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科研机构
数学与系统科学研究院 [9]
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期刊论文 [9]
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2021 [2]
2020 [2]
2009 [2]
2008 [1]
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A class of weighted estimating equations for additive hazard models with covariates missing at random
期刊论文
SCIENCE CHINA-MATHEMATICS, 2021, 页码: 20
作者:
Jin, Jin
;
Ye, Peng
;
Sun, Liuquan
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2021/11/16
additive hazard model
censored data
kernel smoothing
missing at random
weighted estimating equation
Time-varying model averaging?
期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:
Sun, Yuying
;
Hong, Yongmiao
;
Lee, Tae-Hwy
;
Wang, Shouyang
;
Zhang, Xinyu
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  |  
浏览/下载:49/0
  |  
提交时间:2021/06/01
Asymptotic optimality
Forecast combination
Local stationarity
Model averaging
Structural change
Time-varying model averaging
Optimal selection and release problem in software testing process: A continuous time stochastic control approach
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2020, 卷号: 285, 期号: 1, 页码: 211-222
作者:
Cao, Ping
;
Yang, Ke
;
Liu, Ke
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  |  
浏览/下载:26/0
  |  
提交时间:2020/06/30
Project management
Software testing process
Dynamic programming
Continuous time stochastic optimal control
Optimal software testing and release
The selection criterion of nominal model in active disturbance rejection control for non-affine uncertain systems
期刊论文
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2020, 卷号: 357, 期号: 6, 页码: 3365-3386
作者:
Chen, Sen
;
Huang, Yi
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  |  
浏览/下载:5/0
  |  
提交时间:2021/01/14
Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection
期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148
作者:
Yan, Wei
;
Li, Shurong
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  |  
浏览/下载:14/0
  |  
提交时间:2018/07/30
four-factor model
multi-period semi-variance portfolio
exchange rate
futures
hybrid GA with PSO
economic systems
finance
partial differential equations
genetic algorithms
A class of continuous-time portfolio selection with liability under jump-diffusion processes
期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2009, 卷号: 82, 期号: 12, 页码: 2277-2283
作者:
Yan, Wei
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  |  
浏览/下载:9/0
  |  
提交时间:2018/07/30
portfolio selection
asset-liability management
mean-variance criterion
discontinuous prices
VaR constraint
A class of portfolio selection with a four-factor futures price model
期刊论文
ANNALS OF OPERATIONS RESEARCH, 2008, 卷号: 164, 期号: 1, 页码: 139-165
作者:
Yan, Wei
;
Li, Shurong
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  |  
浏览/下载:12/0
  |  
提交时间:2018/07/30
Four-factor model
Multi-period semi-variance portfolio
Exchange rate
Futures
Numerical algorithm
A fuzzy index tracking portfolio selection model
期刊论文
COMPUTATIONAL SCIENCE - ICCS 2005, PT 3, 2005, 卷号: 3516, 页码: 554-561
作者:
Fang, Y
;
Wang, SY
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  |  
浏览/下载:6/0
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提交时间:2018/07/30
A class of linear interval programming problems and its application to portfolio selection
期刊论文
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2002, 卷号: 10, 期号: 6, 页码: 698-704
作者:
Lai, KK
;
Wang, SY
;
Xu, JP
;
Zhu, SS
;
Fang, Y
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  |  
浏览/下载:12/0
  |  
提交时间:2018/07/30
interval
order relation
portfolio selection
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