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Foreign Trade Survey Data: Do They Help in Forecasting Exports and Imports? 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2022, 页码: 24
作者:  Bai Yun;  Wang Shouyang;  Zhang Xun
收藏  |  浏览/下载:61/0  |  提交时间:2023/02/07
ARIMAX  artificial neural network  composite index  forecasting  foreign trade  Granger causality test  survey data  
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:114/0  |  提交时间:2022/04/02
Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem  
Distributed Recursive Projection Identification with Binary-Valued Observations 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 5, 页码: 2048-2068
作者:  Wang Ying;  Zhao Yanlong;  Zhang Ji-Feng
收藏  |  浏览/下载:113/0  |  提交时间:2022/04/02
Adaptive predictor  binary-valued observations  cooperative excitations  distributed parameter estimation  
LS-Based Parameter Estimation of DARMA Systems with Uniformly Quantized Observations 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 18
作者:  Jing Lida;  Zhang Ji-Feng
收藏  |  浏览/下载:135/0  |  提交时间:2021/10/26
Discrete-time linear time-invariant systems  parameter estimation  quantized output  
Estimating Cumulative Treatment Effect Under an Additive Hazards Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 11
作者:  Lu Xiaoliang;  Zhang Baoxue;  Sun Liuquan
收藏  |  浏览/下载:154/0  |  提交时间:2021/04/26
Additive hazards model  cumulative hazards  survival data  time-dependent effect  
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:145/0  |  提交时间:2021/01/14
ARCH model  conditional heteroscedasticity  convergence  self-tuning regulator  weighted least-squares algorithm  
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:137/0  |  提交时间:2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
Time-Inconsistent Stochastic LQ Problem with Regime Switching 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 22
作者:  Si, Binbin;  Ni, Yuan-Hua;  Zhang, Ji-Feng
收藏  |  浏览/下载:153/0  |  提交时间:2020/09/23
Forward-backward stochastic difference equation  open-loop equilibrium control  regime switching  stochastic linear-quadratic problem  time inconsistency  
A Hierarchical Forecasting Model for China's Foreign Trade 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 17
作者:  Sun, Yuying;  Zhang, Xun;  Wang, Shouyang
收藏  |  浏览/下载:135/0  |  提交时间:2020/06/30
Decomposed and combined models  exports and imports  forecasts  hierarchy  trade structure  
Attention Matters: An Exploration of Relationship Between Google Search Behaviors and Crude Oil Prices 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 5, 页码: 1438-1459
作者:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
收藏  |  浏览/下载:171/0  |  提交时间:2020/01/10
Asymmetric response  crude oil prices  Google search  investor attention  Markov switching autoregressive model