1000-6788
2015 Issue 1
Inventory portfolio optimization in supply chain finance:A Copula-CVaR-EVT approach
HE Juan;WANG Jian;JIANG Xiang-lin;ZHU Dao-li;LIU Xiao-xing;School of Transportation and Logistics;Southwest Jiaotong University;Institute for Financial Studies;Fudan University;Antai College of Economics and Management;Shanghai Jiaotong University;School of Economics and Management;Southeast University;
HE Juan;WANG Jian;JIANG Xiang-lin;ZHU Dao-li;LIU Xiao-xing;School of Transportation and Logistics;Southwest Jiaotong University;Institute for Financial Studies;Fudan University;Antai College of Economics and Management;Shanghai Jiaotong University;School of Economics and Management;Southeast University;
..............page:1-16
Portfolio selection based on a new constructed Sharpe index using high frequency data
WANG Yan;CHEN Min;ZHAO Zi-long;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
WANG Yan;CHEN Min;ZHAO Zi-long;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
..............page:17-25
Measurement of dynamic stocks portfolio VaR and its forecasting model based on vine copula
MA Feng;WEI Yu;HUANG Deng-shi;School of Economics and Management;Southwest Jiaotong University;
MA Feng;WEI Yu;HUANG Deng-shi;School of Economics and Management;Southwest Jiaotong University;
..............page:26-36
What drives the stock market "media coverage effect" :Expected media attention or unexpected media attention?
WANG Jian-xin;RAO Yu-lei;PENG Die-feng;School of Business;Central South University;School of Management;Xiamen University;
WANG Jian-xin;RAO Yu-lei;PENG Die-feng;School of Business;Central South University;School of Management;Xiamen University;
..............page:37-48
Systematic jumps,heterogeneity jumps and tail characteristics
LIU Jing-yi;LI Cai-yun;JIAN Zhi-hong;School of Business;Zhengzhou University;Shenzhen Stock Exchange;School of Economics;Huazhong University of Science and Technology;
LIU Jing-yi;LI Cai-yun;JIAN Zhi-hong;School of Business;Zhengzhou University;Shenzhen Stock Exchange;School of Economics;Huazhong University of Science and Technology;
..............page:49-56
Online portfolio selection strategy by aggregating finite expert advices
ZHANG Yong;ZHANG Wei-guo;XU Wei-jun;YANG Xing-yu;School of Management;Guangdong University of Technology;School of Business Administration;South China University of Technology;
ZHANG Yong;ZHANG Wei-guo;XU Wei-jun;YANG Xing-yu;School of Management;Guangdong University of Technology;School of Business Administration;South China University of Technology;
..............page:57-66
Long term analysis of oil price forecasting based on jump-diffusion models
ZHANG Jin-suo;JIN Hao;ZOU Shao-hui;College of Management;Xi’an University of Science and Technology;College of Sciences;Xi’an University of Science and Technology;
ZHANG Jin-suo;JIN Hao;ZOU Shao-hui;College of Management;Xi’an University of Science and Technology;College of Sciences;Xi’an University of Science and Technology;
..............page:67-74
Agency of ultimate owner,modes of the separation of control rights from cash flow rights and private benefits of control
LIU Xing;FU Qiang;HAO Ying;School of Economics and Business Administration;Chongqing University;School of Statistics;Lanzhou University of Finance and Economics;
LIU Xing;FU Qiang;HAO Ying;School of Economics and Business Administration;Chongqing University;School of Statistics;Lanzhou University of Finance and Economics;
..............page:75-85
Capacity investment decisions of supplier under different incentive mechanisms
SHI Dan;LI Yong-jian;China Academy of Corporate Governance;Nankai University;Business School;Nankai University;
SHI Dan;LI Yong-jian;China Academy of Corporate Governance;Nankai University;Business School;Nankai University;
..............page:86-94
Green purchase behavior of bounded rational consumers based on computational experiments
ZHAO Ai-wu;DU Jian-guo;GUAN Hong-jun;School of Management;Jiangsu University;School of Management Science and Engineering;Shandong University of Finance and Economics;School of Information;Central University of Finance and Economics;
ZHAO Ai-wu;DU Jian-guo;GUAN Hong-jun;School of Management;Jiangsu University;School of Management Science and Engineering;Shandong University of Finance and Economics;School of Information;Central University of Finance and Economics;
..............page:95-102
