1000-6788
2014 Issue 10
European option pricing for GARCH dynamic infinite activity Lévy processes based on parameter learning
WU Heng-yu;ZHU Fu-min;HU Gen-hua;WEN Jin-ming;Collaborative Innovation Center of Financial Security;School of Economic Information Engineering;Southwestern University of Finance & Economics;Center of Chinese Financial Studies;Southwestern University of Finance & Economics;Department of Applied Mathematics & Statistics;College of Business;SUNY at Stony Brook;Department of Mathematics & Statistics;McGill University;
WU Heng-yu;ZHU Fu-min;HU Gen-hua;WEN Jin-ming;Collaborative Innovation Center of Financial Security;School of Economic Information Engineering;Southwestern University of Finance & Economics;Center of Chinese Financial Studies;Southwestern University of Finance & Economics;Department of Applied Mathematics & Statistics;College of Business;SUNY at Stony Brook;Department of Mathematics & Statistics;McGill University;
..............page:2465-2482
Contagion channels and mechanisms of the subprime mortgage crisis in global financial markets
YE Qing;HAN Li-yan;School of Economics and Management;Beijing University of Technology;School of Economics and Management;Beihang University;
YE Qing;HAN Li-yan;School of Economics and Management;Beijing University of Technology;School of Economics and Management;Beihang University;
..............page:2483-2494
Relationship between investor sentiment and stock indices fluctuation based on EEMD
LI He-long;FENG Chun-e;School of Economics and Commerce;South China University of Technology;
LI He-long;FENG Chun-e;School of Economics and Commerce;South China University of Technology;
..............page:2495-2503
Dynamic inventory management of fresh products with multiple consecutive markets
XIAO Yong-bo;GONG Yuan-yuan;Key Research Institute of Humanities and Social Sciences at Universities;Research Center for Contemporary Management;School of Economics and Management;Tsinghua University;
XIAO Yong-bo;GONG Yuan-yuan;Key Research Institute of Humanities and Social Sciences at Universities;Research Center for Contemporary Management;School of Economics and Management;Tsinghua University;
..............page:2504-2514
Optimal product delivery time strategies of time-varying price in an oligopoly market
LIU Cong-fen;ZHONG Wei-zhou;SONG Chang-qing;School of Economics and Finance;Xi’an Jiaotong University;College of Business &Administration;Huaqiao University;
LIU Cong-fen;ZHONG Wei-zhou;SONG Chang-qing;School of Economics and Finance;Xi’an Jiaotong University;College of Business &Administration;Huaqiao University;
..............page:2515-2525
Authoritarian mechanisms and economic development under uncertain environment
LUO Tao;XING Zu-li;FAN Gang-zhi;School of Economics and Trade;Xihua University;School of Economics;Southwestern University of Finance and Economics;Department of Real Estate Studies;Konkuk University;
LUO Tao;XING Zu-li;FAN Gang-zhi;School of Economics and Trade;Xihua University;School of Economics;Southwestern University of Finance and Economics;Department of Real Estate Studies;Konkuk University;
..............page:2526-2538
Leading indicators and macroeconomic fluctuation forecasting
HUA Jun-guo;Economics and Management School;Henan Agricultural University;
HUA Jun-guo;Economics and Management School;Henan Agricultural University;
..............page:2539-2545
Analysis on intellectual capital and venture capital synergistic model
YAN Tai-hua;MA Ning;JI Xin-long;College of Economics and Business Administration;Chongqing University;
YAN Tai-hua;MA Ning;JI Xin-long;College of Economics and Business Administration;Chongqing University;
..............page:2546-2555
International diversification,agency cost and capital structure:Empirical evidence from Chinese listing corporations
SUN Wei-feng;SUN Hua-ping;Economy and Management Department;Yuncheng College;School of Finance and Economics;Jiangsu University;
SUN Wei-feng;SUN Hua-ping;Economy and Management Department;Yuncheng College;School of Finance and Economics;Jiangsu University;
..............page:2556-2564
Evaluation model of environmental-friendly and resource-conserving society development and its application
CHEN Xiao-hong;LIU Xiang;HU Dong-bin;School of Business;Central South University;
CHEN Xiao-hong;LIU Xiang;HU Dong-bin;School of Business;Central South University;
..............page:2565-2572
Impact of industrial transfer on industrial cluster:An empirical study based on the manufacturing in Pan Yangtze River Delta Area by spatial panel model
TANG Yun-shu;FENG Nan-ping;GAO Deng-bang;YANG Shan-lin;School of Management;Hefei University of Technology;Research Center of Industrial Transfer and Innovation Development;Hefei University of Technology;
