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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:144/0  |  提交时间:2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
Finance-operations interface mechanism and models 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2019, 卷号: 88, 页码: 1-3
作者:  Wu, Desheng;  Olson, David L.;  Wang, Shouyang
收藏  |  浏览/下载:199/0  |  提交时间:2020/01/10
Finance and operations  Credit  Risk  Operations management  
On gamma estimation via matrix kriging 期刊论文
NAVAL RESEARCH LOGISTICS, 2019, 卷号: 66, 期号: 5, 页码: 393-410
作者:  Yun, Xin;  Hong, L. Jeff;  Jiang, Guangxin;  Wang, Shouyang
收藏  |  浏览/下载:162/0  |  提交时间:2020/01/10
financial risk management  gradient estimation  Greeks  stochastic kriging  
Platform Competition in Peer-to-Peer Lending Considering Risk Control Ability 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 274, 期号: 1, 页码: 280-290
作者:  Liu, He;  Qiao, Han;  Wang, Shouyang;  Li, Yuze
收藏  |  浏览/下载:213/0  |  提交时间:2019/03/05
E-commerce  Peer-to-peer (P2P) lending  Risk control ability  Two-sided markets  game theory  
Portfolio selection under different attitudes in fuzzy environment 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 462, 页码: 278-289
作者:  Zhou, Xiaoyang;  Wang, Jue;  Yang, Xiangping;  Lev, Benjamin;  Tu, Yan;  Wang, Shouyang
收藏  |  浏览/下载:196/0  |  提交时间:2018/10/07
Portfolio selection  Conservative-neutral-aggressive attitude  Fuzzy variable  Value at risk, epsilon-constraint method  
An improved SMO algorithm for financial credit risk assessment - Evidence from China's banking 期刊论文
NEUROCOMPUTING, 2018, 卷号: 272, 页码: 314-325
作者:  Zhang, Qi;  Wang, Jue;  Lu, Aiguo;  Wang, Shouyang;  Ma, Jian
收藏  |  浏览/下载:171/0  |  提交时间:2018/07/30
Credit risk assessment  SVM  Sequential minimal optimization (SMO)  Four-variable working set  
Mean-risk analysis of wholesale price contracts with stochastic price-dependent demand 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2017, 卷号: 257, 期号: 1-2, 页码: 491-518
作者:  Zhao, Yingxue;  Choi, Tsan-Ming;  Cheng, T. C. E.;  Wang, Shouyang
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
Supply chain management  Contract risk  Wholesale price contract  Stochastic price-dependent demand  Risk aversion  
Strong-weak collaborative management in coping supply chain disruption risk transmission based on scale-free networks 期刊论文
APPLIED ECONOMICS, 2017, 卷号: 49, 期号: 39, 页码: 3943-3958
作者:  Chen, Youyu;  Shu, Tong;  Chen, Shou;  Wang, Shouyang;  Lai, Kin Keung;  Gan, Lu
收藏  |  浏览/下载:138/0  |  提交时间:2018/07/30
Supply chain disruption risk  weak ties  strong ties  strong-weak collaboration  scale-free networks  
Comparing risks with reference points: A stochastic dominance approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2016, 卷号: 70, 页码: 105-116
作者:  Guo, Dongmei;  Hu, Yi;  Wang, Shouyang;  Zhao, Lin
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
Stochastic dominance  Reference point  Loss aversion  Downside risk  Allais-type anomalies  Endowment effect for risk  
Robust Novelty Detection via Worst Case CVaR Minimization 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2015, 卷号: 26, 期号: 9, 页码: 2098-2110
作者:  Wang, Yongqiao;  Dang, Chuangyin;  Wang, Shouyang
收藏  |  浏览/下载:121/0  |  提交时间:2018/07/30
Conditional value-at-risk (CVaR)  kernel methods  novelty detection  robust programming  single-class support vector machine (SSVM)