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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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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:90/0
  |  
提交时间:2023/06/25
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 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:128/0
  |  
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
Research on Influencing Factors of Residential House Using Improved Genetic Algorithm Model and BP neural Network Model
会议论文
Proceedings of 2021 IEEE 3rd International Conference on Civil Aviation Safety and Information Technology, ICCASIT 2021, Changsha, China, October 20, 2021 - October 22, 2021
作者:
Hengxin, Ju
;
Shipeng, Wang
;
Xiaohan, Wu
收藏
  |  
浏览/下载:41/0
  |  
提交时间:2023/03/06
Economic analysis
Housing
Genetic algorithms
Costs
Investments
Decision making
Algorithm model
BP neural networks model
Chinese economy
GA model
Housing prices
Influencing factor
Nonlinear fitting
Optimisations
Real-estates
Residential house
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:89/0
  |  
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
Option pricing under sub-mixed fractional Brownian motion based on time-varying implied volatility using intelligent algorithms
期刊论文
Soft Computing, 2023, 卷号: 27, 期号: 20, 页码: 15225-15246
作者:
Guo, Jingjun
;
Kang, Weiyi
;
Wang, Yubing
收藏
  |  
浏览/下载:47/0
  |  
提交时间:2023/07/17
Brownian movement
Commerce
Convolutional neural networks
Costs
Financial markets
Investments
Learning systems
Risk analysis
Risk assessment
Artificial intelligence algorithms
Deep learning
Financial assets
Implied volatility
Intelligent Algorithms
Mixed fractional Brownian motion
Options pricing
Pricing models
Sub-mixed fractional brownian motion
Time varying
Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework
期刊论文
Technological Forecasting and Social Change, 2024, 卷号: 204
作者:
Guo, Jingjun
;
Kang, Weiyi
;
Wang, Yubing
收藏
  |  
浏览/下载:80/0
  |  
提交时间:2024/06/12
Convolutional neural networks
Costs
Deep learning
Electronic trading
Financial markets
Forecasting
Investments
Neural network models
Parameter estimation-Artificial intelligence algorithms
Deep learning
Dynamic ensemble
Nonparametrics
Option price
Option price forecasting
Options pricing
Parameter optimization
Price forecasting
Pricing models
A Performance Comparison of Neural Networks in Forecasting Stock Price Trend
期刊论文
INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS, 2017, 卷号: 10, 期号: 1, 页码: 336-346
作者:
Wu, Binghui
;
Duan, Tingting
Adobe PDF(1805Kb)
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收藏
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浏览/下载:130/5
  |  
提交时间:2021/03/24
Stock market
BP neural network
Elman neural network
CSI 300 Index
relative error
Performance comparison
Forecasting stock prices
Environmental factors
Complex relationships
Neural networks
Investments
Market-oriented environmental regulations, employment adjustment and transfer path: Quasi-experimental evidence from China's carbon emissions trading pilot
期刊论文
Journal of Cleaner Production, 2022, 卷号: 369
作者:
Bu, Tao
;
Du, Wenhao
;
Tang, Chengxiang
;
Liu, Yahong
;
Wang, Xinyuan
收藏
  |  
浏览/下载:99/0
  |  
提交时间:2022/12/21
Carbon
Commerce
Costs
Emission control
Environmental regulations
Investments
Carbon emission trading
Effect of carbons
Employment adjustment
Employment transfer
Experimental evidence
Labor demands
Operational choice
Pilot programs
Propensity score matching
Transfer paths