Zobrazeno 1 - 10
of 60
pro vyhledávání: '"Shi-Jie Deng"'
Autor:
Jin feng Wei, Xiang lin Yin, Ze min Huang, Jia rui Zheng, Shi jie Deng, Yang Yu, Wei jing Xu, Hong bin Qiu
Objective The purpose of this passage is to predict the risk of type 2 daibetes complicated with retinopathy，we evaluated 14 commonly used models and fusion them in a glm stacking classifier. Methods The Clinical data of this passage comes from Nat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a3a600bcd5be5a7d3a763f88b24dbf8
https://doi.org/10.21203/rs.3.rs-2832556/v1
https://doi.org/10.21203/rs.3.rs-2832556/v1
Publikováno v:
Surface and Coatings Technology. 465:129604
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76d175a21eaa5e9aba98e5933064455b
https://doi.org/10.1016/j.surfcoat.2023.129604
https://doi.org/10.1016/j.surfcoat.2023.129604
Publikováno v:
Wilmott. 2020:56-75
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8b40eafed41c0ae9f67022d1153d2aef
https://doi.org/10.1002/wilm.10832
https://doi.org/10.1002/wilm.10832
Autor:
Shi-Jie Deng, Justin Kirkby
Publikováno v:
Mathematical Finance. 29:612-658
We develop a general framework for statically hedging European-style options with nonstandard terminal payoffs which can be applied to mixed static-dynamic and semi-static hedges for many path dependent exotic options. This framework provides a new m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a004466c803c85f089f2a4e6b5fb275
https://doi.org/10.1111/mafi.12184
https://doi.org/10.1111/mafi.12184
Autor:
John B. Guerard, Shi-Jie Deng, Robert A. Gillam, Harry M. Markowitz, Ganlin Xu, Ziwei (Elaine) Wang
Publikováno v:
Interfaces. 48:108-120
In this analysis of the risk and return of stocks in global and Chinese markets, we build a reasonably large number of models for stock selection and create optimized portfolios to outperform a global benchmark. We apply robust regression techniques
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed98a99a546a3e6a732f03ca735a5f41
https://doi.org/10.1287/inte.2017.0908
https://doi.org/10.1287/inte.2017.0908
Autor:
Xuefeng Gao, Shi-Jie Deng
Publikováno v:
Probability in the Engineering and Informational Sciences. 32:96-125
In this paper, we establish a fluid limit for a two-sided Markov order book model. The main result states that in a certain asymptotic regime, a pair of measure-valued processes representing the “sell-side shape” and “buy-side shape” of an or
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d08bcfecd3d7dad3bd0f3366b13a881
https://doi.org/10.1017/s0269964816000413
https://doi.org/10.1017/s0269964816000413
Publikováno v:
Key Engineering Materials. 693:1314-1320
The Automatic Test System (ATS) is being increasingly used in the business and professional test. However, there are some potential problems emerged in the application of the distributed test. So we intend to solve the problems by adopting the idea o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::96c76d994159994639f063dbe049511a
https://doi.org/10.4028/www.scientific.net/kem.693.1314
https://doi.org/10.4028/www.scientific.net/kem.693.1314
Publikováno v:
Energy Economics. 53:248-260
We develop a stylized model to investigate the impact of financial options on reducing carbon permit price volatility under a cap-and-trade system. The existence of an option market provides a mechanism to hedge the uncertainty of future spot prices
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6280eb6d28f16efb93fef9660cfa2642
https://doi.org/10.1016/j.eneco.2014.06.001
https://doi.org/10.1016/j.eneco.2014.06.001
Publikováno v:
Applied Mechanics and Materials. :1401-1404
A large number of harmonic is mainly produced by with the discrete variable frequency soft starter. The harmonic during the motor soft starting is characterized by the high energy consumption and signal interference. Therefore, harmonic analyzing and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c4a38c0dbe90eec792eee586569295a6
https://doi.org/10.4028/www.scientific.net/amm.713-715.1401
https://doi.org/10.4028/www.scientific.net/amm.713-715.1401
Publikováno v:
Applied Mechanics and Materials. :2840-2843
A large number of inductive loads need the reactive power, and the amount of the reactive power compensation is different in a state of work. The traditional static reactive power compensator is difficult to meet the needs of the reactive power compe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c5c2b8631e826f7d37225cc5f0e021f
https://doi.org/10.4028/www.scientific.net/amm.602-605.2840
https://doi.org/10.4028/www.scientific.net/amm.602-605.2840