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Multi-period mean variance portfolio selection under incomplete information 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774
作者:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
hidden Markov chain  regime switching  sufficient statistics  portfolio optimization  
A novel hybrid decomposition-and-ensemble model based on CEEMD and GWO for short-term PM2.5 concentration forecasting 期刊论文
ATMOSPHERIC ENVIRONMENT, 2016, 卷号: 134, 页码: 168-180
作者:  Niu, Mingfei;  Wang, Yufang;  Sun, Shaolong;  Li, Yongwu
收藏  |  浏览/下载:110/0  |  提交时间:2018/07/30
Complementary ensemble empirical mode decomposition  Grey wolf optimizer  Support vector regression  Hybrid decomposition-ensemble model  PM2.5 concentration forecasting  
Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston's SV Model 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2016, 页码: 18
作者:  Sun, Jingyun;  Li, Zhongfei;  Li, Yongwu
收藏  |  浏览/下载:90/0  |  提交时间:2018/07/30