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科研机构
中南大学 [10]
数学与系统科学研究院 [3]
湖南大学 [2]
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期刊论文 [15]
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2021 [1]
2019 [7]
2018 [4]
2014 [2]
2010 [1]
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Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
期刊论文
JOURNAL OF EMPIRICAL FINANCE, 2021, 卷号: 62, 页码: 179-201
作者:
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
收藏
  |  
浏览/下载:24/0
  |  
提交时间:2021/10/26
HARQ
Model averaging
&
nbsp
Bitcoin
Realized volatility
Portfolio Selection Based on Bayesian Theory
期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
作者:
Zhao, Daping
;
Fang, Yong
;
Zhang, Chaoliang
;
Wang, Zongrun
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2020/05/24
RISK MEASURE OPTIMIZATION: PERCEIVED RISK AND OVERCONFIDENCE OF STRUCTURED PRODUCT INVESTORS
期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 期号: 3, 页码: 1473-1492
作者:
Chen, Xi
;
Wang, Zongrun
;
Deng, Songhai
;
Fang, Yong
收藏
  |  
浏览/下载:44/0
  |  
提交时间:2020/01/10
Perceived risk
overconfidence
price distribution
subjective probability
structured financial product
Acquisition method of users' browsing behavior preference based on the fusion of social network link and theme model
期刊论文
Journal of Intelligent and Fuzzy Systems, 2019, 卷号: 37, 期号: 1, 页码: 493-508
作者:
Liu, Xin
;
Zhou, Yanju*
;
Wang, Zongrun
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/03
Social network link
topic model
user browsing behavior
preference acquisition
Recognition and extraction of named entities in online medical diagnosis data based on a deep neural network
期刊论文
Journal of Visual Communication and Image Representation, 2019, 卷号: 60, 页码: 1-15
作者:
Liu, Xin
;
Zhou, Yanju*
;
Wang, Zongrun
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/03
Continuous bags of word clusters
Deep neural network
Online medical diagnosis data
Named entities
Forecasting downside risk in China's stock market based on high-frequency data
期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 517, 页码: 530-541
作者:
Xie, Nan
;
Wang, Zongrun*
;
Chen, Sicen
;
Gong, Xu
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  |  
浏览/下载:15/0
  |  
提交时间:2019/12/03
Discontinuous jump variation
Downside realized semivariance
Downside risk
Leverage effect
Signed jump
Efficiency evaluation of parallel interdependent processes systems: an application to Chinese 985 Project universities
期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, 2019, 卷号: 57, 期号: 17, 页码: 5387-5399
作者:
An, Qingxian
;
Wang, Zongrun
;
Emrouznejad, Ali
;
Zhu, Qingyuan*
;
Chen, Xiaohong
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/03
Data envelopment analysis
parallel interdependent processes systems
network DEA
additive model
'985 Project' universities
RISK MEASURE OPTIMIZATION: PERCEIVED RISK AND OVERCONFIDENCE OF STRUCTURED PRODUCT INVESTORS
期刊论文
Journal of Industrial and Management Optimization, 2019, 卷号: 15, 期号: 3, 页码: 1473-1492
作者:
Chen, Xi*
;
Wang, Zongrun*
;
Deng, Songhai
;
Fang, Yong
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/03
Overconfidence
Perceived risk
Price distribution
Structured financial product
Subjective probability
Energy efficiency measurement of Chinese Yangtze River Delta’s cities transportation: a DEA window analysis approach
期刊论文
Energy Efficiency, 2018, 卷号: 11, 期号: 8, 页码: 1941-1953
作者:
Chen, Xiaohong
;
Gao, Yuyan
;
An, Qingxian*
;
Wang, Zongrun
;
Neralic, Luka
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2019/12/03
Window analysis
Yangtze River Delta
Data envelopment analysis
Regression analysis
Transportation energy efficiency
Neural correlates of behavioral preference for executive and bank risk-taking
期刊论文
NEUROQUANTOLOGY, 2018, 卷号: 16, 期号: 5, 页码: 415-427
作者:
Xie, Nan
;
Wang, Zongrun*
;
Zhou, Yanju
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/03
Behavioral preference of executives
Cognitive neuroscience
Risk-taking
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