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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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Stochastic extension for real time process algebra with urgency executing policy
会议论文
Proceedings - 2009 International Conference on Computational Intelligence and Software Engineering, CiSE 2009, Wuhan, China, 2009-12-11 - 2009-12-13
作者:
Li, Xifu
;
Zheng, Guang
;
Li, Lian
;
Wu, Jinzhao
;
Chen, Wenbo
收藏
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浏览/下载：75/0
|
提交时间：2021/03/24
Algebra
Artificial intelligence
Interactive computer systems
Random processes
Software engineering
Stochastic systems
Exponential distributions
Process algebras
Real time
Real-time process algebra
Stochastic extension
Stochastic process algebras
Urgency
Particle swarm optimization with opposition-based learning and parent centric crossover
期刊论文
ICIC Express Letters, 2014, 卷号: 8, 期号: 6, 页码: 1711-1717
作者:
Chen, Chen
;
Ma, Xiaoting
收藏
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浏览/下载：97/0
|
提交时间：2021/03/24
Algorithms
Global optimization
Stochastic systems
Benchmark functions
Computational results
Crossover
Multimodal problems
Numerical optimizations
Opposition
based learning
Optimization problems
Stochastic search algorithms
Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment
期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 卷号: 2017, 期号: 1, 页码: 1
作者:
Yang, Zhaoqiang
Adobe PDF(556Kb)
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浏览/下载：167/5
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提交时间：2021/03/24
Costs
Stochastic systems
Fractional brownian motion
Fundamental solutions
Integral representation
Jump diffusion
Market pricing
Optimal exercise boundary
Skorohod integrals
Stochastic parabolic partial differential equations
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：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
