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Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载：150/0  |  提交时间：2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Approximation Algorithms for the Capacitated Min-Max Correlation Clustering Problem 期刊论文
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2022, 页码: 13
作者:  Ji, Sai;  Li, Jun;  Wu, Zijun;  Xu, Yicheng
收藏  |  浏览/下载：52/0  |  提交时间：2023/02/07
Capacitated clustering  min-max correlation clustering  integrality gap  approximation algorithm  
Deterministic and probabilistic wind speed forecasting with de-noising-reconstruction strategy and quantile regression based algorithm 期刊论文
RENEWABLE ENERGY, 2020, 卷号: 162, 页码: 1208-1226
作者:  Hu, Jianming;  Heng, Jiani;  Wen, Jiemei;  Zhao, Weigang
收藏  |  浏览/下载：136/0  |  提交时间：2021/04/26
Renewable energy  Complete empirical mode decomposition with adaptive noise  Quantile regression neural network  Wind speed forecasting  Distance correlation  
A rank-based approach to estimating monotone individualized two treatment regimes 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2020, 卷号: 151, 页码: 12
作者:  Zhang, Haixiang;  Huang, Jian;  Sun, Liuquan
收藏  |  浏览/下载：171/0  |  提交时间：2020/09/23
Generalized regression  Individualized treatment rule  Outlier  Personalized medicine  Rank correlation  
Parameterized Dynamic Cluster Editing 期刊论文
ALGORITHMICA, 2020, 页码: 44
作者:  Luo, Junjie;  Molter, Hendrik;  Nichterlein, Andre;  Niedermeier, Rolf
收藏  |  浏览/下载：149/0  |  提交时间：2020/09/23
Graph-based data clustering  Incremental clustering  Compromise clustering  Correlation clustering  Local search  Goal-oriented clustering  NP-hard problems  Fixed-parameter tractability  Parameterized complexity  Kernelization  Multi-choice knapsack  
A Branch Point on Differentiation Trajectory is the Bifurcating Event Revealed by Dynamical Network Biomarker Analysis of Single-Cell Data 期刊论文
IEEE-ACM TRANSACTIONS ON COMPUTATIONAL BIOLOGY AND BIOINFORMATICS, 2020, 卷号: 17, 期号: 2, 页码: 366-375
作者:  Chen, Ziwei;  Bai, Xiangqi;  Ma, Liang;  Wang, Xiawei;  Liu, Xiuqin;  Liu, Yuting;  Chen, Luonan;  Wan, Lin
收藏  |  浏览/下载：172/0  |  提交时间：2020/05/24
Trajectory  Heuristic algorithms  Mice  Correlation  Reactive power  Pseudo temporal trajectory  branch point  DNB theory  reconstruction  single-cell data  bifurcation  dynamical system  
Asymptotics for 2D critical and near-critical first-passage percolation 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2019, 卷号: 175, 期号: 3-4, 页码: 975-1019
作者:  Yao, Chang-Long
收藏  |  浏览/下载：151/0  |  提交时间：2020/05/24
Percolation  First passage percolation  Correlation length  Scaling limit  Conformal loop ensemble