Automobile insurance claims reserving for dependent risks
MENG Sheng-wang;LIU Xin-hong;Center for Applied Statistics;Renmin University of China;Department of Mathematics and Physics;Beijing Institute of Petro-chemical Technology;
MENG Sheng-wang;LIU Xin-hong;Center for Applied Statistics;Renmin University of China;Department of Mathematics and Physics;Beijing Institute of Petro-chemical Technology;
..............page:103-108
Research about promotion tournament based on heterogeneity competitors and its policy implications
ZHU Hao;FU Qiang;LI Xiu-xiu;College of Economics&Business Administration;Chongqing University;
ZHU Hao;FU Qiang;LI Xiu-xiu;College of Economics&Business Administration;Chongqing University;
..............page:109-114
Social loafing in virtual teams:An experimental study based on knowledge teams
LIU Zhen-hua;MIN Qing-fei;LIU Zi-long;Faculty of Management and Economics;Dalian University of Technology;Surrey International Institute;Dongbei University of Finance&Economics;School of Management Science&Engineering;Dongbei University of Finance&Economics;
LIU Zhen-hua;MIN Qing-fei;LIU Zi-long;Faculty of Management and Economics;Dalian University of Technology;Surrey International Institute;Dongbei University of Finance&Economics;School of Management Science&Engineering;Dongbei University of Finance&Economics;
..............page:115-123
Opinion evolution of social cascading impact model
LI Qian-qian;LI Ying;GU Ji-fa;LIU Yi-jun;Institute of Policy and Management;Chinese Academy of Sciences;Center for Interdisciplinary Studies of Natural and Social Sciences;Chinese Academy of Sciences;College of Computer and Technology;Jilin University;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
LI Qian-qian;LI Ying;GU Ji-fa;LIU Yi-jun;Institute of Policy and Management;Chinese Academy of Sciences;Center for Interdisciplinary Studies of Natural and Social Sciences;Chinese Academy of Sciences;College of Computer and Technology;Jilin University;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;
..............page:124-129
New representations and strange phenomenon of spliced networks
SU Zhi-xiong;QI Jian-xun;KAN Zhi-nan;School of Economics and Management;North China Electric Power University;Business Administration College;Nanchang Institute of Technology;
SU Zhi-xiong;QI Jian-xun;KAN Zhi-nan;School of Economics and Management;North China Electric Power University;Business Administration College;Nanchang Institute of Technology;
..............page:130-141
Multi-objective simulation optimization for the process of R&D projects based on DSM
LI Hong-bo;XU Zhe;YU Jing;School of Economics and Management;Beihang University;
LI Hong-bo;XU Zhe;YU Jing;School of Economics and Management;Beihang University;
..............page:142-149
A simple two-dimensional cell transmission model:A dynamic representation of traffic at multiphase signals
GAO Yun-feng;HAN Hao;HU Hua;College of Transport and Communications;Shanghai Maritime University;College of Urban Railway Transportation;Shanghai University of Engineering Science;
GAO Yun-feng;HAN Hao;HU Hua;College of Transport and Communications;Shanghai Maritime University;College of Urban Railway Transportation;Shanghai University of Engineering Science;
..............page:150-159
Assessment method of small spacing interchange based on the traffic conflict
SHEN Qiang-ru;YANG Shao-wei;ZHAO Yi-fei;CAO Hui;School of Highway;Chang’an University;Nantong University of Engineering and Architecture;
SHEN Qiang-ru;YANG Shao-wei;ZHAO Yi-fei;CAO Hui;School of Highway;Chang’an University;Nantong University of Engineering and Architecture;
..............page:160-167
Airline fleet planning approach based on optimized allocation between routes and aircraft types within time intervals
WANG Yu;SUN Hong;ZHU Jin-fu;School of Civil Aviation;Nanjing University of Aeronautics and Astronautics;School of Air-transportation Management;Civil Aviation Flight University of China;
WANG Yu;SUN Hong;ZHU Jin-fu;School of Civil Aviation;Nanjing University of Aeronautics and Astronautics;School of Air-transportation Management;Civil Aviation Flight University of China;
..............page:168-174
Site selection decision-making with GIS for mechanical parking system based on mutual information attribute reduction
TANG Min-an;WANG Xiao-ming;CAO Jie;LI Ying;SUN Zhen-rong;School of Automation and Electrical Engineering;Lanzhou Jiaotong University;School of Mechanical and Electronical Engineering;Lanzhou University of Technology;
