1000-6788
2014 Issue S1
Volatility risk premia:Evidence from VIX
WU Xin-yu;ZHOU Hai-lin;School of Finance;Anhui University of Finance and Economics;
WU Xin-yu;ZHOU Hai-lin;School of Finance;Anhui University of Finance and Economics;
..............page:1-11
The modeling of recovery rate’s density function given default by using nonparametric estimation method
CHEN Rong-da;ZHENG Wei;YUAN George Xian-zhi;School of Finance;Zhejiang University of Finance and Economics;Coordinated Innovation Centre of Wealth Management and Quantitative Investment;Zhejiang University of Finance and Economics;Center for Research of Regulation and Policy of Zhejiang Province;Institute of Risk Management;Tongji University;
CHEN Rong-da;ZHENG Wei;YUAN George Xian-zhi;School of Finance;Zhejiang University of Finance and Economics;Coordinated Innovation Centre of Wealth Management and Quantitative Investment;Zhejiang University of Finance and Economics;Center for Research of Regulation and Policy of Zhejiang Province;Institute of Risk Management;Tongji University;
..............page:12-22
Investor’s lottery ratios and the ability to forecast stock performance in secondary markets
LI Ya-jing;ZHU Hong-quan;School of Economics and Management;University of Electronic Science and Technology of China;School of Economics and Management;Southwest Jiaotong University;
LI Ya-jing;ZHU Hong-quan;School of Economics and Management;University of Electronic Science and Technology of China;School of Economics and Management;Southwest Jiaotong University;
..............page:23-31
The study on time-varying of weak-form market efficiency in the Shanghai composite index
ZOU Yong-jie;LI Hong-gang;School of Systems Science;Beijing Normal University;
ZOU Yong-jie;LI Hong-gang;School of Systems Science;Beijing Normal University;
..............page:32-39
Systemic risk measure in financial sectors from the perspective of tail dependence
JIANG Tao;WU Wei-xing;WANG Tian-yi;SHEN Tao;Research Center for Applied Finance;University of International Business and Economics;
JIANG Tao;WU Wei-xing;WANG Tian-yi;SHEN Tao;Research Center for Applied Finance;University of International Business and Economics;
..............page:40-47
A family of maximum likelihood estimation methods of MRR model and the corresponding empirical analysis
ZHANG Qiang;LIU Shan-cun;QIU Wan-hua;School of Economics and Management;Beijing University of Chemical Technology;School of Economics and Management;Beihang University;
ZHANG Qiang;LIU Shan-cun;QIU Wan-hua;School of Economics and Management;Beijing University of Chemical Technology;School of Economics and Management;Beihang University;
..............page:48-54
Tail dependence between agricultural commodities futures basis in China
YI Rong;Research Center of Sci-Tech Finance;Institute of Securities and Futures;Jiangxi University of Finance and Economics;
YI Rong;Research Center of Sci-Tech Finance;Institute of Securities and Futures;Jiangxi University of Finance and Economics;
..............page:55-60
The model of cash flow valuation based on the Svensson model
LIU Wen-yu;ZHOU Rong-xi;WANG Shu-hui;School of Management Science and Engineering;Central University of Finance and Economics;School of Economics and Management;Beijing University of Chemical Technology;
LIU Wen-yu;ZHOU Rong-xi;WANG Shu-hui;School of Management Science and Engineering;Central University of Finance and Economics;School of Economics and Management;Beijing University of Chemical Technology;
..............page:61-66
Risk management in international asset allocation from Chinese perspective
YU Mei;XIE Hai-bin;GAO Qian;Research Center of Applied Finance;School of Banking and Finance;University of International Business and Economics;
YU Mei;XIE Hai-bin;GAO Qian;Research Center of Applied Finance;School of Banking and Finance;University of International Business and Economics;
..............page:67-74
Impact of transformation from business tax to VAT in financial industry:A dynamic CGE modeling approach
XIAO Hao;ZHAO Yu-long;ZHU Shu-jin;School of Economics and Trade;Hunan University;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
XIAO Hao;ZHAO Yu-long;ZHU Shu-jin;School of Economics and Trade;Hunan University;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
..............page:75-82
Are the Fama-French and macroeconomic factors good proxies for latent risk factors?
