机构

• 数学与系统科学研究院 [5]
• 中国科学院大学 [2]

采集方式

• OAI收割 [5]
• iSwitch采集 [2]

内容类型

• 期刊论文 [7]

发表日期

• 2016 [1]
• 2015 [1]
• 2010 [1]
• 2009 [1]
• 2008 [1]
• 2004 [2]
• 更多

学科主题

筛选

浏览/检索结果: 共7条，第1-7条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 A quantitative description of complex adaptive system: The self-adaptive mechanism of the material purchasing management system towards the changing environment 期刊论文  OAI收割 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2016, 卷号: 29, 期号: 1, 页码: 151-170 作者:  Zhang Meng;  Cui Jinchuan   |  收藏  |  浏览/下载：24/0  |  提交时间：2018/07/30 Complex adaptive system (CAS)  CVaR  material purchasing management system (MPMS)  modern portfolio theory (MPT)  self-adaptive mechanism   Classical mean-variance model revisited: pseudo efficiency 期刊论文  OAI收割 JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2015, 卷号: 66, 期号: 10, 页码: 1646-1655 作者:  Cui, Xiangyu;  Duan, Li;  Yan, Jiaan   |  收藏  |  浏览/下载：21/0  |  提交时间：2018/07/30 mean-variance portfolio selection  minimum cost policy  binding budget spending  optimal wealth management   The state equations methods for stochastic control problems 期刊论文  iSwitch采集 Numerical mathematics-theory methods and applications, 2010, 卷号: 3, 期号: 1, 页码: 79-96 作者:  Wang, Lijin;  Bai, Fengshan 收藏  |  浏览/下载：46/0  |  提交时间：2019/05/10 Stochastic optimal control  Markov chain approximation  Euler-maruyama discretisation  Midpoint rule  Predictor-corrector methods  Portfolio management   A class of continuous-time portfolio selection with liability under jump-diffusion processes 期刊论文  OAI收割 INTERNATIONAL JOURNAL OF CONTROL, 2009, 卷号: 82, 期号: 12, 页码: 2277-2283 作者:  Yan, Wei   |  收藏  |  浏览/下载：10/0  |  提交时间：2018/07/30 portfolio selection  asset-liability management  mean-variance criterion  discontinuous prices  VaR constraint   Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach 期刊论文  OAI收割 INSURANCE MATHEMATICS & ECONOMICS, 2008, 卷号: 42, 期号: 3, 页码: 943-953 作者:  Xie, Shuxiang;  Li, Zhongfei;  Wang, Shouyang   |  收藏  |  浏览/下载：20/0  |  提交时间：2018/07/30 portfolio selection  asset-liability management  continuous-time  mean-variance model  stochastic linear-quadratic control   A dynamic stochastic programming model for bond portfolio management 期刊论文  OAI收割 COMPUTATIONAL SCIENCE - ICCS 2004, PROCEEDINGS, 2004, 卷号: 3039, 页码: 876-883 作者:  Yu, LY;  Wang, SY;  Wu, Y;  Lai, KK   |  收藏  |  浏览/下载：18/0  |  提交时间：2018/07/30 bond portfolio management  stochastic programming  scenario generation   Cross-validation and ensemble analyses on multiple-criteria linear programming classification for credit cardholder behavior 期刊论文  iSwitch采集 Computational science - iccs 2004, proceedings, 2004, 卷号: 3039, 页码: 931-939 作者:  Peng, Y;  Kou, G;  Chen, ZX;  Shi, Y 收藏  |  浏览/下载：34/0  |  提交时间：2019/05/10 Credit card portfolio management  Data mining  Classification  Multi-criteria linear programming  Cross-validation  And ensemble