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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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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
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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
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  |  
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
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  |  
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
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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
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  |  
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
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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
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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
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  |  
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
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  |  
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
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  |  
浏览/下载:168/0
  |  
提交时间:2018/07/30
Conditional quantile correlation
Conditional quantile screening
Ultrahigh dimensionality
Varying coefficient models