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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
Authors:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yan-long;  Cao, Zhen
Favorite  |  View/Download:15/0  |  Submit date:2022/06/21
forward rate agreement  counterparty credit risk  expected exposure  potential future exposure  
Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications 期刊论文
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2020, 页码: 18
Authors:  Guo, Jin;  Cheng, Jing;  Xue, Wenchao;  Zhao, Yanlong
Favorite  |  View/Download:88/0  |  Submit date:2020/10/12
binary-valued observations  FIR systems  packet losses  parameter identification  transmission errors  
饱和约束测量扩张状态滤波与无拖曳卫星位姿自抗扰控制 期刊论文
自动化学报, 2020, 卷号: 46, 期号: 11, 页码: 2337-2349
Authors:  杨飞;  谈树萍;  薛文超;  郭金;  赵延龙
Favorite  |  View/Download:60/0  |  Submit date:2021/04/26
Drag-free satellites  active disturbance rejection control  saturation constraint  extended state filtering  multi-sensor information fusion  无拖曳卫星  自抗扰控制  饱和约束  扩张状态滤波  信息融合  
Identification for Wiener-Hammerstein systems under quantized inputs and quantized output observations 期刊论文
ASIAN JOURNAL OF CONTROL, 2019, 页码: 10
Authors:  Guo, Jin;  Zhao, Yanlong
Favorite  |  View/Download:81/0  |  Submit date:2020/01/10
asymptotic efficiency  identification  quantized inputs  quantized output observations  Wiener-Hammerstein system  
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:86/0  |  Submit date:2020/01/10
Multi-agent systems  average consensus  binary-valued communication  state estimation  convergence  convergence rate  
FIR system identification with set-valued and precise observations from multiple sensors 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2019, 卷号: 62, 期号: 5, 页码: 16
Authors:  Zhang, Hang;  Wang, Ting;  Zhao, Yanlong
Favorite  |  View/Download:70/0  |  Submit date:2020/01/10
system identification  FIR system  set-valued  precise  fusion estimation  quasi-convex combination estimator  
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:68/0  |  Submit date:2020/01/10
Implied volatility surface  Foreign exchange market  Arbitrage-free condition  Deltas  
Parameter Estimation Based on Set-valued Signals: Theory and Application 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 2, 页码: 255-263
Authors:  Wang, Ting;  Zhang, Hang;  Zhao, Yan-long
Favorite  |  View/Download:82/0  |  Submit date:2020/01/10
set-valued signals  parameter estimation  one-time completed algorithms  iterative estimation algorithms  recursive estimation algorithms  
GenTree, an integrated resource for analyzing the evolution and function of primate-specific coding genes 期刊论文
GENOME RESEARCH, 2019, 卷号: 29, 期号: 4, 页码: 682-696
Authors:  Shao, Yi;  Chen, Chunyan;  Shen, Hao;  He, Bin Z.;  Yu, Daqi;  Jiang, Shuai;  Zhao, Shilei;  Gao, Zhiqiang;  Zhu, Zhenglin;  Chen, Xi;  Fu, Yan;  Chen, Hua;  Gao, Ge;  Long, Manyuan;  Zhang, Yong E.
Favorite  |  View/Download:103/0  |  Submit date:2020/01/10
Consensus Protocol for Multiagent Systems With Undirected Topologies and Binary-Valued Communications 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 1, 页码: 206-221
Authors:  Zhao, Yanlong;  Wang, Ting;  Bi, Wenjian
Favorite  |  View/Download:90/0  |  Submit date:2019/03/05
Binary-valued communication  consensus  convergence  convergence rate  identification method without truncation  multiagent system  two-time-scale protocol