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An index tracking model with stratified sampling and optimal allocation 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2018, 卷号: 34, 期号: 2, 页码: 144-157
Authors:  Wang, Meihua;  Xu, Fengmin;  Dai, Yu-Hong
Favorite  |  View/Download:4/0  |  Submit date:2018/07/30
index tracking  out-of-sample performance  stratified sampling  stratified hybrid genetic algorithm  s-rar crossover  
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
Authors:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu
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hidden Markov chain  regime switching  sufficient statistics  portfolio optimization  
Reinforcement learning behaviors in sponsored search 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 3, 页码: 358-367
Authors:  Chen, Wei;  Liu, Tie-Yan;  Yang, Xinxin
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advertiser behavior  sponsored search  generalized second-price auction  locally envy-free equilibrium