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浏览/检索结果: 共7条，第1-7条 帮助 限定条件 专题：数学与系统科学研究院    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 A new PM2.5 concentration forecasting system based on AdaBoost-ensemble system with deep learning approach 期刊论文 JOURNAL OF FORECASTING, 2022, 页码: 22 作者:  Li, Zhongfei;  Gan, Kai;  Sun, Shaolong;  Wang, Shouyang 收藏  |  浏览/下载：4/0  |  提交时间：2023/02/07 AdaBoost-ensemble  deep learning  hybrid data preprocessing-analysis strategy  LSTM   Dividend optimization for jump-diffusion model with solvency constraints 期刊论文 OPERATIONS RESEARCH LETTERS, 2020, 卷号: 48, 期号: 2, 页码: 170-175 作者:  Li, Yongwu;  Li, Zhongfei;  Wang, Shouyang;  Xu, Zuo Quan 收藏  |  浏览/下载：30/0  |  提交时间：2020/06/30 Dividend payment  Jump-diffusion  Solvency constraints  Barrier strategy  Partial integro-differential equation   Multi-period mean variance portfolio selection under incomplete information 期刊论文 APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774 作者:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu 收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 hidden Markov chain  regime switching  sufficient statistics  portfolio optimization   Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model 期刊论文 JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2016, 卷号: 168, 期号: 2, 页码: 699-722 作者:  Li, Yongwu;  Li, Zhongfei;  Zeng, Yan 收藏  |  浏览/下载：16/0  |  提交时间：2018/07/30 Non-exponential discount function  Equilibrium strategy  Dividend payment  Dual model  Hamilton-Jacobi-Bellman equation   Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston's SV Model 期刊论文 MATHEMATICAL PROBLEMS IN ENGINEERING, 2016, 页码: 18 作者:  Sun, Jingyun;  Li, Zhongfei;  Li, Yongwu 收藏  |  浏览/下载：18/0  |  提交时间：2018/07/30 Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach 期刊论文 INSURANCE MATHEMATICS & ECONOMICS, 2008, 卷号: 42, 期号: 3, 页码: 943-953 作者:  Xie, Shuxiang;  Li, Zhongfei;  Wang, Shouyang 收藏  |  浏览/下载：12/0  |  提交时间：2018/07/30 portfolio selection  asset-liability management  continuous-time  mean-variance model  stochastic linear-quadratic control   Computation of arbitrage in frictional bond markets 期刊论文 THEORETICAL COMPUTER SCIENCE, 2006, 卷号: 363, 期号: 3, 页码: 248-256 作者:  Cai, Mao-cheng;  Deng, Xiaotie;  Li, Zhongfei 收藏  |  浏览/下载：10/0  |  提交时间：2018/07/30 frictional market  weak no-arbitrage  computational complexity  NP-hard