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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
Authors:  Peng, Cheng;  Li, Shuang;  Zhao, Yanlong;  Bao, Ying
Favorite  |  View/Download：2/0  |  Submit date：2021/04/26
Conditional Value-at-Risk  Hedging strategies  Deep learning  Theoretical guarantee  Sample average approximation  Uniform convergence  
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：32/0  |  Submit date：2020/10/12
binary-valued observations  FIR systems  packet losses  parameter identification  transmission errors  
Consensus of linear multi-agent systems with stochastic noises and binary-valued communications 期刊论文
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2020, 页码: 17
Authors:  Wang, Ting;  Hu, Min;  Zhao, Yanlong
Favorite  |  View/Download：12/0  |  Submit date：2020/09/23
binary-valued communications  consensus  control  convergence  convergence rate  estimation  linear multi-agent systems  
Consensus of Multi-Agent Systems Under Binary-Valued Measurements and Recursive Projection Algorithm 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 6, 页码: 2678-2685
Authors:  Wang, Ting;  Zhang, Hang;  Zhao, Yanlong
Favorite  |  View/Download：10/0  |  Submit date：2020/09/23
Convergence  Consensus algorithm  Projection algorithms  Noise measurement  Estimation  Multi-agent systems  Approximation algorithms  Binary-valued communications  convergence  convergence rate  consensus control  estimate  multi-agent systems  recursive projection algorithm  
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：10/0  |  Submit date：2020/09/23
Credit scoring  logistic regression model  prediction accuracy  set-valued model  
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
Authors:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yanlong
Favorite  |  View/Download：12/0  |  Submit date：2020/05/24
Counterparty credit exposure  Explicit expressions  Forward  European Option  
Extreme-value sampling design is cost-beneficial only with a valid statistical approach for exposure-secondary outcome association analyses 期刊论文
STATISTICAL METHODS IN MEDICAL RESEARCH, 2020, 卷号: 29, 期号: 2, 页码: 466-480
Authors:  Zhang, Hang;  Bi, Wenjian;  Cui, Yuehua;  Chen, Honglei;  Chen, Jinbo;  Zhao, Yanlong;  Kang, Guolian
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Secondary outcome  exposure  extreme-value sampling design  primary outcome  cost-effective  
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：1/0  |  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
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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：27/0  |  Submit date：2020/01/10
Multi-agent systems  average consensus  binary-valued communication  state estimation  convergence  convergence rate