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Fractional stochastic volatility model Journal article
Shi, Shuping, Liu, Xiaobin, Yu, Jun. Fractional stochastic volatility model[J]. Journal of Time Series Analysis, 2024.
Authors:  Shi, Shuping;  Liu, Xiaobin;  Yu, Jun
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:1.2/1.4 | Submit date:2024/06/03
Fractional Brownian Motion  Long Memory  Rough Volatility  Spectral Density  Stochastic Volatility  Variance–covariance Matrix  
Entrepreneurship Measurement and Comparison: Holistic Acceptability Global Entrepreneurship Index Journal article
Song,Lianlian, Lai,Kin Keung, Tso,Kwok Fai Geoffrey, Yen,Jerome. Entrepreneurship Measurement and Comparison: Holistic Acceptability Global Entrepreneurship Index[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 33(6), 1959-1979.
Authors:  Song,Lianlian;  Lai,Kin Keung;  Tso,Kwok Fai Geoffrey;  Yen,Jerome
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:2.6/1.9 | Submit date:2021/03/09
Entrepreneurship  Entrepreneurship Evaluation Matrix  Global Entrepreneurship Index  Stochastic Multicriteria Acceptability Analysis  
A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems Journal article
Zhao Z., Jin X.-Q., Bai Z.-J.. A geometric nonlinear conjugate gradient method for stochastic inverse eigenvalue problems[J]. SIAM Journal on Numerical Analysis, 2016, 54(4), 2015-2035.
Authors:  Zhao Z.;  Jin X.-Q.;  Bai Z.-J.
Favorite | TC[WOS]:23 TC[Scopus]:25 | Submit date:2019/02/11
Geometric Nonlinear Conjugate Gradient Method  Inverse Eigenvalue Problem  Isospectral Flow Method  Oblique Manifold  Stochastic Matrix  
High-Order Distance-Based Multiview Stochastic Learning in Image Classification Journal article
Jun Yu, Yong Rui, Yuan Yan Tang, Dacheng Tao. High-Order Distance-Based Multiview Stochastic Learning in Image Classification[J]. IEEE Transactions on Cybernetics, 2014, 44(12), 2431 - 2442.
Authors:  Jun Yu;  Yong Rui;  Yuan Yan Tang;  Dacheng Tao
Favorite | TC[WOS]:249 TC[Scopus]:250  IF:9.4/10.3 | Submit date:2018/10/30
Hypergraph  Image Classification  Multiview Stochastic  Probability Matrix  
Fast exponential time integration for pricing options in stochastic volatility jump diffusion models Journal article
Pang,Hong Kui, Sun,Hai Wei. Fast exponential time integration for pricing options in stochastic volatility jump diffusion models[J]. East Asian Journal on Applied Mathematics, 2014, 4(1), 52-68.
Authors:  Pang,Hong Kui;  Sun,Hai Wei
Favorite | TC[WOS]:13 TC[Scopus]:13 | Submit date:2019/05/27
Barrier Option  European Option  Matrix Exponential  Matrix Splitting  Multigrid Method  Partial Integrodifferential Equation  Shift-invert Arnoldi  Stochastic Volatility Jump Diffusion