LIN Jian-hao;HU Yi;MA Jian;CAI Ling-feng;Lingnan College;Sun Yat-sen University;School of Management;University of Chinese Academy of Sciences;School of Economics and Statistics;Guangzhou University;
LIN Jian-hao;HU Yi;MA Jian;CAI Ling-feng;Lingnan College;Sun Yat-sen University;School of Management;University of Chinese Academy of Sciences;School of Economics and Statistics;Guangzhou University;
..............page:83-91
The measure of financial market stability based on quantile regression
SHI Jin-feng;YANG Wei;LIU Wei-qi;School of Economics and Management;Shanxi University;School of Mathematical Science;Shanxi University;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
SHI Jin-feng;YANG Wei;LIU Wei-qi;School of Economics and Management;Shanxi University;School of Mathematical Science;Shanxi University;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
..............page:92-99
New developments of research on stability of exchange rate under the impact of international oil prices
HUANG Xiao-wei;GUO Hong-yu;GUO Su;FENG Jian-fen;School of Banking and Finance;University of International Business and Economics;General Office of the CPC Central Committee;
HUANG Xiao-wei;GUO Hong-yu;GUO Su;FENG Jian-fen;School of Banking and Finance;University of International Business and Economics;General Office of the CPC Central Committee;
..............page:100-105
Research on risk spillovers from the real estate department to financial system based on AR-GARCH-CoVaR
LIU Xiang-li;GU Shu-ting;School of Finance;Central University of Finance and Economics;HejunConsulting Group;
LIU Xiang-li;GU Shu-ting;School of Finance;Central University of Finance and Economics;HejunConsulting Group;
..............page:106-111
Research on the dynamic process of credit spreads from enterprise bonds of different industry in China
ZHOU Rong-xi;WANG Di;WANG Yong-chao;FAN Wen-qing;School of Economics and Management;Beijing University of Chemical Technology;
ZHOU Rong-xi;WANG Di;WANG Yong-chao;FAN Wen-qing;School of Economics and Management;Beijing University of Chemical Technology;
..............page:112-119
Option pricing based on dynamic empirical projected pricing kernels in incomplete asset markets
ZHOU Hai-lin;WU Xin-yu;DING Zhong-ming;School of Finance;Anhui University of Finance and Economics;
ZHOU Hai-lin;WU Xin-yu;DING Zhong-ming;School of Finance;Anhui University of Finance and Economics;
..............page:120-130
Service composition recommendation based on service networks
PAN Wei-feng;LI Bing;JIANG Bo;JU Chun-hua;School of Computer Science and Information Engineering;Zhejiang Gongshang University;State Key Laboratory of Software Engineering;Wuhan University;School of Computer;Wuhan University;
PAN Wei-feng;LI Bing;JIANG Bo;JU Chun-hua;School of Computer Science and Information Engineering;Zhejiang Gongshang University;State Key Laboratory of Software Engineering;Wuhan University;School of Computer;Wuhan University;
..............page:131-142
Study on flight delay prediction model based on flight networks
LUO Qian;ZHANG Yong-hui;CHENG Hua;LI Chuan;The Second Research Institute of Civil Aviation Administration of China;College of Computer Science;Sichuan University;
LUO Qian;ZHANG Yong-hui;CHENG Hua;LI Chuan;The Second Research Institute of Civil Aviation Administration of China;College of Computer Science;Sichuan University;
..............page:143-150
Research of large scale manifold learning based on MapReduce
XUE Yong-jian;NI Zhi-wei;School of Management;Hefei University of Technology;The MOE Key Laboratory of Process Optimization and Intelligent Decision-Making;
XUE Yong-jian;NI Zhi-wei;School of Management;Hefei University of Technology;The MOE Key Laboratory of Process Optimization and Intelligent Decision-Making;
..............page:151-157
An out-of-order data streams oriented BP algorithm for association rules of big data
ZHUO Lin-chao;WANG Kun;The MOE Key Lab of Broadband Wireless Communication and Sensor Network;Nanjing University of Posts and Telecommunications;
