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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)  |  收藏  |  浏览/下载:98/4  |  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  |  浏览/下载:76/0  |  提交时间:2023/03/06
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:84/0  |  提交时间:2024/01/17
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
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
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:62/0  |  提交时间:2024/08/20
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:115/9  |  提交时间:2021/03/24
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
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  |  浏览/下载:127/0  |  提交时间:2023/05/31
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