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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
收藏
  |  
浏览/下载:71/0
  |  
提交时间:2023/02/07
Counterparty credit exposure
VaR
CVaR
Sensitivity
Greeks
Changes of Tropical Cyclones Landfalling in China From 1979 to 2018
期刊论文
JOURNAL OF GEOPHYSICAL RESEARCH-ATMOSPHERES, 2022, 卷号: 127, 期号: 16, 页码: 18
作者:
Li, Guangxin
;
Li, Qinglan
;
Xu, Yinglong
;
Xu, Pengcheng
;
Wang, Wenlan
;
Huang, Dian
;
Wu, Yueyuan
;
He, Lunkai
收藏
  |  
浏览/下载:93/0
  |  
提交时间:2023/02/07
tropical cyclone
lifetime-maximum intensity
landfall intensity
overland duration
the western North Pacific
China
Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives
期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270
作者:
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yan-long
;
Cao, Zhen
收藏
  |  
浏览/下载:114/0
  |  
提交时间:2022/06/21
forward rate agreement
counterparty credit risk
expected exposure
potential future exposure
High attack rate in a Tong Lau house outbreak of COVID-19 with subdivided units in Hong Kong
期刊论文
INTERFACE FOCUS, 2022, 卷号: 12, 期号: 2, 页码: 11
作者:
Wang, Qun
;
Lung, David Christopher
;
Chan, Pak-To
;
Jia, Wei
;
Dung, Chung-Hin
;
Miao, Te
;
Huang, Jianxiang
;
Chen, Wenzhao
;
Wang, Zixuan
;
Leung, Kai-Ming
;
Xu, Pengcheng
;
Lin, Zhang
;
Wong, Daniel
;
Tse, Herman
;
Wong, Sally Cheuk Ying
;
Choi, Garnet Kwan-Yue
;
To, Kelvin Kai-Wang
;
Cheng, Vincent Chi-Chung
;
Yuen, Kwok-Yung
;
Li, Yuguo
收藏
  |  
浏览/下载:148/0
  |  
提交时间:2022/04/02
COVID-19
SARS-CoV-2
poor housing
drainage system
building ventilation
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
作者:
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
收藏
  |  
浏览/下载:554/0
  |  
提交时间:2022/04/02
Accurate AM-FM signal demodulation and separation using nonparametric regularization method
期刊论文
SIGNAL PROCESSING, 2021, 卷号: 186, 页码: 12
作者:
Hu, Xiyuan
;
Peng, Silong
;
Guo, Baokui
;
Xu, Pengcheng
收藏
  |  
浏览/下载:145/0
  |  
提交时间:2021/10/26
Nonparametric regularization method
AM-FM signal
Null space pursuit (NSP)
Differential equation
Signal demodulation and separation
Lack of cross-transmission of SARS-CoV-2 between passenger's cabins on the Diamond Princess cruise ship
期刊论文
BUILDING AND ENVIRONMENT, 2021, 卷号: 198, 页码: 8
作者:
Xu, Pengcheng
;
Jia, Wei
;
Qian, Hua
;
Xiao, Shenglan
;
Miao, Te
;
Yen, Hui-Ling
;
Tan, Hongwei
;
Kang, Min
;
Cowling, Benjamin J.
;
Li, Yuguo
收藏
  |  
浏览/下载:147/0
  |  
提交时间:2021/10/26
COVID-19
SARS-CoV-2
Close-contact transmission
Airborne transmission
Building ventilation
Cruise ship
A dynamical and numerical study of the effects of the topography of the Tibetan Plateau and westerly wind speed on the East Asian Trough
期刊论文
INTERNATIONAL JOURNAL OF CLIMATOLOGY, 2021, 页码: 15
作者:
Liang, Zhaoming
;
Xu, Pengcheng
;
Gao, Shouting
;
Zuo, Qunjie
收藏
  |  
浏览/下载:147/0
  |  
提交时间:2021/10/26
dynamical analysis
East Asian Trough
Tibetan Plateau
topography
westerly wind speed
A Reliability Growth Process Model with Time-Varying Covariates and Its Application
期刊论文
MATHEMATICS, 2021, 卷号: 9, 期号: 8, 页码: 15
作者:
Tian, Xin-Yu
;
Shi, Xincheng
;
Peng, Cheng
;
Yi, Xiao-Jian
收藏
  |  
浏览/下载:146/0
  |  
提交时间:2021/06/01
AMSAA model
reliability growth
covariate effects
maximum likelihood
statistical inference
Sample average approximation of CVaR-based hedging problem with a deep-learning solution
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
作者:
Peng, Cheng
;
Li, Shuang
;
Zhao, Yanlong
;
Bao, Ying
收藏
  |  
浏览/下载:137/0
  |  
提交时间:2021/04/26
Conditional Value-at-Risk
Hedging strategies
Deep learning
Theoretical guarantee
Sample average approximation
Uniform convergence