ZHUO Lin-chao;WANG Kun;The MOE Key Lab of Broadband Wireless Communication and Sensor Network;Nanjing University of Posts and Telecommunications;
..............page:158-164
Research of dynamic scheduling algorithm based on stochastic model
XIAO Yi-fei;PENG Jian;LI Hong-you;College of Computer Science;Sichuan University;
XIAO Yi-fei;PENG Jian;LI Hong-you;College of Computer Science;Sichuan University;
..............page:165-171
Decision offset based dynamics opinion model
ZHANG Feng;WU Bin;WANG Bai;GAO Feng;Beijing Key Laboratory of Intelligent Telecommunications Software and Multimedia;Beijing University of Posts and Telecommunications;Electronic Information Innovation Research Institute;China Electronic Technology Group Corporation;Network Technology Research Institute China Unicom;
ZHANG Feng;WU Bin;WANG Bai;GAO Feng;Beijing Key Laboratory of Intelligent Telecommunications Software and Multimedia;Beijing University of Posts and Telecommunications;Electronic Information Innovation Research Institute;China Electronic Technology Group Corporation;Network Technology Research Institute China Unicom;
..............page:172-178
The quick spam filtering method based on social computing and machine learning
XU Ya-bin;LI Zhuo;DONG Yuan;School of Computer;Beijing Information Science and Technology University;Beijing Key Laboratory of Internet Culture and Digital Dissemination Research;Beijing Information Science and Technology University;
XU Ya-bin;LI Zhuo;DONG Yuan;School of Computer;Beijing Information Science and Technology University;Beijing Key Laboratory of Internet Culture and Digital Dissemination Research;Beijing Information Science and Technology University;
..............page:179-186
Dynamic resource allocation for SBS application in cloud computing
DAI Yu;YANG Lei;LI Wan-jie;QIU Feng;ZHANG Bin;College of Software;Northeastern University;College of Information Science and Engineering;Northeastern University;
DAI Yu;YANG Lei;LI Wan-jie;QIU Feng;ZHANG Bin;College of Software;Northeastern University;College of Information Science and Engineering;Northeastern University;
..............page:187-195
Maximizing cloud provider’s profit based on differentiated service provision
PAN Li;WANG Da-tao;LIU Shi-jun;WU Lei;School of Computer Science and Technology;Shandong University;Shandong Province Key Laboratory of Software Engineering;Jinan Resident Office of CNAO;
PAN Li;WANG Da-tao;LIU Shi-jun;WU Lei;School of Computer Science and Technology;Shandong University;Shandong Province Key Laboratory of Software Engineering;Jinan Resident Office of CNAO;
..............page:196-202
Optimization algorithm for partial-max/min queries based on partition
YIN Hong;YANG Shu-qiang;YIN Ping;JIN Song-chang;School of Computer;National University of Defense Technology;Military School of Economic;Xiangyang School for NCOs;Infrastructure Barrack Department Guangzhou Military Region;
YIN Hong;YANG Shu-qiang;YIN Ping;JIN Song-chang;School of Computer;National University of Defense Technology;Military School of Economic;Xiangyang School for NCOs;Infrastructure Barrack Department Guangzhou Military Region;
..............page:203-209
Modeling and empirical study of service diffusion based on multidimensional learning
DU Bin;Institute of Information Resource Management;Jiangxi University of Finance and Economics;School of Information Management;Jiangxi University of Finance and Economics;
DU Bin;Institute of Information Resource Management;Jiangxi University of Finance and Economics;School of Information Management;Jiangxi University of Finance and Economics;
..............page:210-215
A virtual machine live-migration improvement solution based on hybrid-migration mechanism in OpenStack
HE Mei-jun;JIN Lian-wen;LI Lei;School of Electronic and Information Engineering;South China University of Technology;
HE Mei-jun;JIN Lian-wen;LI Lei;School of Electronic and Information Engineering;South China University of Technology;
..............page:216-220
Energy-aware scheduling by rolling-horizon in uncertain cloud
