Systems Engineering 2015 Issue 4 The Portfolio of Index Tracing and Index Predictability under Multi-information——Based on Adaptive LASSO and ARIMA-ANN Method

The Portfolio of Index Tracing and Index Predictability under Multi-information——Based on Adaptive LASSO and ARIMA-ANN Method
LIU Rui-zhi;ZHOU Yong;Shanghai University of Finance and Economics;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;

..............page:1-7

Nonlinear Asset Mispricing of Two Stock Markets and Related Exchange Market:Based on Investors’ Heterogeneous Trade Strategies
YUAN Chen;FU Qiang;School of Management;Chongqing Jiaotong University;College of Economy and Business Administration;Chongqing University;

..............page:8-17

Fitted Efficient Portfolio under Parameters Estimation Risk
JIANG Chun-fu;PENG Hong-yi;College of Mathematics and Computational Science;Shenzhen University;College of Science;South China Agricultural University;

..............page:18-23

The Relationship between Debt Maturity and Firm Investment——Empirical Analysis from the Aspect of Liquidity Risks
HU Qi-ming;MA Ru-fei;WANG Guo-shun;School of Business;Central South University;Macau University of Science and Technology;

..............page:24-31

The Commodity Futures Pricing:Jump and the Impact of International Futures Prices
ZHANG Shu-lin;HE Xiao-yan;College of Economics and Management;North China University of Technology;Institute of Economic Research;Qinghai Province Development and Reform Commission;

..............page:32-36

Knowledge Sharing Incentive of Multi-Participant Project Team:Integration of Individual and Workgroup’s Incentive
SHI Jian-gang;LIN Ling-na;TANG Dai-zhong;School of Economics and Management;Tongji University;

..............page:37-45

Research on the Influencing Factors to R&D Team Creativity
ZHU Xue-chun;CHEN Wan-ming;TANG Chao-yong;College of Economics and Management;Nanjing University of Aeronautics and Astronautics;

..............page:46-52

The Influence of Environmental Uncertainty on Dynamic Marketing Capabilities——An Empirical Research Based on 450 Firms
WANG Yue-hui;WANG Li;MIAO Qi;School of Management and Economics;Beijing Institute of Technology;

..............page:53-61

Analysis on Determination Factors and Sensitivity of Discount Rate of Mortgaged or Pledged Material Value
ZHANG Ran-bin;LI Ming-sheng;HUANG Ze-xian;School of Business;Central South University;School of Economics and Management;Changsha University of Science and Technology;

..............page:62-67

Benefit Distribution Mechanisms of SDN Enterprises
TAI De-yi;XU Fu-yuan;HU Wei;School of Management;University of Shanghai for Science & Technology;Key Laboratory of Machine Vision and Intelligence Control Technology;

..............page:68-74

Internet Channel Choice Based on Online Advertising of Manufacturers
XIAO Mei-dan;LI Yuan-yuan;LIU Bin;College of Information and Management Science;Henan Agricultural University;School of Economics and Management;Shanghai Maritime University;

..............page:75-81

Multi-target Interactions of Monetary Policy Based on System Dynamics
LIU Chao;XU Fei-hong;LU Ying;Beijing University of Technology;Shandong University of Finance and Economics;Shandong Yingcai University;

..............page:82-91

Energy Saving Performance Differences and Convergence of China
ZHANG Dan;WANG La-fang;School of Economies and Trade;Hunan University;

..............page:92-98

Empirical Research on the Influence of Fiscal Expenditure Scale and Structure on Urban-rural Income Gap
WEN Gui-rong;Mo Ting-cheng;School of Finance;Hunan University of Commerce;

..............page:99-105

The Evaluation and Analysis on the Influence Factors to Listed Company Efficiency of Regional Environmental Protection Industry
ZHANG Xue-mei;Economics & Management School;Lanzhou University of Technology;

..............page:106-111

Optimization Model for the Joint of Time and Probability under the Controlled Result Output of the GERT Network
GENG Rui;ZHU Jian-jun;School of Economics and Management;Nanjing University of Aeronautics and Astronautics;

..............page:112-119

Vehicle Routing Planning Based on Adaptive Comprehensive Learning Bacterial Foraging Optimization
TAN Li-jing;WANG Hong;NIU Ben;Shenzhen Institute of Information Technology;College of Management;Shenzhen University;School of Engineering;The Hong Kong Polytechnic University;

..............page:120-125

Variables Reduction and Zero Data in Data Envelopment Analysis
ZHAO Xiao-han;HU Xiao-long;ZHU Ke-jun;School of Economics and Management;China University of Geosciences;

..............page:126-130

Path Optimization Research in Emergency Rescue Based on Decision Utility Analysis
TAN Xiao-yong;GONG Ke;School of Management;Chongqing Jiaotong University;

..............page:131-135

Analysis on Dissipative Structure of International Tourism Attraction System:An Empirical Study on China-Vietnam
YE Li;YUAN Jie;Business Management School;Guangxi University of Finance and Economics;Business School;Guangxi University;Experimental Teaching Center;Guangxi University of Finance and Economics;

..............page:136-141

Analysis of Airline Passenger Flow Based on Empirical Mode Decomposition
LI Xiao-Long;XU Bao-Guang;SHI Biao;Institute of Policy and Management;CAS;

..............page:142-148

Traffic Congestion Warning Model Based on Cloud-Support Vector Machine
LIAO Rui-hui;ZHOU Jing;School of Management and Engineering;Nanjing University;

..............page:149-153

Grey Model Based on Descending Sequence
GUANG Ye-qing;LIU Hua;School of Economics and Management;Nanjing University of Aeronautics and Astronautics;

..............page:154-158

xi tong gong cheng lai gao xu zhi

..............page:159