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Multi-objective approaches to portfolio optimization with market impact costs
期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:
Wang, Hongze
;
Li, Xuerong
;
Hong, Wenjing
;
Tang, Ke
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2022/11/14
Portfolio optimization
Market impact cost
Multi-objective optimization
Evolutionary computation
Memetic algorithm
Multi-objective approaches to portfolio optimization with market impact costs
期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:
Wang, Hongze
;
Li, Xuerong
;
Hong, Wenjing
;
Tang, Ke
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2023/02/07
Portfolio optimization
Market impact cost
Multi-objective optimization
Evolutionary computation
Memetic algorithm
A new two-temperature generalized magneto-thermoelastic 2D problems considering non-local effect and memory-dependent effect
期刊论文
Waves in Random and Complex Media, 2022
作者:
Ma, Yongbin
;
Wang, Le
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2022/07/20
Inverse transforms
Laplace transforms
Thermoelasticity
Laplace-Fourier transform
Local memory
Magnetothermal elasticity
Memory-dependent differentiation
Non-local effect
Nonlocal
Peak values
Physical quantities
Thermoelastics
Two-temperature (2 T)
The time-varying causal relationship between the Bitcoin market and internet attention
期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:
Zhang,Xun
;
Lu,Fengbin
;
Tao,Rui
;
Wang,Shouyang
收藏
  |  
浏览/下载:32/0
  |  
提交时间:2021/10/26
Bitcoin
Internet attention
Google trends
Time-varying granger causality
Multiple bubbles test
G11
G15
C15
Quick Aboveground Carbon Stock Estimation of Densely Planted Shrubs by Using Point Cloud Derived from Unmanned Aerial Vehicle
期刊论文
REMOTE SENSING, 2019, 卷号: 11, 期号: 24, 页码: 18
作者:
Zhang, Xueyan
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  |  
浏览/下载:4/0
  |  
提交时间:2020/05/19
unmanned aerial vehicle
estimation model
carbon sink
aboveground carbon stock
carbon trade
densely planted shrub
China
Cities: The core of climate change mitigation
期刊论文
JOURNAL OF CLEANER PRODUCTION, 2019, 卷号: 207, 页码: 582-589
作者:
Mi, Zhifu
;
Guan, Dabo
;
Liu, Zhu
;
Liu, Jingru
;
Viguie, Vincent
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2020/10/20
Climate change
Mitigation
City
Emission inventory
Sustainable development
Trading Volume and Return Volatility of Bitcoin Market: Evidence for the Sequential Information Arrival Hypothesis
期刊论文
Journal of Economic Interaction and Coordination, 2019, 卷号: Vol.14 No.2, 页码: 377-418
作者:
Wang, P.a
;
Zhang, W.a
;
Li, X.b
;
Shen, D.a
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  |  
浏览/下载:7/0
  |  
提交时间:2019/11/21
Currencies
New dynamics between volume and volatility
期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 525, 页码: 1343-1350
作者:
Zheng ZY(郑泽宇)
;
Gui J(桂珺)
;
Qiao, Zhi
;
Fu Y(傅洋)
;
Stanley, H.Eugene
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  |  
浏览/下载:0/0
  |  
提交时间:2019/04/27
Dynamics
Volume
Volatility
Local maximum volatility
Scaling
Biased Learning Creates Overconfidence
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 6, 页码: 1603-1617
作者:
Ni Xuanming
;
Wu Chen
;
Zhao Huimin
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2019/03/05
Bayes' rule
biased learning
overconfidence
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:12/0
  |  
提交时间:2018/07/30
Component ACD model
feedback effect
investor behavior
market status
trading intensity
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