CHEN Huang-ke;ZHU Xiao-min;ZHU Jiang-han;College of Information System & Management;National University of Defense Technology;
CHEN Huang-ke;ZHU Xiao-min;ZHU Jiang-han;College of Information System & Management;National University of Defense Technology;
..............page:221-227
The image aesthetic database collection using web crawler and aesthetic evaluation method
GUO Li-hua;XIONG Yang-chao;MA Jun;LIU Yan-neng;School of Electronic and Information Engineering;South China University of Technology;Guangdong Chuangneng Technology Co.;
GUO Li-hua;XIONG Yang-chao;MA Jun;LIU Yan-neng;School of Electronic and Information Engineering;South China University of Technology;Guangdong Chuangneng Technology Co.;
..............page:228-233
Study on dynamic resource allocation optimization model under cloud computing environment
YOU Xiao-ming;LIU Kai;LIU Sheng;WANG Yu-ming;College of Electronic and Electrical Engineering;Shanghai University of Engineering Science;
YOU Xiao-ming;LIU Kai;LIU Sheng;WANG Yu-ming;College of Electronic and Electrical Engineering;Shanghai University of Engineering Science;
..............page:234-238
Study on flight delay with C4.5 decision tree based prediction method
CHENG Hua;LI Yan-mei;LUO Qian;LI Chuan;The Second Research Institute of Civil Aviation Administration of China;College of Computer Science;Sichuan University;
CHENG Hua;LI Yan-mei;LUO Qian;LI Chuan;The Second Research Institute of Civil Aviation Administration of China;College of Computer Science;Sichuan University;
..............page:239-247
Mechanism of heuristic strategy based partition algorithm for massive semantic data flow
CHEN Feng-jiao;FU Hai-dong;WU Gang;GU Jin-guang;Department of Computer Science and Technology;Wuhan University of Science and Technology;Hubei Province Key Laboratory of Intelligent Information Processing and Real-time Industrial System;
CHEN Feng-jiao;FU Hai-dong;WU Gang;GU Jin-guang;Department of Computer Science and Technology;Wuhan University of Science and Technology;Hubei Province Key Laboratory of Intelligent Information Processing and Real-time Industrial System;
..............page:248-254
Service governance platform based on process mining
ZHANG Yu-ran;CAI Hong-ming;BU Feng-lin;School of Software;Shanghai Jiaotong University;
ZHANG Yu-ran;CAI Hong-ming;BU Feng-lin;School of Software;Shanghai Jiaotong University;
..............page:255-262
Forecasting-based elastic cloud service research in an IaaS cloud
WEN Jing;LI Tao-shen;HUANG Ru-wei;School of Computer;Electronics and Information;Guangxi University;
WEN Jing;LI Tao-shen;HUANG Ru-wei;School of Computer;Electronics and Information;Guangxi University;
..............page:263-268
A scheduling strategy on load balancing in cloud computing
GUO Ping;LI Tao;LI Qi;College of Computer Science;Chongqing University;China Telecom Corporation Limited Chongqing Branch;
GUO Ping;LI Tao;LI Qi;College of Computer Science;Chongqing University;China Telecom Corporation Limited Chongqing Branch;
..............page:269-275
Rapid discovery of new topics in microblogs based on frequent words sets clustering
XU Ya-bin;LI Zhuo;LU Fei-fei;WU Zhuang;Computer School;Beijing Information Science and Technology University;Beijing Key Laboratory of Internet Culture and Digital Dissemination Research;Beijing Information Science and Technology University;
XU Ya-bin;LI Zhuo;LU Fei-fei;WU Zhuang;Computer School;Beijing Information Science and Technology University;Beijing Key Laboratory of Internet Culture and Digital Dissemination Research;Beijing Information Science and Technology University;
..............page:276-282
Research of face recognition algorithm using the deep tiled convolutional neural networks and Map-Reduce method
GUO Li-hua;NIU Xin-ya;MA Jun;LIU Yan-neng;School of Electronic and Information Engineering;South China University of Technology;Guangdong Chuangneng Technology Co.;
GUO Li-hua;NIU Xin-ya;MA Jun;LIU Yan-neng;School of Electronic and Information Engineering;South China University of Technology;Guangdong Chuangneng Technology Co.;
..............page:283-286
..............page:288