Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Fumin Zhu"'
Publikováno v:
IEEE Access, Vol 6, Pp 38959-38966 (2018)
This article develops a sequential Bayesian learning method to estimate the parameters and recover the state variables for generalized autoregressive conditional heteroscedasticity (GARCH) models, which are commonly used in the financial time-series
Externí odkaz:
https://doaj.org/article/92c2aa66558a485ba916b3c3264f8eaa
Publikováno v:
International Journal of Differential Equations, Vol 2018 (2018)
This paper is concerned with stability analysis of additive Runge-Kutta methods for delay-integro-differential equations. We show that if the additive Runge-Kutta methods are algebraically stable, the perturbations of the numerical solutions are cont
Externí odkaz:
https://doaj.org/article/8abcf781a311450eb7ac899e3aaedae7
Publikováno v:
IEEE Transactions on Intelligent Transportation Systems. 23:9747-9754
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2260de6f660c77879b2f3d87892da6a2
https://doi.org/10.1109/tits.2021.3107373
https://doi.org/10.1109/tits.2021.3107373
Publikováno v:
Mathematical Methods of Operations Research. 94:197-217
The paper is devoted to study the portfolio optimization problem for an investor who aims to minimize the exposure to equity markets measured by the Aumann–Serrano index of riskiness. The ARMA–GARCH model with normal variance–mean mixture innov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::795008b0c5c19d42a1c41e05ec491225
https://doi.org/10.1007/s00186-021-00753-x
https://doi.org/10.1007/s00186-021-00753-x
Publikováno v:
IEEE Internet of Things Journal. 8:5211-5218
Network coding is an elegant and novel technique to improve network throughput and performance. It is considered as a critical technology to facilitate ever-increasing demands of future wireless networks. It exploits the broadcast nature of wireless
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0aaf4b981a8fee43d9be974e3f1bdf7b
https://doi.org/10.1109/jiot.2021.3056580
https://doi.org/10.1109/jiot.2021.3056580
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. 25:35-62
This paper studies the option valuation problem of non-Gaussian and asymmetric GARCH models from a state-space structure perspective. Assuming innovations following an infinitely divisible distribution, we apply different estimation methods including
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d9f7dc53c23640fda46eb7a2b44fddd
https://doi.org/10.1515/snde-2019-0088
https://doi.org/10.1515/snde-2019-0088
Publikováno v:
IEEE Network. 33:42-47
Filtering technology has been widely applied in signal processing and object tracking for decades, and most recently it has become a useful instrument for time series analysis. In this article, we introduce several popular technologies developed for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff4bf5e7adbdf3dd13d4a9cc6b0fb8e0
https://doi.org/10.1109/mnet.2019.1800432
https://doi.org/10.1109/mnet.2019.1800432
Autor:
Chunyang Wang, Fumin Zhu
Publikováno v:
Academic Journal of Engineering and Technology Science. 4
As far as China's current economic development is concerned, economic development depends heavily on machinery manufacturing. Machinery manufacturing has provided great help for China's economic development, but the traditional machinery design and m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6dcceb6483f8e9028f1214946a3baefa
https://doi.org/10.25236/ajets.2021.040206
https://doi.org/10.25236/ajets.2021.040206
Publikováno v:
IEEE Communications Magazine. 56:102-107
In recent years, smart logistics has captured wide attention and witnessed quick improvements. Swarm robotics, steadily evolving toward high artificial intelligence and capabilities, ensures warehouse delivery management and implementation of more in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3af942763e4a3e44eaf08d90b1ad4933
https://doi.org/10.1109/mcom.2018.1700544
https://doi.org/10.1109/mcom.2018.1700544