TANG Yun-shu;FENG Nan-ping;GAO Deng-bang;YANG Shan-lin;School of Management;Hefei University of Technology;Research Center of Industrial Transfer and Innovation Development;Hefei University of Technology;
..............page:2573-2581
Government-driving emergency supplies procurement model based on real option contract
TIAN Jun;GE Yong-ling;HOU Cong-cong;School of Management;Xi’an Jiaotong University;
TIAN Jun;GE Yong-ling;HOU Cong-cong;School of Management;Xi’an Jiaotong University;
..............page:2582-2590
Method for stable two-sided matching considering psychological behavior of agents on both sides
LI Ming-yang;FAN Zhi-ping;School of Business Administration;Northeastern University;Business School;Liaoning University;
LI Ming-yang;FAN Zhi-ping;School of Business Administration;Northeastern University;Business School;Liaoning University;
..............page:2591-2599
Emergence mechanism of consensus synchronization in internet collective behavior based on cellular automata
ZHANG Yao-feng;XIAO Ren-bin;School of Automation;Huazhong University of Science and Technology;Statistic College;Hubei University of Economics;
ZHANG Yao-feng;XIAO Ren-bin;School of Automation;Huazhong University of Science and Technology;Statistic College;Hubei University of Economics;
..............page:2600-2608
Scenario optimal model of social mediation,information warning and police deploy in mass incident
LIU De-hai;SU Ye;Center of Econometric Analysis and Forecasting;Dongbei University of Finance & Economics;School of Mathematics and Quantitative Economics;Dongbei University of Finance & Economics;Party School of CPC Shahekou District Committee in Dalian City;
LIU De-hai;SU Ye;Center of Econometric Analysis and Forecasting;Dongbei University of Finance & Economics;School of Mathematics and Quantitative Economics;Dongbei University of Finance & Economics;Party School of CPC Shahekou District Committee in Dalian City;
..............page:2609-2618
Modeling and empirical study of innovation diffusion based on social learning
DU Bin;School of Information Management;Jiangxi University of Finance & Economics;
DU Bin;School of Information Management;Jiangxi University of Finance & Economics;
..............page:2619-2627
An approach to fuzzy multiple linear regression model based on the structured element theory
WANG Hua-dong;GUO Si-cong;YUE Li-zhu;College of Science;Liaoning Technical University;College of Economics and Management;Tongji University;
WANG Hua-dong;GUO Si-cong;YUE Li-zhu;College of Science;Liaoning Technical University;College of Economics and Management;Tongji University;
..............page:2628-2636
Bidirectional projection method with hesitant fuzzy information
LIU Xiao-di;ZHU Jian-jun;LIU Si-feng;College of Economics and Management;Nanjing University of Aeronautics and Astronautics;School of Mathematics and Physics;Anhui University of Technology;
LIU Xiao-di;ZHU Jian-jun;LIU Si-feng;College of Economics and Management;Nanjing University of Aeronautics and Astronautics;School of Mathematics and Physics;Anhui University of Technology;
..............page:2637-2644
A new fuzzy deductible contract model
SONG Qing-feng;WANG Jiao-yun;SHI Kai;School of Science;Tianjin Chengjian University;School of Computer and Communication Engineering;Tianjin University of Technology;
SONG Qing-feng;WANG Jiao-yun;SHI Kai;School of Science;Tianjin Chengjian University;School of Computer and Communication Engineering;Tianjin University of Technology;
..............page:2645-2649
Bootstrap monitoring for mean change of nonparametric regression models by wavelets
QI Pei-yan;DUAN Xi-fa;TIAN Zheng;Department of Applied Mathematics;Taiyuan University of Science and Technology;Department of Applied Mathematics;Northwestern Polytechnical University;
QI Pei-yan;DUAN Xi-fa;TIAN Zheng;Department of Applied Mathematics;Taiyuan University of Science and Technology;Department of Applied Mathematics;Northwestern Polytechnical University;
..............page:2650-2655
A mixed smoothing type algorithm for solving nonlinear complementarity problems
NI Tie;LI Yong-li;SHAO Liang-shan;College of Business Administration;Liaoning Technical University;China Coal Energy Company Limited Ordos Branch;Institute of Systems Engineering;Liaoning Technical University;
NI Tie;LI Yong-li;SHAO Liang-shan;College of Business Administration;Liaoning Technical University;China Coal Energy Company Limited Ordos Branch;Institute of Systems Engineering;Liaoning Technical University;
..............page:2656-2665
Research of multiple kernel SVM based on manifold learning in financial distress prediction
NI Zhi-wei;XUE Yong-jian;NI Li-ping;XIAO Hong-wang;School of Management;Hefei University of Technology;The MOE Key Laboratory of Process Optimization and Intelligent Decision-Making;
