Optimal investment problem under behavioral setting: A Lagrange duality perspective
, Journal of Economic Dynamics and Control
, 2023
, 156(104751)1-31
Nonconcave penalized M-estimation for the least absolute relative errors model
, Communications in Statistics- Theory and Methods
, 2023
, 52(4)1118-1135
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
, Statistics and Probability Letters
, 2020
, 165108857
A moderate deviation principle for stochastic Volterra equation
, Statistics and Probability Letters
, 2017
, 12279-85
Optima Portfolio and Consumption models under Loss Aversion in Infinite Time Horizon
, Probability in the Engineering and Informational Sciences
, 2016
, 30(4)553-575
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
, Statistics and Probability Letters
, 2013
, 83(10)2248-2255
An adaptive time series segmentation algorithm based on visibility graph and particle swarm optimization
, Physica A: Statistical Mechanics and its Applications
, 2024
, 636(129563)1-13
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties
, Journal of the Korean Statistical Society
, 2022
, 51(3)666-691
A solvable singular control problem driven by a jump diffusion process with applications
, Stochastic Models (Communications in Statistics. Stochastic Models)
, 2016
, 32(1)136-159
Generative AI usage among investor types: The role of personality and perceptions
, Finance Research Letters
, 2025
, 82107604
Risk spillovers among energy, metals, and agriculture commodity markets: A network perspective
, Finance Research Letters
, 2025
, 83(107502)
Drivers of investment intentions across diverse cryptocurrency categories
, Finance Research Letters
, 2025
, 77(107024)
Decentralized Microenvironment-Based Particle Swarm Optimization Algorithm for Insect-Intelligent Building Platform
, Buildings
, 2025
, 15(11)
How do personality traits affect investors’ decision on crypto market including cryptocurrencies and NFTs?
, Review of Behavioral Finance
, 2024
, 16(4)600-619
Portfolio Optimization: A Return-on-Equity Network Analysis
, IEEE Transactions on Computational Social Systems
, 2024
, 11(2)1644-1653
Greening the economy: Techniques and regulations to promote natural resource efficiency
, Resources Policy
, 2024
, 90(104686)1-7
Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries
, Finance Research Letters
, 2024
, 62(105267)1-10
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
, The North American Journal of Economics and Finance
, 2024
, 74
Co-jumps in the Chinese stock market before, during and after the COVID-19 pandemic: A network perspective full text sci
, Finance Research Letters
, 2024
, 70
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
, The North American Journal of Economics and Finance
, 2023
, 67(101939)1-23
Key Points-in-Time Identification of Gold Futures Market: A Complex Network Approach
, Fluctuation and Noise Letters
, 2023
, 22(1)1-16
Dynamic investigations in a Stackelberg model with differentiated products and bounded rationality
, Journal of Computational and Applied Mathematics
, 2022
, 4141-9
Portfolio optimization by price-to-earnings ratio network analysis
, International Journal of Modern Physics B
, 2022
, 36(19)1-17
Recovery analysis for block lp - l1 minimization with prior support information
, International Journal of Wavelets Multiresolution and Information Processing
, 2022
, 20(4)2150057
Null Space Property of l_1-2 Minimization With Prior Support Information
, IEEE Signal Processing Letters
, 2021
, 281779-1783
Robust signal recovery for l_1–2 minimization via prior support information
, Inverse Problems
, 2021
, 37(11)1-15
Recovery analysis for L_2/L_1?2 minimization via prior support information
, Digital Signal Processing
, 2021
, (121)1-10
A Network View of Portfolio Optimization using Fundamental Information
, Frontiers in Physics
, 2021
, 91-9
The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries
, The North American Journal of Economics and Finance
, 2021
, 561-22
Modeling the joint distribution of firm size and firm age based on grouped data
, PLoS ONE
, 2020
, 15(7)1-19