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Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
Authors:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
Favorite  |  View/Download:108/0  |  Submit date:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
scTIM: seeking cell-type-indicative marker from single cell RNA-seq data by consensus optimization 期刊论文
BIOINFORMATICS, 2020, 卷号: 36, 期号: 8, 页码: 2474-2485
Authors:  Feng, Zhanying;  Ren, Xianwen;  Fang, Yuan;  Yin, Yining;  Huang, Chutian;  Zhao, Yimin;  Wang, Yong
Favorite  |  View/Download:134/0  |  Submit date:2020/06/30
SEVIS方法的局部线性估计及其在超高维数据下的应用 期刊论文
应用数学学报, 2018, 卷号: 041, 期号: 001, 页码: 1
Authors:  连亦旻;  陈钊;  舒明良
Favorite  |  View/Download:159/0  |  Submit date:2020/01/10
Sure explained variability and independence screening 期刊论文
JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 卷号: 29, 期号: 4, 页码: 849-883
Authors:  Chen, Min;  Lian, Yimin;  Chen, Zhao;  Zhang, Zhengjun
Favorite  |  View/Download:125/0  |  Submit date:2018/07/30
Feature screening  sure screening property  generalised measures of correlation  nonparametric inference  model-free approach  
Poisson系统的辛结构 期刊论文
应用数学和力学, 2005, 卷号: 026, 期号: 011, 页码: 1345
Authors:  孙建强;  马中骐;  田益民;  秦孟兆
Favorite  |  View/Download:110/0  |  Submit date:2020/01/10
等谱流问题的李群算法 期刊论文
数值计算与计算机应用, 2004, 卷号: 025, 期号: 004, 页码: 295
Authors:  田益民;  秦孟兆
Favorite  |  View/Download:76/0  |  Submit date:2020/01/10