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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
Comparative Proteome and Cis-Regulatory Element Analysis Reveals Specific Molecular Pathways Conserved in Dog and Human Brains
期刊论文
MOLECULAR & CELLULAR PROTEOMICS, 2022, 卷号: 21, 期号: 8, 页码: 16
作者:
Hong, Huilin
;
Zhao, Zhiguang
;
Huang, Xiahe
;
Guo, Chao
;
Zhao, Hui
;
Wang, Guo-Dong
;
Zhang, Ya-Ping
;
Zhao, Jian-Ping
;
Shi, Jianhui
;
Wu, Qing-Feng
;
Jiang, Yong-Hui
;
Wang, Yingchun
;
Li, Lei M.
;
Du, Zhuo
;
Zhang, Yong Q.
;
Xiong, Ying
收藏
  |  
浏览/下载:107/0
  |  
提交时间:2023/02/07
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
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
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Wang, Guoliang
;
Yi, Lizhi
;
Wei, Zhao
;
Zong, Wenting
;
Wu, Song
;
Xiong, Zhuang
;
Rujiao, Li
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Zheng, Gong
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Li, Rujiao
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Liu, Lin
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Li, Zhao
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Li, Qianpeng
;
Wei, Jing
;
Luo, Sicheng
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Wang, Jiajia
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Shi, Yirong
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Zhou, Honghong
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Zhang, Peng
;
Song, Tingrui
;
Li, Yanyan
;
Yang, Fei
;
Li, Mengwei
;
Li, Zhao-hua
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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
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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:553/0
  |  
提交时间:2022/04/02
A unified identification algorithm of FIR systems based on binary observations with time-varying thresholds
期刊论文
AUTOMATICA, 2022, 卷号: 135, 页码: 14
作者:
Wang, Ying
;
Zhao, Yanlong
;
Zhang, Ji-Feng
;
Guo, Jin
收藏
  |  
浏览/下载:57/0
  |  
提交时间:2023/02/07
System identification
Binary-valued observations
Stochastic framework
Deterministic framework
Distributed Recursive Projection Identification with Binary-Valued Observations
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 5, 页码: 2048-2068
作者:
Wang Ying
;
Zhao Yanlong
;
Zhang Ji-Feng
收藏
  |  
浏览/下载:113/0
  |  
提交时间:2022/04/02
Adaptive predictor
binary-valued observations
cooperative excitations
distributed parameter estimation
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
Analytical Surface Potential-Based Compact Model for Independent Dual Gate a-IGZO TFT
期刊论文
IEEE TRANSACTIONS ON ELECTRON DEVICES, 2021, 卷号: 68, 期号: 4, 页码: 2049-2055
作者:
Guo, Jingrui
;
Zhao, Ying
;
Yang, Guanhua
;
Chuai, Xichen
;
Lu, Wenhao
;
Liu, Dongyang
;
Chen, Qian
;
Duan, Xinlv
;
Huang, Shijie
;
Su, Yue
;
Geng, Di
;
Lu, Nianduan
;
Cui, Tao
;
Jang, Jin
;
Li, Ling
;
Liu, Ming
收藏
  |  
浏览/下载:183/0
  |  
提交时间:2021/06/01
Electric potential
Solid modeling
Logic gates
Integrated circuit modeling
Numerical models
Thin film transistors
Analytical models
Analytical models
independent dual gate (IDG) amorphous In-Ga-Zn-O thin-film transistors (IDG a-IGZO TFTs)
Schroder method
surface potential
threshold compensation effect
Correlators in the supereigenvalue model in the Ramond sector
期刊论文
PHYSICS LETTERS B, 2020, 卷号: 807, 页码: 8
作者:
Chen, Ying
;
Wang, Rui
;
Wu, Ke
;
Zhao, Wei-Zhong
收藏
  |  
浏览/下载:133/0
  |  
提交时间:2021/01/14
Conformal and W symmetry
Matrix models
n-algebra
Explicit expressions to counterparty credit exposures for Forward and European Option
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14
作者:
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yanlong
收藏
  |  
浏览/下载:139/0
  |  
提交时间:2020/05/24
Counterparty credit exposure
Explicit expressions
Forward
European Option