;  Tang, Yifa;  Huang, Jianfei
收藏  |  浏览/下载：62/0  |  提交时间：2023/02/07
Fractional stochastic differential equations  Euler-Maruyama method  Sum-of-exponentials approximation  Strong convergence  Computational efficiency  
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载：116/0  |  提交时间：2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
Uncertainty shocks of Trump election in an interval model of stock market 期刊论文
QUANTITATIVE FINANCE, 2020, 页码: 15
作者:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang
收藏  |  浏览/下载：132/0  |  提交时间：2021/01/14
Interval dummy variables  Interval time series  Nonlinear minimum-distance estimator  Range volatility  Trump election  
A Revised Inverse Data Envelopment Analysis Model Based on Radial Models 期刊论文
MATHEMATICS, 2020, 卷号: 8, 期号: 5, 页码: 17
作者:  Hu, Xiaoyin;  Li, Jianshu;  Li, Xiaoya;  Cui, Jinchuan
收藏  |  浏览/下载：148/0  |  提交时间：2020/09/23
data envelopment analysis  efficiency index  multi-objective programing  slacks  
Improve the spectral clustering by integrating a new modularity similarity index and out-of-sample extension 期刊论文
MODERN PHYSICS LETTERS B, 2020, 卷号: 34, 期号: 11, 页码: 12
作者:  Shen, Dongqin;  Li, Xiuyi;  Yan, Guan
收藏  |  浏览/下载：150/0  |  提交时间：2020/06/30
Spectral clustering  out-of-sample  modularity  similarity measure