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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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浏览/检索结果:
共19条,第1-10条
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作者:Wang, Shouyang
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出处:JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
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Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 12
作者:
Huang, Bai
;
Sun, Yuying
;
Wang, Shouyang
收藏
  |  
浏览/下载:120/0
  |  
提交时间:2021/04/26
Common correlated effects
common factors
cross-sectional dependence
panel data
semi-parametric estimation
Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12
作者:
Zhang, Bingjie
;
Wang, Shouyang
;
Wei, Yunjie
;
Zhao, Xueting
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  |  
浏览/下载:132/0
  |  
提交时间:2020/09/23
Dynamic network
risk spillover
RMB internationalization
SDR basket
structural VAR
A Hierarchical Forecasting Model for China's Foreign Trade
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 17
作者:
Sun, Yuying
;
Zhang, Xun
;
Wang, Shouyang
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  |  
浏览/下载:133/0
  |  
提交时间:2020/06/30
Decomposed and combined models
exports and imports
forecasts
hierarchy
trade structure
Uniform Pricing Strategy vs. Price Differentiation Strategy in the Presence of Cost Saving and Demand Increasing
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 3, 页码: 932-946
作者:
Cai, Qiang
;
Luo, Chunlin
;
Tian, Xin
;
Wang, Shouyang
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  |  
浏览/下载:168/0
  |  
提交时间:2020/01/10
Cost saving
demand increasing
dual-channel
price differentiation strategy
uniform pricing strategy
Fuzzy Views on Black-Litterman Portfolio Selection Model
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 975-987
作者:
Fang, Yong
;
Bo, Lin
;
Zhao, Daping
;
Wang, Shouyang
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  |  
浏览/下载:159/0
  |  
提交时间:2018/07/30
Black-Litterman optimization
fuzzy covariance
fuzzy number
portfolio selection
Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 677-695
作者:
Huang, Zhiyuan
;
Han, Ai
;
Wang, Shouyang
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  |  
浏览/下载:136/0
  |  
提交时间:2018/07/30
Component ACD model
feedback effect
investor behavior
market status
trading intensity
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
作者:
Wei, Yunjie
;
Wei, Qi
;
Wang, Shouyang
;
Lai, Kin Keung
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  |  
浏览/下载:171/0
  |  
提交时间:2018/07/30
CNH
CNY
EMD
lead-lag relationship
onshore and offshore markets
A study on transport costs and China's Exports: An extended gravity model
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 6, 页码: 1403-1424
作者:
Xu, Lizhi
;
Lai, Kin Keung
;
Qiao, Han
;
Wang, Shouyang
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  |  
浏览/下载:168/0
  |  
提交时间:2018/07/30
Extended gravity model
transport costs
port efficiency
manufacturing base
processing center
Heterogeneity, nonlinearity and endogenous market volatility
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 卷号: 24, 期号: 6, 页码: 1130-1142
作者:
Li, Hongquan
;
Wang, Shouyang
;
Shang, Wei
收藏
  |  
浏览/下载:119/0
  |  
提交时间:2018/07/30
Computational finance
endogenous volatility
heterogeneous agents
noisy chaos
nonlinearity
stylized facts
Higher-order duality for a class of nondifferentiable multiobjective programming problems involving generalized type I and related functions
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 卷号: 24, 期号: 5, 页码: 883-891
作者:
Mishra, S. K.
;
Wang, Shouyang
;
Lai, Kin Keung
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  |  
浏览/下载:109/0
  |  
提交时间:2018/07/30
Generalized convexity
higher order duality
non-differentiable nonlinear programming
support function