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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 novel multiscale forecasting model for crude oil price time series 期刊论文
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2021, 卷号: 173, 页码: 15
作者:  Li, Ranran;  Hu, Yucai;  Heng, Jiani;  Chen, Xueli
收藏  |  浏览/下载：121/0  |  提交时间：2022/04/02
Crude oil price forecasting  Decomposition-ensemble method  Support vector machine  Multiscale strategy  Complexity analysis  
Resource Allocation Based on DEA and Non-Cooperative Game 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2231-2249
作者:  Wang Menghan;  Li Lin;  Dai Qianzhi;  Shi Fangnan
收藏  |  浏览/下载：126/0  |  提交时间：2022/04/02
Data envelopment analysis (DEA)  game theory  green credit  Nash equilibrium  resource allocation  
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
作者:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang
收藏  |  浏览/下载：113/0  |  提交时间：2022/04/02
Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem  
Interference Game for Intelligent Sensors in Cyber-physical Systems 期刊论文
AUTOMATICA, 2021, 卷号: 129, 页码: 13
作者:  Ding, Kemi;  Ren, Xiaoqiang;  Qi, Hongsheng;  Shi, Guodong;  Wang, Xiaofan;  Shi, Ling
收藏  |  浏览/下载：129/0  |  提交时间：2021/10/26
Simple Contracts to Coordinate the Capacity Procurement Model with Asymmetric Demand Information 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
作者:  Li, Linqiu;  Liu, Ke
收藏  |  浏览/下载：152/0  |  提交时间：2021/10/26
Asymmetric information  capacity investment  mechanism design  supply chain management  
Lower Bounds of Optimal Exponentials of Thickness in Geometry Rigidity Inequality for Shells 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 17
作者:  Yao Pengfei
收藏  |  浏览/下载：130/0  |  提交时间：2021/04/26
Geometry rigidity inequality  shell  nonlinear elasticity  Riemannian geometry  
Sparse Phase Retrieval Via PhaseLiftOff 期刊论文
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2021, 卷号: 69, 页码: 2129-2143
作者:  Xia, Yu;  Xu, Zhiqiang
收藏  |  浏览/下载：111/0  |  提交时间：2021/10/26
Signal recovery  phase retrieval  compressed sensing  restricted isometry property  compressed phaseless sensing  
Optimal Virtual Network Function Deployment for 5G Network Slicing in a Hybrid Cloud Infrastructure 期刊论文
IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, 2020, 卷号: 19, 期号: 12, 页码: 7942-7956
作者:  De Domenico, Antonio;  Liu, Ya-Feng;  Yu, Wei
收藏  |  浏览/下载：132/0  |  提交时间：2021/04/26
Cloud computing  5G mobile communication  Computer architecture  Resource management  Radio access networks  Wireless communication  5G mobile communication  network function virtualization (NFV)  network slicing  integer linear programming (ILP)  
Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 15
作者:  Zhang, Yaqi;  Guo, Lei
收藏  |  浏览/下载：144/0  |  提交时间：2021/01/14
ARCH model  conditional heteroscedasticity  convergence  self-tuning regulator  weighted least-squares algorithm