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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  
Prediction of subcellular location of apoptosis proteins by incorporating PsePSSM and DCCA coefficient based on LFDA dimensionality reduction 期刊论文
BMC Genomics, 2018, 卷号: 19, 期号: 1
作者:  Yu,Bin;  Li,Shan;  Qiu,Wenying;  Wang,Minghui;  Du,Junwei;  Zhang,Yusen;  Chen,Xing
收藏  |  浏览/下载：175/0  |  提交时间：2018/07/30
Apoptosis proteins  Subcellular localization  Pseudo-position specific scoring matrix  Detrended cross-correlation analysis coefficient  Local fisher discriminant analysis  Support vector machine  
Sparse Weighted Canonical Correlation Analysis 期刊论文
CHINESE JOURNAL OF ELECTRONICS, 2018, 卷号: 27, 期号: 3, 页码: 459-466
作者:  Min Wenwen;  Liu Juan;  Zhang Shihua
收藏  |  浏览/下载：163/0  |  提交时间：2018/07/30
Canonical correlation analysis (CCA)  Sparse canonical correlation analysis (SCCA)  Sparse weighted CCA (SWCCA)  Group LASSO regularized SWCCA  Multi-view SWCCA  
Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 卷号: 165, 页码: 1-13
作者:  Zhang, Shucong;  Zhou, Yong
收藏  |  浏览/下载：168/0  |  提交时间：2018/07/30
Conditional quantile correlation  Conditional quantile screening  Ultrahigh dimensionality  Varying coefficient models