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Credit Scoring Based on the Set-Valued Identification Method 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 13
Authors:  Wang, Ximei;  Hu, Min;  Zhao, Yanlong;  Djehiche, Boualem
Favorite  |  View/Download:6/0  |  Submit date:2020/09/23
Credit scoring  logistic regression model  prediction accuracy  set-valued model  
Average Consensus for Multi-Agent System with Measurement Noise and Binary-Valued Communication 期刊论文
ASIAN JOURNAL OF CONTROL, 2019, 卷号: 21, 期号: 3, 页码: 1043-1056
Authors:  Wang, Ximei;  Wang, Ting;  Xu, Changbao;  Zhao, Yanlong
Favorite  |  View/Download:17/0  |  Submit date:2020/01/10
Multi-agent systems  average consensus  binary-valued communication  state estimation  convergence  convergence rate  
Arbitrage-free conditions for implied volatility surface by Delta 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: 48, 页码: 819-834
Authors:  Wang, Ximei;  Zhao, Yanlong;  Bao, Ying
Favorite  |  View/Download:13/0  |  Submit date:2020/01/10
Implied volatility surface  Foreign exchange market  Arbitrage-free condition  Deltas  
基于局部波动率模型的上证50etf期权定价研究 期刊论文
系统工程理论与实践, 2019, 页码: 2487-2501
Authors:  王西梅;  赵延龙;  史若诗;  包莹
Favorite  |  View/Download:8/0  |  Submit date:2020/05/24
Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 4, 页码: 17
Authors:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong
Favorite  |  View/Download:21/0  |  Submit date:2018/07/30
Heston model  stochastic volatility model  parameter estimation  normal maximum likelihood estimation  pseudo maximum likelihood estimation  consistent extended Kalman filter  
parameterestimatesofhestonstochasticvolatilitymodelwithmleandconsistentekfalgorithm 期刊论文
sciencechinainformationscience, 2018, 卷号: 61, 期号: 4, 页码: 17
Authors:  Wang Ximei;  He Xingkang;  Bao Ying;  Zhao Yanlong
Favorite  |  View/Download:12/0  |  Submit date:2020/01/10
Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 4
Authors:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong
Favorite  |  View/Download:8/0  |  Submit date:2019/12/31