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厦门大学 [18]
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Valuing equity-linked guaranteed minimum death benefits with
European
-style
Asian
payoffs under a regime switching jump-diffusion model
期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:
Wang, Yayun
;
Liu, Shengda
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2023/12/21
Regime-switching Levy model
Complex Fourier series method
European-style Asian option payoffs
GMDB
A new method for estimating Sharpe ratio function via local maximum likelihood
期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:
Xu, Wenchao
;
Lin, Hongmei
;
Tong, Tiejun
;
Zhang, Riquan
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2023/02/07
Direct method
heteroscedastic non-parametric regression
joint limiting distribution
local polynomial smoothing
Sharpe ratio function
Phase behaviors of ionic liquids attributed to the dual ionic and organic nature
期刊论文
COMMUNICATIONS IN THEORETICAL PHYSICS, 2022, 卷号: 74, 期号: 9, 页码: 97601
作者:
Tang, Chenyu
;
Wang, Yanting
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2023/01/16
MOLECULAR-DYNAMICS SIMULATION
COARSE-GRAINED MODELS
AB-INITIO DATA
FORCE-FIELD
NANOSTRUCTURAL ORGANIZATION
SPATIAL HETEROGENEITY
BENZENE MIXTURES
TAIL AGGREGATION
CAR-PARRINELLO
CONFINED WATER
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
期刊论文
JOURNAL OF EMPIRICAL FINANCE, 2021, 卷号: 62, 页码: 179-201
作者:
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
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  |  
浏览/下载:24/0
  |  
提交时间:2021/10/26
HARQ
Model averaging
&
nbsp
Bitcoin
Realized volatility
Modeling and Simulation of Power Quality for EAST
期刊论文
Journal of Physics: Conference Series, 2021, 卷号: 1894
作者:
Li,Xiaofeng
;
Huang,Yiyun
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  |  
浏览/下载:12/0
  |  
提交时间:2021/06/21
Ionic liquid-based green processes for ammonia separation and recovery
期刊论文
CURRENT OPINION IN GREEN AND SUSTAINABLE CHEMISTRY, 2020, 卷号: 25, 页码: 9
作者:
Zeng, Shaojuan
;
Cao, Yongkang
;
Li, Pengfei
;
Liu, Xinyan
;
Zhang, Xiangping
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2021/03/29
Ionic liquids
Ammonia separation
Mechanisms
Process simulation
Forecasting Method of Stock Market Volatility in Time Series Data Based on Mixed Model of ARIMA and XGBoost
期刊论文
CHINA COMMUNICATIONS, 2020, 卷号: 17, 期号: 3, 页码: 205-221
作者:
Wang, Yan
;
Guo, Yuankai
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  |  
浏览/下载:8/0
  |  
提交时间:2020/06/16
hybrid model
discrete wavelet transform
ARIMA
XGBoost
grid search
stock price forecast
Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models
期刊论文
SCIENCE CHINA-MATHEMATICS, 2019, 卷号: 62, 期号: 12, 页码: 2571-2590
作者:
Liu, Xiaoqian
;
Song, Xinyuan
;
Zhou, Yong
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  |  
浏览/下载:64/0
  |  
提交时间:2020/05/24
DTARCH model
quantile
weighted composite quantile regression
modified likelihood ratio test
restricted WCQR estimators
unrestricted WCQR estimators
Structure optimization of tailored ionic liquids and process simulation for shale gas separation
期刊论文
AICHE JOURNAL, 2019, 页码: 14
作者:
Liu, Xinyan
;
Chen, Yuqiu
;
Zeng, Shaojuan
;
Zhang, Xiangping
;
Zhang, Suojiang
收藏
  |  
浏览/下载:56/0
  |  
提交时间:2019/12/02
design (process simulation)
ionic liquids
Modeling and Analysis of Maximum Power Tracking of a 600 kW Hydraulic Energy Storage Wind Turbine Test Rig
期刊论文
PROCESSES, 2019, 卷号: 7, 期号: 10
作者:
Wei, Liejiang
;
Zhan, Peng
;
Liu, Zengguang
;
Tao, Yanhua
;
Yue, Daling
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2020/06/02
hydraulic wind turbine
maximum power point tracking
energy storage system
tip speed ratio
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