TANG Min-an;WANG Xiao-ming;CAO Jie;LI Ying;SUN Zhen-rong;School of Automation and Electrical Engineering;Lanzhou Jiaotong University;School of Mechanical and Electronical Engineering;Lanzhou University of Technology;
..............page:175-182
A heuristic algorithm for vehicle routing problem with heterogeneous fleet,simultaneous pickup and delivery
TIAN Yu;WU Wei-qin;School of Business;Sun Yat-sen University;Business School;Jishou University;
TIAN Yu;WU Wei-qin;School of Business;Sun Yat-sen University;Business School;Jishou University;
..............page:183-190
Provably secure RSA-based remote user authentication protocol using passwords
WANG Ding;WANG Ping;LI Zeng-peng;MA Chun-guang;School of Electronics Engineering and Computer Science;Peking University;School of Computer Science and Technology;Harbin Engineering University;National Engineering Research Center for Software Engineering;
WANG Ding;WANG Ping;LI Zeng-peng;MA Chun-guang;School of Electronics Engineering and Computer Science;Peking University;School of Computer Science and Technology;Harbin Engineering University;National Engineering Research Center for Software Engineering;
..............page:191-204
A theoretical model for roads’ emergency earthquake evacuating in key area
LIU Xiao-ran;SU Jing-yu;WANG Wei;MA Dong-hui;Institute of Earthquake Resistance and Disaster Reduction;Beijing University of Technology;College of Architecture and Civil Engineering;Beijing University of Technology;
LIU Xiao-ran;SU Jing-yu;WANG Wei;MA Dong-hui;Institute of Earthquake Resistance and Disaster Reduction;Beijing University of Technology;College of Architecture and Civil Engineering;Beijing University of Technology;
..............page:205-215
Distance entropy based decision-making information fusion method
GUAN Qing-yun;CHEN Xue-long;WANG Yan-zhang;Faculty of Management and Economics;Dalian University of Technology;
GUAN Qing-yun;CHEN Xue-long;WANG Yan-zhang;Faculty of Management and Economics;Dalian University of Technology;
..............page:216-227
A quantum-inspired evolutionary algorithm based on culture and knowledge
QIAN Jie;JI Min;School of Computer Science&Information Engineering;Zhejiang Gongshang University;
QIAN Jie;JI Min;School of Computer Science&Information Engineering;Zhejiang Gongshang University;
..............page:228-238
Study on the staffing algorithm for multi-skill call center
SU Qiang;ZHAO Fei;Department of Management Science and Engineering;School of Economics&Management;Tongji University;
SU Qiang;ZHAO Fei;Department of Management Science and Engineering;School of Economics&Management;Tongji University;
..............page:239-246
Simulation research on intelligent evacuation model based on cellular automation
ZHANG Li-juan;ZHANG Yan-fang;ZHAO Yi-bin;ZENG Wen-yi;Department of Basic Courses;Institute of Disaster Prevention;College of Information Science and Technology;Beijing Normal University;
ZHANG Li-juan;ZHANG Yan-fang;ZHAO Yi-bin;ZENG Wen-yi;Department of Basic Courses;Institute of Disaster Prevention;College of Information Science and Technology;Beijing Normal University;
..............page:247-253
Formal concept construction algorithm based on attribute topology
LI Gang;MA Yan-chao;ZHANG Tao;HONG Wen-xue;School of Information Science and Engineering;Yanshan University;School of Electrical Engineering;Yanshan University;
LI Gang;MA Yan-chao;ZHANG Tao;HONG Wen-xue;School of Information Science and Engineering;Yanshan University;School of Electrical Engineering;Yanshan University;
..............page:254-259
The reliability analysis of k-out-of-n system based on Phase-type distribution
CHEN Tong;LI Fang;DI Peng;Department of Management Engineering;Naval University of Engineering;
CHEN Tong;LI Fang;DI Peng;Department of Management Engineering;Naval University of Engineering;
..............page:260-266
Combat effectiveness evaluation model of submarine-to-air missile weapon system
PENG Shao-xiong;WANG Hai-tao;ZOU Qiang;Department of Airborne Vehicle Engineering;Naval Aeronautical Engineering Institute;Zhanjiang Ordnance Revamping Factory of Navy;
PENG Shao-xiong;WANG Hai-tao;ZOU Qiang;Department of Airborne Vehicle Engineering;Naval Aeronautical Engineering Institute;Zhanjiang Ordnance Revamping Factory of Navy;
..............page:267-272
..............page:274