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兰州财经大学机构知识库
Lanzhou University of Finance and Economics. All
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Precommitment and equilibrium investment Strategies for defined contribution pension plans under a jump-diffusion Model
期刊论文
Insurance: Mathematics and Economics, 2016, 卷号: 67, 期号: 2, 页码: 158-172
作者:
Sun JY(孙景云)
;
Li ZF(李仲飞)
;
Ceng Y(曾燕)
Adobe PDF(673Kb)
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浏览/下载:98/4
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提交时间:2021/05/31
Forecasting hourly PM2.5 based on deep temporal convolutional neural network and decomposition method
期刊论文
Applied Soft Computing, 2021, 卷号: 113
作者:
Jiang, Fuxin
;
Zhang, Chengyuan
;
Sun, Shaolong
;
Sun, Jingyun
收藏
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浏览/下载:76/0
  |  
提交时间:2023/03/06
Acoustic noise measurement
Convolution
Learning systems
Neural network models
Convolutional neural networks
Deep neural networks
Forecasting
Meteorology
Spurious signal noise
Adaptive noise
Complete ensemble empirical mode decomposition with adaptive noise
Convolutional neural network
Data patterns
Deep learning
Empirical Mode Decomposition
Forecasting models
PM 2.5
PM2.5 concentration forecasting
Temporal convolutional
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
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浏览/下载:84/0
  |  
提交时间:2024/01/17
Investor sentiment
Crude oil price forecasting
Second multivariate decomposition
Multivariate variational mode decomposition
Hybrid forecasting
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:69/0
  |  
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
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:63/0
  |  
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
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
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浏览/下载:62/0
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提交时间:2024/08/20
habit formation
mispricing
optimal strategies
utility loss
financial market
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)
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浏览/下载:115/9
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提交时间:2021/03/24
alpha-maxmin
VaR
Distribution ambiguity
Ambiguity attitude
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:88/0
  |  
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 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, 卷号: 19, 期号: 10, 页码: 7540-7564
作者:
Sun, Jingyun
;
Yao, Haixiang
;
Li, Zhongfei
收藏
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浏览/下载:127/0
  |  
提交时间:2023/05/31
Commerce
Continuous time systems
Elasticity
Financial markets
Investments
Optimization
Stochastic control systems
Strategic planning
Allocation problems
Ambiguity averse
Ambiguity-averse investor
Asset allocation
Constant elasticity of variances
Investment strategy
Optimal investments
Pension funds
Power utility
Robust-optimal controls
Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity
期刊论文
OPTIMIZATION, 2019, 卷号: 70, 期号: 1, 页码: 191-224
作者:
Wang, Pei
;
Li, Zhongfei
;
Sun, Jingyun
收藏
  |  
浏览/下载:100/0
  |  
提交时间:2021/03/24
Robust portfolio choice
DC pension plan
inflation risk
mean-reverting process
model ambiguity