English | 繁體

Search in the results

UM

Browse/Search Results:  1-10 of 10 Help

Selected(0)Clear Items/Page:    Sort:
High dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation Journal article
DING YI, ZHENG, Xinghua. High dimensional covariance matrices under dynamic volatility models: asymptotics and shrinkage estimation[J]. The Annals of Statistics, 2024, 52, 1027–1049.
Authors:  DING YI;  ZHENG, Xinghua
Adobe PDF | Favorite |  | Submit date：2024/08/23
High-dimension  Dynamic Volatility Model  Sample Covariance Matrix  Spectral Distribution  Nonlinear Shrinkage  
HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION Journal article
DING YI, Xinghua Zheng. HIGH-DIMENSIONAL COVARIANCE MATRICES UNDER DYNAMIC VOLATILITY MODELS: ASYMPTOTICS AND SHRINKAGE ESTIMATION[J]. Annals of Statistics, 2024, 52(3), 1027-1049.
Authors:  DING YI;  Xinghua Zheng
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:3.2/4.8 | Submit date：2024/06/17
Dynamic Volatility Model  High-dimension  Nonlinear Shrinkage  Sample Covariance Matrix  Spectral Distribution  
Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations Journal article
Huang,Yun Chi, Chou,Lot Kei, Lei,Siu Long. Divide-and-Conquer Solver in Tensor-Train Format for d-Dimensional Time-Space Fractional Diffusion Equations[J]. Journal of Scientific Computing, 2023, 96(1), 29.
Authors:  Huang,Yun Chi;  Chou,Lot Kei;  Lei,Siu Long
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.8/2.7 | Submit date：2023/08/03
Alternating Direction Implicit Scheme  Divide-and-conquer  High Dimension  Tensor-train Format  Time-space Fractional Diffusion Equations  
A robust Glasso approach to portfolio selection in high dimensions Journal article
Wenliang Ding, Lianjie Shu, Xinhua Gu. A robust Glasso approach to portfolio selection in high dimensions[J]. Journal of Empirical Finance, 2022, 70, 22-37.
Authors:  Wenliang Ding;  Lianjie Shu;  Xinhua Gu
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:2.1/3.0 | Submit date：2023/02/10
Data Contamination  Glasso  Hedge Relation  High Dimension  Portfolio Selection  Robust Estimation  
Surface Cracking and Fractal Characteristics of Cement Paste after Exposure to High Temperatures Journal article
Li, Li, Zhang, Yang, Shi, Yuqiong, Xue, Zhigang, Cao, Mingli. Surface Cracking and Fractal Characteristics of Cement Paste after Exposure to High Temperatures[J]. Fractal and Fractional, 2022, 6(9), 465.
Authors:  Li, Li;  Zhang, Yang;  Shi, Yuqiong;  Xue, Zhigang;  Cao, Mingli
Favorite | TC[WOS]:28 TC[Scopus]:28  IF:3.6/3.5 | Submit date：2022/10/06
Cracking Characteristics  High Temperatures  Image Processing  Fractal Dimension  
High dimensional Riesz space distributed-order advection-dispersion equations with ADI scheme in compression format Journal article
Chou, L. K., Lei, S. L.. High dimensional Riesz space distributed-order advection-dispersion equations with ADI scheme in compression format[J]. Electronic Research Archive, 2022, 30(4), 1463-1476.
Authors:  Chou, L. K.;  Lei, S. L.
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.0/1.0 | Submit date：2022/07/27
High Dimension  Advection-dispersion Equations  Riesz Fractional Derivative  Distributed-order  Alternating Direction Implicit Method  Compression Format  
A fast convex hull algorithm inspired by human visual perception Journal article
Liu, Runzong, Tang, Yuan Yan, Chan, Patrick P. K.. A fast convex hull algorithm inspired by human visual perception[J]. MULTIMEDIA TOOLS AND APPLICATIONS, 2018, 77(23), 31221-31237.
Authors:  Liu, Runzong;  Tang, Yuan Yan;  Chan, Patrick P. K.
Favorite | TC[WOS]:2 TC[Scopus]:4  IF:3.0/2.9 | Submit date：2019/01/17
Convex Hull  Computational Geometry  Affine Transformation  Point Pattern  High Dimension  
Hyper-parameter Analysis of the Improved Deep Embedding Clustering Model Conference paper
Feng，Qiying, Chen，C. L.Philip, Zhou，Jin. Hyper-parameter Analysis of the Improved Deep Embedding Clustering Model[C], 2018, 57-60.
Authors:  Feng，Qiying;  Chen，C. L.Philip;  Zhou，Jin
Favorite | TC[Scopus]:1 | Submit date：2021/03/09
Auto-encoder  Deep Learning  high-dimension real-world clustering  student-t distribution  
Sure screening by ranking the canonical correlations Journal article
Kong, Xin-Bing, Liu, Zhi, Yao, Yuan, Zhou, Wang. Sure screening by ranking the canonical correlations[J]. TEST, 2017, 26(1), 46-70.
Authors:  Kong, Xin-Bing;  Liu, Zhi;  Yao, Yuan;  Zhou, Wang
Favorite | TC[WOS]:3 TC[Scopus]:5  IF:1.2/2.2 | Submit date：2018/10/30
High Dimension  Correlation  Group Screening  
Sure screening by ranking the canonical correlations Journal article
Kong,Xin Bing, Liu,Zhi, Yao,Yuan, Zhou,Wang. Sure screening by ranking the canonical correlations[J]. Test, 2017, 26(1), 46-70.
Authors:  Kong,Xin Bing;  Liu,Zhi;  Yao,Yuan;  Zhou,Wang
Favorite | TC[WOS]:3 TC[Scopus]:5  IF:1.2/2.2 | Submit date：2021/03/11
Correlation  Group Screening  High Dimension