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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
Authors:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
Favorite  |  View/Download:66/0  |  Submit date:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Database Resources of the National Genomics Data Center, China National Center for Bioinformation in 2022 期刊论文
NUCLEIC ACIDS RESEARCH, 2022, 卷号: 50, 期号: D1, 页码: D27-D38
Authors:  Xue, Yongbiao;  Bao, Yiming;  Zhang Zhang;  Zhao, Wenming;  Xiao, Jingfa;  He, Shun-min;  Zhang, Guoqing;  Li, Yixue;  Guoping, Zhao;  Chen, Runsheng;  Zeng, Jingyao;  Zhang, Yadong;  Shang, Yun-fei;  Mai, Jialin;  Shi, Shuo;  Lu, Mingming;  Bu, Congfan;  Zhang, Zhewen;  Du, Zhenglin;  Wang, Yinying;  Kang, Hongen;  Xu, Tianyi;  Hao, Lili;  Jia, Peilin;  Jiang, Shuai;  Qian, Qiheng;  Zhu, Tong-tong;  Shang, Yunfei;  Zong, Wenting;  Jin, Tong;  Zhang, Yuansheng;  Zou, Dong;  Zhang, Zhang;  Du, Qiang;  Feng, Changrui;  Ma, Lina;  Zhang, Sisi;  Wang, Anke;  Dong, Lili;  Wang, Yan-qing;  Liu, Wan;  Yan, Xing;  Ling, Yunchao;  Zhao, Guoping;  Zhou, Zhihua;  Kang, Wang;  Zhang, Tao;  Ma, Shuai;  Yan, Haoteng;  Liu, Zunpeng;  Ji, Zejun;  Cai, Yusheng;  Wang, Si;  Song, Moshi;  Ren, Jie;  Zhou, Qi;  Qu, Jing;  Zhang, Weiqi;  Liu, Guanghui;  Chen, Xu;  Chen, Tingting;  Sisi, Zhang;  Sun, Yanling;  Yu, Caixia;  Tang, Bixia;  Zhu, Junwei;  Zhai, Shuang;  Sun, Yubin;  Chen, Qiancheng;  Yang, Xiaoyu;  Zhang, Xin;  Sang, Zhengqi;  Wang, Yonggang;  Zhao, Yilin;  Chen, Huanxin;  Lan, Li;  Wang, Yanqing;  Ma, Yingke;  Jia, Yaokai;  Zheng, Xin-chang;  Chen, Meili;  Dong, Zou;  Zhu, Tongtong;  Ming, Chen;  Niu, Guangyi;  Pan, Rong;  Jing, Wei;  Sang, Jian;  Liu, Chang;  Xiong, Yujia;  Lili, Hao;  Zhang, Mochen;  Wang, Guoliang;  Yi, Lizhi;  Wei, Zhao;  Zong, Wenting;  Wu, Song;  Xiong, Zhuang;  Rujiao, Li;  Zheng, Gong;  Li, Rujiao;  Liu, Lin;  Li, Zhao;  Li, Qianpeng;  Wei, Jing;  Luo, Sicheng;  Wang, Jiajia;  Shi, Yirong;  Zhou, Honghong;  Zhang, Peng;  Song, Tingrui;  Li, Yanyan;  Yang, Fei;  Li, Mengwei;  Li, Zhao-hua;  Kang, Hongen;  Zheng, Xinchang;  Li, Ru-jiao;  Tian, Dongmei;  Liu, Xiaonan;  Li, Cuiping;  Teng, Xufei;  Song, Shuhui;  Zhang, Yang;  Niu, Guangyi;  Zhu, Tongtong;  Zhang, Yuansheng;  Chen, Ruru;  Zhang, Rongqin;  Xu, Feng;  Wang, Yifan;  Ling, Yunchao;  Zhou, Chenfen;  Wang, Haizhou;  Teschendorff, Andrew E.;  He, Yungang;  Zhen, Yang;  Li, Cuiping;  Zhu, Junwei;  Li, Lun;  Li, Na;  Gong, Zheng;  Chen, Meili;  Ying Cui;  Duan, Guangya;  Tong, Jin;  Wu, Gangao;  Huang, Tianhao;  Jin, Enhui;  Zhao, Wei;  Kang, Hailong;  Wang, Zhonghuang;  Zeng, Jingyao;  Chen, Hua;  Li, Mingkun;  Zhao, Wenming;  Ning, Wanshan;  Xue, Yu;  Liu, Yanhu;  Cui, Ying;  Zhou, Qijun;  Liu, Xingyan;  Zhang, Longlong;  Mao, Bingyu;  Zhang, Shihua;  Zhang, Yaping;  Wang, Guodong;  Zhu, Qianghui;  Li, Xin;  Li, Menghua;  Liu, Yuanming;  Luo, Hong;  Wu, Xiaoyuan;  Jing, Haichun;  Pan, Yitong;  Chen, Ming;  Ma, Lina;  Shi, Leisheng;  Li, Mingkun;  Lan, Li;  Bao, Yiming;  Zhao, Wen-ming;  Zuo, Zhixiang;  Ren, Jian;  Zhang, Xinxin;  Xiao, Yun;  Li, Xia;  Liu, Dan;  Zhang, Chi;  Xue, Yu;  Zhao, Zheng;  Jiang, Tao;  Wu, Wanying;  