Journal of Systems Engineering 2005 Issue 1 Empirical study of Chinese stock market microstructure based on irregularly spaced data

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Journal of Systems Engineering
1000-5781
2005 Issue 1

Empirical study of Chinese stock market microstructure based on irregularly spaced data
FANG Zhen-ming;WANG Chun-feng

..............page:89-93

Two ways of computing nonlinear VaR about market risk of FX options
CHEN Rong-da

..............page:94-97

Study on cooperate mechanism of supplier's innovation in a complete monopoly product chain
LI Hong-bo;XIONG Zhong-kai;YANG Xiu-tai

..............page:98-103

Decision model on optimal stopping of business opportunity digging under imperfect information
Wu Guo-hua;PAN De-hui

..............page:104-108

Support vector regression algorithm based on single parameter
SUN De-shan;WU Jin-pei;HOU Zhen-ting;XIAO Jian-hua

..............page:109-112

Stabilizability and detectability of networked control systems
ZHU Qi-xin;HU Shou-song

..............page:1-5,18

Weighted portfolio selection for return rate with fuzzy number
XU Wei-jun;XU Yin-feng;WANG Xun;ZHANG Wei-guo

..............page:6-11

Cooperative R&D game models of manufacturer-supplier in supply chain
LI Yong;ZHANG Yi;YANG Xiu-tai;DAN Bin;ZHU Tao

..............page:12-18

Pricing strategies in toll road network with elastic demand
ZHOU Jing;HUANG Yuan-gao

..............page:19-22,37

Approach of intelligent traffic signal control for isolated intersection
CHENG Xiang-jun;DU Peng;HE Zhen-huan;YANG Zhao-xia

..............page:23-29

Game-based coordination method between system optimum and user equilibrium in route guidance system
MA Shou-feng;BU Jun-feng;ZHANG An-xun

..............page:30-37

Studies on evaluation of social benefits on hi-tech equipments of railway transportation
FAN Li-li;WANG Xiao-gang

..............page:38-42

Investigation into Petri net-based integration of enterprise's inner business activities
HONG Guo-bin;ZHENG Pi-e

..............page:43-48

Optimal risk management for enterprises with internal competition
ZHOU Yong;LIU San-yang;HOU Zhen-mei

..............page:49-54

Model on optimal dismission time to manager of venture enterprise
HU Le-jiang;GAO Jun-jun;PAN De-hui

..............page:55-61

Research on unified information description model for information sharing in virtual organization
ZHANG Ying-chao;ZHANG Wei-ming;XIAO Wei-dong;SHA Ji-chang

..............page:62-72

Main methods for the mutual fund performance evaluation based on DEA models
CHEN Zhi-ping;LIN Rui-yue

..............page:73-83,93

A multi-attribute group decision making method based on term indices in linguistic evaluation scales
XU Ze-shui

..............page:84-88