×
验证码:
换一张
忘记密码？
记住我
×
登录
中文版
|
English
兰州财经大学机构知识库
Lanzhou University of Finance and Economics. All
登录
注册
ALL
ORCID
题名
作者
发表日期
学科领域
关键词
文献类型
原始文献类型
出处
存缴日期
收录类别
出版者
资助项目
学科门类
馆藏号
学习讨论厅
首页
机构组织
作者
文献类型
知识图谱
学位论文
在结果中检索
机构组织
统计与数据科学学院 [32]
作者
孙景云 [33]
郭精军 [3]
赵盼盼 [2]
于婷 [2]
赵正玲 [2]
马小雯 [2]
更多...
语种
中文 [18]
英语 [13]
出处
兰州财经大学学报 [3]
Journal of... [2]
Resources ... [2]
哈尔滨师范大学自然科... [2]
系统科学与数学 [2]
运筹与管理 [2]
更多...
收录类别
EI [11]
SCIE [9]
CSCD [8]
北大核心 [8]
SSCI [7]
SCOPUS [6]
更多...
来源期刊等级
C1类 [2]
文献类型
期刊论文 [32]
项目 [1]
发表日期
2024 [9]
2023 [5]
2022 [3]
2021 [4]
2020 [1]
2019 [5]
更多...
学位类别
×
知识图谱
LZUFE-KMS
反馈留言
浏览/检索结果:
共33条，第1-10条
帮助
只显示已认领条目
已选(
0
)
清除
条数/页：
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式：
相关度降序
发表日期升序
发表日期降序
期刊影响因子升序
期刊影响因子降序
题名升序
题名降序
提交时间升序
提交时间降序
作者升序
作者降序
WOS被引频次升序
WOS被引频次降序
Optimal Investment Consumption Choices under Mispricing and Habit Formation
期刊论文
MATHEMATICS, 2024, 卷号: 12, 期号: 14
作者:
Shi, Ailing
;
Sun, Jingyun
;
Liu, Botao
收藏
|
浏览/下载：5/0
|
提交时间：2024/08/20
habit formation
mispricing
optimal strategies
utility loss
financial market
A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting
期刊论文
ENERGY, 2024, 卷号: 288
作者:
Zhao, Zhengling
;
Sun, Shaolong
;
Sun, Jingyun
;
Wang, Shouyang
收藏
|
浏览/下载：15/0
|
提交时间：2024/01/17
Investor sentiment
Crude oil price forecasting
Second multivariate decomposition
Multivariate variational mode decomposition
Hybrid forecasting
The optimal portfolio of alpha-maxmin mean-VaR problem for investors
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526
作者:
Kang, Zhilin
;
Zhao, Linhai
;
Sun, Jingyun
Adobe PDF(355Kb)
|
收藏
|
浏览/下载：91/9
|
提交时间：2021/03/24
alpha-maxmin
VaR
Distribution ambiguity
Ambiguity attitude
Robust portfolio choice for a defined contribution pension plan with stochastic income and interest rate
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 卷号: 47, 期号: 17, 页码: 4106-4130
作者:
Sun, Jingyun
;
Li, Yongjun
;
Zhang, Ling
收藏
|
浏览/下载：58/0
|
提交时间：2021/03/24
Ambiguity-averse member
defined contribution pension plan
robust optimal control
stochastic interest rate
The optimal investment strategy for DC pension plan with a dynamic investment target
期刊论文
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2017, 卷号: 37, 期号: 9, 页码: 2209-2221
作者:
Sun, Jingyun
;
Li, Zhongfei
;
Li, Yongwu
收藏
|
浏览/下载：70/0
|
提交时间：2021/03/24
Continuous time systems
Dynamic programming
Pension plans
Strategic planning
Continuous
time
Hamilton Jacobi Bellman equation
Mean variance
Optimal investments
Optimal strategies
Pension funds
Quadratic loss
Terminal wealth
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
期刊论文
INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, 2019, 2019, 2019, 2019, 2019, 卷号: 89, 89, 89, 89, 89, 页码: 157-170, 157-170, 157-170, 157-170, 157-170
作者:
Sun, Jingyun
;
Yao, Haixiang
;
Kang, Zhilin
Adobe PDF(553Kb)
|
收藏
|
浏览/下载：138/7
|
提交时间：2021/03/24
Ambiguity-averse insurer
Ambiguity-averse insurer
Ambiguity-averse insurer
Ambiguity-averse insurer
Ambiguity-averse insurer
Robust optimal control
Robust optimal control
Robust optimal control
Robust optimal control
Robust optimal control
Multiple dependent risks
Multiple dependent risks
Multiple dependent risks
Multiple dependent risks
Multiple dependent risks
Square-root factor process
Square-root factor process
Square-root factor process
Square-root factor process
Square-root factor process
Suboptimal strategy
Suboptimal strategy
Suboptimal strategy
Suboptimal strategy
Suboptimal strategy
Utility loss
Utility loss
Utility loss
Utility loss
Utility loss
A new secondary decomposition-reconstruction-ensemble approach for crude oil price forecasting
期刊论文
Resources Policy, 2022, 卷号: 77
作者:
Sun, Jingyun
;
Zhao, Panpan
;
Sun, Shaolong
收藏
|
浏览/下载：53/0
|
提交时间：2023/02/24
Knowledge acquisition
Costs
Machine learning
Crude oil
Empirical mode decomposition
Learning algorithms
Entropy
Chaotic sparrow search algorithm
Chaotics
Crude oil forecasting
Crude oil futures
Kernel extreme learning machine
Oil forecasting
Oil futures price
Permutation entropy
Search Algorithms
Secondary decomposition
ROBUST OPTIMAL INVESTMENT STRATEGY FOR A DC PENSION PLAN IN THE MARKET WITH MISPRICING AND CONSTANT ELASTICITY OF VARIANCE
期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2023
作者:
Sun, Jingyun
;
Yao, Haixiang
;
LI, Zhongfei
收藏
|
浏览/下载：34/0
|
提交时间：2023/04/04
Ambiguity-averse investor
robust optimal control
constant elasticity of variance
power utility
Multi-perspective crude oil price forecasting with a new decomposition-ensemble framework
期刊论文
Resources Policy, 2022, 卷号: 77
作者:
Guo, Jingjun
;
Zhao, Zhengling
;
Sun, Jingyun
;
Sun, Shaolong
收藏
|
浏览/下载：42/0
|
提交时间：2023/02/24
Decision trees
Forecasting
Crude oil
Crude oil price forecasting
Crude oil spot price forecasting
Internet concern
Long short term memory network
Macroeconomic variables
Memory network
Mode decomposition
Price forecasting
Spot price
Variational mode decomposition
The optimal portfolio of α-maxmin mean-VaR problem for investors
期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 526
作者:
Kang, Zhilin
;
Zhao, Linhai
;
Sun, Jingyun
收藏
|
浏览/下载：78/0
|
提交时间：2021/03/24
Risk assessment
Ambiguity attitude
Closed
form expression
Distribution ambiguity
Efficient computation
Max
min
Partial information
Portfolio selection problems
Underlying distribution