NI Zhi-wei;XUE Yong-jian;NI Li-ping;XIAO Hong-wang;School of Management;Hefei University of Technology;The MOE Key Laboratory of Process Optimization and Intelligent Decision-Making;
..............page:2666-2674
Analysis method of system running by key causal chains of all feedback loops—An example to practice for the coal-power system in the transferring period
JIA Ren-an;SHEN Xiao-long;Institute of Systems Engineering;Nanchang University;
JIA Ren-an;SHEN Xiao-long;Institute of Systems Engineering;Nanchang University;
..............page:2675-2687
Spatial association rules of traffic guidance information release strategy
FAN Ling-ling;GUAN Wei;GUO Tian-de;ZHENG Chang-qing;GUAN Ji-zhen;MOE Key Laboratory for Urban Transportation Complex Systems Theory and Technology;Beijing Jiaotong University;School of Mathematical Sciences;University of Chinese Academy of Sciences;Beijing Traffic Management Bureau;Beijing Municipal Public Security Bureau;Beijing STONE Intelligent Transportation System Integration Co.;Ltd;
FAN Ling-ling;GUAN Wei;GUO Tian-de;ZHENG Chang-qing;GUAN Ji-zhen;MOE Key Laboratory for Urban Transportation Complex Systems Theory and Technology;Beijing Jiaotong University;School of Mathematical Sciences;University of Chinese Academy of Sciences;Beijing Traffic Management Bureau;Beijing Municipal Public Security Bureau;Beijing STONE Intelligent Transportation System Integration Co.;Ltd;
..............page:2688-2694
Method of enhance runway operational capacity based on aircraft schedule optimization
PENG Ying;HU Ming-hua;LI Yin-feng;School of Civil Aviation;Nanjing University of Aeronautics and Astronautics;
PENG Ying;HU Ming-hua;LI Yin-feng;School of Civil Aviation;Nanjing University of Aeronautics and Astronautics;
..............page:2695-2700
Effective hybrid population-based incremental learning algorithm for vehicle routing problem with time windows
MENG Xiang-hu;HU Rong;QIAN Bin;Department of Automation;Faculty of Information Engineering and Automation;Kunming University of Science and Technology;Key Laboratory of Computer Technologies Application of Yunnan Province;
MENG Xiang-hu;HU Rong;QIAN Bin;Department of Automation;Faculty of Information Engineering and Automation;Kunming University of Science and Technology;Key Laboratory of Computer Technologies Application of Yunnan Province;
..............page:2701-2709
The method about reliability evaluation based on degradation data with parameters digression feature
ZHAI Ya-li;ZHANG Zhi-hua;LI Da-wei;College of Science;Naval University of Engineering;Department of Weaponry Engineering;Naval University of Engineering;
ZHAI Ya-li;ZHANG Zhi-hua;LI Da-wei;College of Science;Naval University of Engineering;Department of Weaponry Engineering;Naval University of Engineering;
..............page:2710-2715
The FMS optimal scheduling based on Petri net model
SU Guo-jun;WANG Jin;TIAN Li-guo;Tianjin Key Laboratory of Information Sensing & Intelligent Control;Tianjin University of Technology and Education;School of Information Technology Engineering;Tianjin University of Technology and Education;
SU Guo-jun;WANG Jin;TIAN Li-guo;Tianjin Key Laboratory of Information Sensing & Intelligent Control;Tianjin University of Technology and Education;School of Information Technology Engineering;Tianjin University of Technology and Education;
..............page:2716-2721
EEMD and evolutionary KPCR based adaptive prediction modeling on complex time series
JIANG Tie-jun;ZHANG Huai-qiang;WANG Xian-jia;Economics and Management School;Wuhan University;Department of Equipment Economy Management;Naval University of Engineering;
JIANG Tie-jun;ZHANG Huai-qiang;WANG Xian-jia;Economics and Management School;Wuhan University;Department of Equipment Economy Management;Naval University of Engineering;
..............page:2722-2730
Impact on the sea-skimming flying caused by typhoon "Meari"
ZHENG Chong-wei;ZHOU Lin;SHI Wei-lai;SONG Shuai;College of Meteorology and Oceanography;People’s Liberation Army University of Science & Technology;Dalian Naval Academy;Collaborative Innovation Center on Forecast and Evaluation of Meteorological Disasters;Nanjing University of Information Science & Technology;Meteorological& Hydrological Bureau of General Staff;
ZHENG Chong-wei;ZHOU Lin;SHI Wei-lai;SONG Shuai;College of Meteorology and Oceanography;People’s Liberation Army University of Science & Technology;Dalian Naval Academy;Collaborative Innovation Center on Forecast and Evaluation of Meteorological Disasters;Nanjing University of Information Science & Technology;Meteorological& Hydrological Bureau of General Staff;
..............page:2731-2736
..............page:2738