Zhao, Fangqing;  Meng, Xianwen;  Peng, Di;  Luo, Hao;  Gao, Feng;  Lin, Shaofeng;  Liu, Chuijie;  Guo, Anyuan;  Yuan, Hao;  Su, Tianhan;  Zhang, Yong E.;  Zhou, Yincong;  Zhang, Weizhi;  Fu, Shanshan;  Tan, Xiaodan;  Xie, Yubin;  Guo, Guoji;  Wang, Chenwei;  Liao, Xingyu;  Gao, Xin;  Wang, Jianxin;  Xie, Guiyan;  Yuan, Chunhui;  Tian, Feng;  Yang, Dechang;  Tang, Dachao;  Wu, Wenyi;  Gou, Yujie;  Han, Cheng;  Cui, Qinghua;  Li, Xiang Shang;  Li, Chuan-Yun;  Luo, XiaoTong;  Ren, Jia;  Li, Xia
Favorite  |  View/Download:127/0  |  Submit date:2022/04/02
Multi-step-ahead wind speed forecasting based on a hybrid decomposition method and temporal convolutional networks 期刊论文
ENERGY, 2022, 卷号: 238, 页码: 22
Authors:  Li, Dan;  Jiang, Fuxin;  Chen, Min;  Qian, Tao
Favorite  |  View/Download:61/0  |  Submit date:2022/04/02
Wind speed forecasting  Ensemble patch transform  Complete ensemble empirical mode  decomposition  Temporal convolutional network  Hybrid method  
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
Authors:  Li, Min;  Huang, Chengming;  Chen, Ziheng
Favorite  |  View/Download:66/0  |  Submit date:2021/04/26
Stochastic differential equations with jumps  Compensated projected Euler-Maruyama method  Mean square convergence  C-stability  B-consistency  
Markov Jump Processes in Estimating Sharing of Identity by Descent 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2021, 卷号: 37, 期号: 1, 页码: 183-191
Authors:  Chen, Xian;  Guo, Wei;  Ni, Xu-min
Favorite  |  View/Download:90/0  |  Submit date:2021/04/26
IBD sharing  structured coalescent theory  Markov jump process  Kolmogorov backward equation  
A Self-test Prediction Model to Determine the Probability Risk of Non-alcoholic Fatty Liver Disease 期刊论文
BIOMEDICAL AND ENVIRONMENTAL SCIENCES, 2020, 卷号: 33, 期号: 11, 页码: 857-861
Authors:  Li Qiang;  Shen Qun Lun;  Xu Chao Nan;  Li Ming Liang;  Ma Zhi Min;  Zhang Shan;  Chen Shuo;  Zhang Min Ying;  Zhang Jing Bo;  Liu Feng;  Yang Xing Hua
Favorite  |  View/Download:71/0  |  Submit date:2021/04/26
CoMM-S-2: a collaborative mixed model using summary statistics in transcriptome-wide association studies 期刊论文
BIOINFORMATICS, 2020, 卷号: 36, 期号: 7, 页码: 2009-2016
Authors:  Yang, Yi;  Shi, Xingjie;  Jiao, Yuling;  Huang, Jian;  Chen, Min;  Zhou, Xiang;  Sun, Lei;  Lin, Xinyi;  Yang, Can;  Liu, Jin
Favorite  |  View/Download:148/0  |  Submit date:2020/06/30
向量优化问题的线性标量化方法和Lagrange乘子研究 期刊论文
中国科学:数学, 2020, 卷号: 000, 期号: 002, 页码: 253-268
Authors:  杨新民;  陈光亚
Favorite  |  View/Download:59/0  |  Submit date:2021/01/14
向量优化  广义凸性  择一定理  线性标量化  Lagrange乘子存在性  
跨部门金融机构系统重要性和共振效应的动态演化研究——基于中国A股市场的实证 期刊论文
中国管理科学, 2020, 卷号: 000, 期号: 004, 页码: 36-47
Authors:  陈暮紫;  赵婷婷;  刘承林;  陈敏
Favorite  |  View/Download:89/0  |  Submit date:2021/01/14
跨部门  Granger因果网络  中心性  动态关联度  系统重要性  
Steady Euler flows with large vorticity and characteristic discontinuities in arbitrary infinitely long nozzles 期刊论文
ADVANCES IN MATHEMATICS, 2019, 卷号: 346, 页码: 946-1008
Authors:  Chen, Gui-Qiang G.;  Huang, Fei-Min;  Wang, Tian-Yi;  Xiang, Wei
Favorite  |  View/Download:102/0  |  Submit date:2019/12/13
Steady Euler flows  Large vorticity  Characteristic discontinuities  Free boundary  Existence  Uniqueness