Zobrazeno 1 - 10
of 1 833
pro vyhledávání: '"Xin, Bing"'
In this paper, we introduce a novel nonstationary price staleness factor model allowing for market friction pervasive across assets and possible input covariates. With large panel high-frequency data, we give the maximum likelihood estimators of the
Externí odkaz:
http://arxiv.org/abs/2410.07607
Matrix factor model is drawing growing attention for simultaneous two-way dimension reduction of well-structured matrix-valued observations. This paper focuses on robust statistical inference for matrix factor model in the ``diverging dimension" regi
Externí odkaz:
http://arxiv.org/abs/2306.03317
This paper introduces a matrix quantile factor model for matrix-valued data with low-rank structure. We estimate the row and column factor spaces via minimizing the empirical check loss function with orthogonal rotation constraints. We show that the
Externí odkaz:
http://arxiv.org/abs/2208.08693
Autor:
Qu, Jun-jie, Xiang, Chang-liu, Chang, Chong, Zhu, Si-jun, Huang, Tian-xi, Liu, Yuan-jian, Xia, Xin-bing, Yang, Sheng-hai, Wang, Chang-hong, Chen, Yong-ming
Publikováno v:
In Separation and Purification Technology 25 November 2024 348
Autor:
Peng, Yi, Wei, Mingxuan, Zhang, Dian, Liu, Xi, Xiong, Xiaosong, Gao, Wanjie, Fan, Weijia, Yang, Haoyuan, Zhou, Qi, Wang, Tao, Wang, Faxing, Ma, Yuan, Zhong, Yiren, Cheng, Xin-Bing, Zhu, Zhi, He, Jiarui, Wu, Yuping
Publikováno v:
In Nano Energy November 2024 130
Autor:
Luo, Zhen-Hui, Zhang, Dian, Guo, Jia-Xin, Jiang, Feng, Shen, Nai-Lu, Du, Yun-Fei, Jiang, Zhi-Jun, Wang, Tao, Liu, Xu, Cheng, Xin-Bing, Wu, Yuping
Publikováno v:
In Journal of Energy Chemistry March 2025 102:555-575
This paper proposes a novel methodology for the online detection of changepoints in the factor structure of large matrix time series. Our approach is based on the well-known fact that, in the presence of a changepoint, a factor model can be rewritten
Externí odkaz:
http://arxiv.org/abs/2112.13479
This paper investigates the issue of determining the dimensions of row and column factor spaces in matrix-valued data. Exploiting the eigen-gap in the spectrum of sample second moment matrices of the data, we propose a family of randomised tests to c
Externí odkaz:
http://arxiv.org/abs/2110.01008
Autor:
Chao-Ying Wang, Su-Zhen Lai, Bao-Cai Kang, Yi-Zhao Lin, Chun-Juan Cao, Xin-Bing Huang, Jian-Qun Wang
Publikováno v:
Frontiers in Neurology, Vol 15 (2024)
ObjectiveRecent reports have demonstrated that a wider pulse pressure upon admission is correlated with heightened in-hospital mortality following spontaneous supratentorial intracerebral hemorrhage (ssICH). However, the underlying mechanism remains
Externí odkaz:
https://doaj.org/article/e7ee0bdb10354f59889c1cfdfa986811
Autor:
Guo, Jia-Xin, Gao, Chang, Liu, He, Jiang, Feng, Liu, Zaichun, Wang, Tao, Ma, Yuan, Zhong, Yiren, He, Jiarui, Zhu, Zhi, Wu, Yuping, Cheng, Xin-Bing
Publikováno v:
In Journal of Energy Chemistry February 2024 89:519-534