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
, 122: 79-85
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
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
, 414: 1-9
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
, 28: 1779-1783
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
, 9: 1-9
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
, 56: 1-22
Modeling the joint distribution of firm size and firm age based on grouped data
, PLoS ONE
, 2020
, 15(7): 1-19
l(1-2) minimisation for compressed sensing with partially known signal support
, Electronics letters
, 2020
, 56(8): 405-407
Web renewal counting processes and their applications in insurance
, Journal of Inequalities and Applications
, 2018
, 260: 1-15
A Novel Technique for Speech Recognition and Visualization Based Mobile Application to Support Two-Way Communication between Deaf-Mute and Normal Peoples
, Wireless Communications & Mobile Computing
, 2018
, 2018(12)
Several Properties of a Nonstandard Renewal Counting Process and Their Applications
, Journal of Systems Science and Complexity--English Series
, 2018
, 122-136
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
, Stochastics and Dynamics
, 2017
, 17(4): 1750025-1-1750025-23