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Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载:11/0  |  提交时间:2022/04/02
Impact of mesoscale eddies on the southwestward countercurrent northeast of Taiwan revealed by ADCP mooring observations 期刊论文
CONTINENTAL SHELF RESEARCH, 2020, 卷号: 195, 页码: 8
作者:  Yin, Yuqi;  Liu, Ze;  Hu, Po;  Hou, Yijun;  Lu, Jiuyou
收藏  |  浏览/下载:20/0  |  提交时间:2020/09/23
A new online portfolio selection algorithm based on Kalman Filter and anti-correlation 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: Vol.536, 页码: 120949
作者:  Gang Chu;  Wei Zhang;  Guofeng Sun;  Xiaotao Zhang
收藏  |  浏览/下载:4/0  |  提交时间:2019/11/21
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
作者:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
收藏  |  浏览/下载:17/0  |  提交时间:2018/11/16
Mean reversion of inflation rates in seven Eastern European countries: An application of a fourier quantile unit root test 期刊论文
JOURNAL OF INTERNATIONAL TRADE & ECONOMIC DEVELOPMENT, 2018, 卷号: 27, 期号: 2
作者:  Si, Deng-Kui;  Li, Xiao-Lin
收藏  |  浏览/下载:11/0  |  提交时间:2019/12/05
碳排放权价格均值回归的周期及振幅 Period and amplitude of mean reversion of carbon price 期刊论文
2018, 卷号: 35, 期号: 4, 页码: 506
作者:  曾悦[1,2];  杨星[1,2];  蒋金良[1]
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/10
A MODEL OF INFLATION TRANSMISSION IN AN EXCHANGE RATE TARGET ZONE 期刊论文
BULLETIN OF ECONOMIC RESEARCH, 2018, 卷号: 70, 期号: 3, 页码: 285-297
作者:  Chua, Kevin C.
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/11
Period and amplitude of mean reversion of carbon price 期刊论文
2018, 卷号: 35, 期号: 4, 页码: 506
作者:  Zeng, Yue[1,2];  Yang, Xing[1,2];  Jiang, Jin-Liang[1]
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/17
Responses of Quasi 2 Day Waves in the MLT Region to the 2013 SSW Revealed by a Meteor Radar Chain 期刊论文
GEOPHYSICAL RESEARCH LETTERS, 2017, 卷号: 44, 期号: 18, 页码: 9142-9150
作者:  Ma, Zheng;  Gong, Yun;  Zhang, Shaodong;  Zhou, Qihou;  Huang, Chunming
收藏  |  浏览/下载:31/0  |  提交时间:2017/11/24
Tetrahedral shapes of neutron-rich Zr isotopes from a multidimensionally constrained relativistic Hartree-Bogoliubov model 期刊论文
PHYSICAL REVIEW C, 2017, 卷号: 95, 页码: 16
作者:  Zhao, Jie;  Lu, Bing-Nan;  Zhao, En-Guang;  Zhou, Shan-Gui
收藏  |  浏览/下载:12/0  |  提交时间:2018/05/31


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