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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:183/0  |  Submit date:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
SEVIS方法的局部线性估计及其在超高维数据下的应用 期刊论文
应用数学学报, 2018, 卷号: 041, 期号: 001, 页码: 1
Authors:  连亦旻;  陈钊;  舒明良
Favorite  |  View/Download:252/0  |  Submit date:2020/01/10
Sure explained variability and independence screening 期刊论文
JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 卷号: 29, 期号: 4, 页码: 849-883
Authors:  Chen, Min;  Lian, Yimin;  Chen, Zhao;  Zhang, Zhengjun
Favorite  |  View/Download:186/0  |  Submit date:2018/07/30
Feature screening  sure screening property  generalised measures of correlation  nonparametric inference  model-free approach  
中远程面空对空导弹末制导段的机动目标标架模型及自适应估计算法 期刊论文
宇航学报, 2001, 卷号: 22, 期号: 2, 页码: 61
Authors:  王小虎;  杜毅民;  陈瀚馥;  张明廉
Favorite  |  View/Download:160/0  |  Submit date:2020/01/10
中远程面(空)对空导弹末制导段的机动目标“标架”模型及自适应估计算法 期刊论文
宇航学报, 2001, 页码: 61
Authors:  王小虎;  陈瀚馥;  张明廉;  杜毅民
Favorite  |  View/Download:30/0  |  Submit date:2021/01/14
目标状态估计  雷达寻的  螺旋机动  卡尔曼滤波  机动目标