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Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:8/0  |  Submit date:2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
Attention Matters: An Exploration of Relationship Between Google Search Behaviors and Crude Oil Prices 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 5, 页码: 1438-1459
Authors:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
Favorite  |  View/Download:15/0  |  Submit date:2020/01/10
Asymmetric response  crude oil prices  Google search  investor attention  Markov switching autoregressive model  
MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2019, 卷号: 57, 期号: 1, 页码: 533-569
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:10/0  |  Submit date:2019/12/13
time inconsistency  stochastic linear-quadratic optimal control  mean-field optimal control  forward-backward stochastic difference equation  equilibrium solution  
多归属p2p网贷平台定价及盈利模式分析一个两阶段动态博弈模型 期刊论文
系统工程理论与实践, 2019, 卷号: 39, 期号: 7, 页码: 1669
Authors:  刘赫;  郇正林;  郑嘉俐;  乔晗;  汪寿阳
Favorite  |  View/Download:28/0  |  Submit date:2020/01/10
attentionmattersanexplorationofrelationshipbetweengooglesearchbehaviorsandcrudeoilprices 期刊论文
系统科学与复杂性学报英文版, 2019, 卷号: 000, 期号: 005, 页码: 1438-1459
Authors:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
Favorite  |  View/Download:7/0  |  Submit date:2020/05/24
Efficiency of estimators for quantile differences with left truncated and right censored data 期刊论文
STATISTICS & PROBABILITY LETTERS, 2017, 卷号: 121, 页码: 29-36
Authors:  Xun, Li;  Shao, Li;  Zhou, Yong
Favorite  |  View/Download:6/0  |  Submit date:2018/07/30
Left truncated and right censored data  Quantile difference  Mean squared error  Deficiency  
左截断右删失数据分位差估计及其渐近性质 期刊论文
数学学报, 2017, 卷号: 60, 期号: 3, 页码: 451
Authors:  荀立;  周勇
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Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 卷号: 61, 期号: 11, 页码: 3269-3284
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng
Favorite  |  View/Download:7/0  |  Submit date:2018/07/30
Indefinite linear-quadratic optimal control  mean-field theory  stochastic system  
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters 期刊论文
SYSTEMS & CONTROL LETTERS, 2016, 卷号: 93, 页码: 69-76
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng
Favorite  |  View/Download:9/0  |  Submit date:2018/07/30
Mean-field  Markov jump  Stochastic control  
互联网搜索指数构建新方法及国际油价实证研究 期刊论文
系统工程理论与实践, 2016, 卷号: 36, 期号: 2, 页码: 319
Authors:  李新;  张珣
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10