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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:
Jiang, Shangrong
;
Li, Yuze
;
Lu, Quanying
;
Wang, Shouyang
;
Wei, Yunjie
收藏
  |  
浏览/下载:128/0
  |  
提交时间:2022/04/02
Volatility spillover
Financial property
TVP-VAR model
Variational mode decomposition
Hypotheses testing
A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
作者:
Li, Yuze
;
Wang, Shouyang
;
Wei, Yunjie
;
Zhu, Qing
收藏
  |  
浏览/下载:111/0
  |  
提交时间:2022/04/02
Gold
Forecasting
Autoregressive processes
Predictive models
Signal resolution
Deep learning
Mathematical model
Algorithmic trading
bidirectional gated recurrent unit (BiGRU)
gold futures price forecasting
variational mode decomposition (VMD)
Clustering Hidden Markov Models With Variational Bayesian Hierarchical EM
期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2021, 页码: 15
作者:
Lan, Hui
;
Liu, Ziquan
;
Hsiao, Janet H.
;
Yu, Dan
;
Chan, Antoni B.
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  |  
浏览/下载:147/0
  |  
提交时间:2022/04/02
Hidden Markov models
Bayes methods
Data models
Computational modeling
Mixture models
Clustering algorithms
Analytical models
Clustering
hidden Markov mixture model (H3M)
hierarchical EM
variational Bayesian (VB)
A New Variational Model for Joint Image Reconstruction and Motion Estimation in Spatiotemporal Imaging
期刊论文
SIAM JOURNAL ON IMAGING SCIENCES, 2019, 卷号: 12, 期号: 4, 页码: 1686-1719
作者:
Chen, Chong
;
Gris, Barbara
;
Oktem, Ozan
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  |  
浏览/下载:119/0
  |  
提交时间:2020/09/23
spatiotemporal imaging
image reconstruction
motion estimation
joint variational model
shape theory
large diffeomorphic deformations
A novel hybrid decomposition-ensemble model based on VMD and HGWO for container throughput forecasting
期刊论文
APPLIED MATHEMATICAL MODELLING, 2018, 卷号: 57, 页码: 163-178
作者:
Niu, Mingfei
;
Hu, Yueyong
;
Sun, Shaolong
;
Liu, Yu
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  |  
浏览/下载:143/0
  |  
提交时间:2018/07/30
Container throughput forecasting
Variational mode decomposition
Support vector regression
Hybridizing grey wolf optimization
Hybrid decomposition-ensemble model
A Nonlocal TV-Based Variational Method for PolSAR Data Speckle Reduction
期刊论文
IEEE TRANSACTIONS ON IMAGE PROCESSING, 2016, 卷号: 25, 期号: 6, 页码: 2620-2634
作者:
Nie, Xiangli
;
Qiao, Hong
;
Zhang, Bo
;
Huang, Xiayuan
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  |  
浏览/下载:176/0
  |  
提交时间:2018/07/30
Polarimetric synthetic aperture radar (PolSAR)
speckle reduction
nonlocal total variation (NLTV)
complex Wishart distribution
conjugate function
variational model
Image Segmentation and Selective Smoothing Based on Variational Framework
期刊论文
JOURNAL OF SIGNAL PROCESSING SYSTEMS FOR SIGNAL IMAGE AND VIDEO TECHNOLOGY, 2009, 卷号: 54, 期号: 1-3, 页码: 145-158
作者:
Chen, Bo
;
Yuen, Pong C.
;
Lai, Jian-Huang
;
Chen, Wen-Sheng
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  |  
浏览/下载:133/0
  |  
提交时间:2018/07/30
Image segmentation
Image smoothing
Variational framework
Active contour model
Fourth-order PDE model
Median filtering
ON RELATIONS BETWEEN MULTICLASS, MULTICRITERIA TRAFFIC NETWORK EQUILIBRIUM MODELS AND VECTOR VARIATIONAL INEQUALITIES
期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2006, 卷号: 15, 期号: 3, 页码: 284-297
作者:
Li, Shengjie
;
Chen, Guangya
收藏
  |  
浏览/下载:94/0
  |  
提交时间:2018/07/30
Traffic network equilibrium model
equilibrium principle
vector variational inequality