Systems Engineering —Theory & Practice 2012 Issue 3 E-commerce credit risk early-warning with a least squares proximal support vector regression model

E-commerce credit risk early-warning with a least squares proximal support vector regression model
YU Le-an

..............page:508-514

Application of gene expression programming on combination forecasting modeling
ZHANG Da-bin;ZHANG Jing-guang;PENG Sen

..............page:568-573

The merger and exit decisions model of foreign banks by real options approach
LIU Bin;ZENG Yong;LI Qiang;DENG Shi-jie

..............page:522-534

Portfolio strategies with correlation risk
FENG Ling;OU Hua-yu

..............page:630-639

Relationship between stock indices and investors\' sentiment index in Chinese financial market
LU Xun-fa;LAI Kin-keung

..............page:621-629

HAR-BACD-V model and its application to Chinese stock market
WEN Feng-hua;TANG Hai-ru;LIU Xiao-qun;YANG Xiao-guang

..............page:608-613

An improved SVM learning algorithm and its applications to credit scorings
LU Ai-guo;WANG Jue;LIU Hong-wei

..............page:515-521

The risk infection for the bank of met population model——Based on the dynamic simulation of the cellular automata
CHEN Jian-xin;LUO Wei-qi;PANG Su-lin

..............page:543-548

Spatial analysis of US subprime mortgage crisis contagion
CHENG Ke;LU Feng-bin;YANG Xiao-guang

..............page:483-494

Mathematical model about the impact of the anchoring psychology on futures market price
WANG Shu-ping;KUANG Xiong;ZHENG Chun-mei

..............page:614-620

Risk integration measurement and application in Chinese securities companies
LI Jian-ping;LI Gang;FENG Ji-chuang;LI Ming-lu

..............page:574-579

A fuzzy proximal support vector machine model and its application to credit risk analysis
YAO Xiao;YU Le-an

..............page:549-554

The metric method of time-varying risk
TU Xin-shu

..............page:535-542

Call strategies of convertible bonds under investors heterogeneous belief
GONG Pu;CHEN Rui

..............page:656-663

Study on SMEs credit evaluation system in E-commerce environment
LI Jing-miao;WU Ji-yi;ZHANG Jian-lin;KE Li-min

..............page:555-560

Cake-sharing effect in the trading volume of commodities futures
SONG Jun;ZHAO Ying-yan;LING Ruo-bing

..............page:561-567

Warrant pricing based on GARCH diffusion model
WU Xin-yu;ZHOU Hai-lin;WANG Shou-yang;MA Chao-qun

..............page:449-457

Risk-neutral higher moments: Characteristics, risks and applications
LIU Yang-shu;ZHENG Zhen-long;ZHANG Xiao-nan

..............page:647-655

The multiplier effect of real estate loan in real estate investment
ZHANG Ge;GUO Kun;WANG Jue;WANG Shou-yang

..............page:640-646

xi tong gong cheng li lun yu shi jian tou gao xu zhi

..............page:封4

Time-varying spillover between the mainland China stock market and the other global main stock markets base on the non-linear Granger causality test
ZHOU Pu;LI Zi-ran

..............page:466-475

Incentive contract in delegated portfolio management under total risk constraint
SHENG Ji-liang;MA Yong-kai

..............page:589-596

Chinese stock index futures arbitrage based on high-frequency data
WEI Zhuo;CHEN Chong;WEI Xian-hua

..............page:476-482

Information market, expect consumption and asset return——Based on the behaviors of investors\' choosing information
CHEN Guo-jin;XU Ai-huan;ZHAO Xiang-qin

..............page:597-607

Volatility asymmetry based on prospect theory
ZHANG Wei;ZHANG Hai-feng;ZHANG Yong-jie;XIONG Xiong

..............page:458-465

Ideological foundation and research paradigm in agent-based computational finance
ZHANG Wei;LI Yue-lei;XIONG Xiong;ZHANG Yong-jie;ZHANG Xiao-tao

..............page:495-507

Analysis of supply chain risk and cost with simulation methods
LI Min;LAI Kin-keung

..............page:580-588

Optimal allocation of foreign exchange reserves and sovereign wealth funds under external shocks
HAN Li-yan;WEI Xiao-yun;YOU Miao

..............page:664-672