Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Yian Cui"'
Publikováno v:
Financial Innovation, Vol 6, Iss 1, Pp 1-17 (2020)
Abstract With the introduction of many derivatives into the capital market, including stock index futures, the trading strategies in financial markets have been gradually enriched. However, there is still no theoretical model that can determine wheth
Externí odkaz:
https://doaj.org/article/193cd17afc0b4c74bf918cfb3fd1bd40
Publikováno v:
Complexity, Vol 2022 (2022)
Since the period of unusual volatility in China’s A-share market in 2015, there has been an ongoing discussion about the role of stock index futures in the A-share market. There is no unified consensus among academics and industry insiders on wheth
Externí odkaz:
https://doaj.org/article/88fa8dc66a464634b638acbb8c8db0a8
Publikováno v:
Vadose Zone Journal, Vol 20, Iss 5, Pp n/a-n/a (2021)
Abstract Hydraulicproperties of soils could play an important role in affecting the partitioning of precipitation in the critical zone. In addition to traditional approaches, in the last two decades, many geophysical methods have been used to aid the
Externí odkaz:
https://doaj.org/article/692f34b4a0e647dbaf804409c2450391
Autor:
Ruwei Zhao, Yian Cui
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2021 (2021)
In this paper, we employ the multifractal detrended cross-correlation analysis (MF-DCCA) as the measurement instrument for the dynamic cross-correlation inspection between US economic policy uncertainty (EPU) index and US dollar exchange rate return
Externí odkaz:
https://doaj.org/article/24269cdbc7ed42a8af2a5e8ca4987236
Publikováno v:
Complexity, Vol 2021 (2021)
The financial system is a complex system. The heterogeneous behaviors of investors further increase the degree of its complexity. In this paper, we develop a rational expectations equilibrium model to analyze the effect of public information on marke
Externí odkaz:
https://doaj.org/article/c124592dff774b9da06d22bc1a3d237c
Publikováno v:
Frontiers in Physics, Vol 8 (2020)
This study investigated the dynamics between tick size and market quality using an agent-based multiple-order-book stock-market model. Given the multiple-order-book setting, we integrated the model with small-, medium-, and large-cap stocks and condu
Externí odkaz:
https://doaj.org/article/6da27490a9c64d2f93f5fbae6a3f4607
Publikováno v:
Geofluids, Vol 2020 (2020)
The rock containing a set of tilted fractures is equivalent to a transversely isotropic (TTI) medium with a tilted axis of symmetry. To implement fluid identification and tilted fracture detection, we propose an inversion approach of utilizing seismi
Externí odkaz:
https://doaj.org/article/1c4064128a914b01a8193f170e820c2b
Publikováno v:
Geophysical Prospecting. 71:322-335
Publikováno v:
Geofluids, Vol 2019 (2019)
The seismic attenuation should be considered while accounting for the effect of anisotropy on the seismic wave propagating through a saturated fractured porous medium. Based on the modified linear-slip theory and anisotropic Gassmann’s equation, we
Externí odkaz:
https://doaj.org/article/c647ad173b294e53a9e26c62555a9cb4
Publikováno v:
IEEE Transactions on Geoscience and Remote Sensing. 60:1-14