Zobrazeno 1 - 10
of 307
pro vyhledávání: '"Yanlin Shi"'
Autor:
Caixia Zhang, Yanlin Shi
Publikováno v:
Axioms, Vol 12, Iss 5, p 446 (2023)
Recent research suggests that long memory can be caused by regime switching and is easily confused with it. However, if the causes of confusion were properly controlled, they could be distinguished. Motivated by this idea, our study aims to distingui
Externí odkaz:
https://doaj.org/article/0ba354f0ce704c0da3619b60363fff1b
Publikováno v:
Risks, Vol 10, Iss 11, p 219 (2022)
This paper proposes a two-step LASSO based vector autoregressive (2-LVAR) model to forecast mortality rates. Within the VAR framework, recent studies have developed a spatial–temporal autoregressive (STAR) model, in which age-specific mortality rat
Externí odkaz:
https://doaj.org/article/5c8700655ee644048607ce150710caf1
Publikováno v:
Vienna Yearbook of Population Research, Vol 1, Pp 135-162 (2019)
Externí odkaz:
https://doaj.org/article/f0432cef27564d75bb096947c162a6bb
Autor:
Tong Liu, Yanlin Shi
Publikováno v:
Mathematics, Vol 10, Iss 15, p 2757 (2022)
The recent price crash of the New York Mercantile Exchange (NYMEX) crude oil futures contract, which occurred on 20 April 2020, has caused history-writing movements of relative prices. For instance, the West Texas Intermediate (WTI) experienced a neg
Externí odkaz:
https://doaj.org/article/8b10f1355cd24376801f38456806bfa5
Autor:
Tong Liu, Yanlin Shi
Publikováno v:
Mathematics, Vol 10, Iss 11, p 1903 (2022)
The component GARCH model (CGARCH) was among the first attempts to split the conditional variance into a permanent and transitory component. With the application to economic and finance data, it helps investigate the long- and short-run movements of
Externí odkaz:
https://doaj.org/article/0c3eded7b8ac451aad7febd946e329fe
Autor:
Yanlin Shi
Publikováno v:
North American Actuarial Journal. :1-18
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01ef4d7a18d555baf94d97d036d79646
https://doi.org/10.1080/10920277.2023.2185260
https://doi.org/10.1080/10920277.2023.2185260
Autor:
Yanlin Shi1 yanlin.shi@mq.edu.au
Publikováno v:
Journal of Forecasting. Apr2021, Vol. 40 Issue 3, p528-546. 19p.
Autor:
Yanlin Shi, Le Chang
Publikováno v:
ASTIN Bulletin. 53:2-28
Modeling and forecasting of mortality rates are closely related to a wide range of actuarial practices, such as the designing of pension schemes. To improve the forecasting accuracy, age coherence is incorporated in many recent mortality models, whic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3426ff52d98db5118ae189b860a72c3f
https://doi.org/10.1017/asb.2022.23
https://doi.org/10.1017/asb.2022.23
Publikováno v:
Demographic Research; Jan-Jun2024, Vol. 50, p797-826, 30p
Autor:
Yanlin Shi, Chanaka J. Mudugamuwa, Thidas N. Abeysinghe, Yasser S. M. Alotaibi, Michael J. Monteiro, Justin M. Chalker, Jodie L. Lutkenhaus, Zhongfan Jia
Publikováno v:
Macromolecules. 55:5733-5743
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b5cc81b2b4f053f21968a58082255aed
https://doi.org/10.1021/acs.macromol.2c00519
https://doi.org/10.1021/acs.macromol.2c00519