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Research outside affiliate...
10
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Chen Peimin
5
JIA Weijia
1
LI Jianhui
1
WANG Tian
1
MA Chuoxin
1
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11
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Fractional Brownian motion
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The optimal investment problem with inflation and liquidity risk
Journal article
Journal of Computational and Applied Mathematics,2024, volume: 438
Authors:
Chen, Xinyue
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View/Download:4/0
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Submit date:2024/03/12
HJB equation
Inflation
Labor supply flexibility
Liquidity risk
Optimal investment and consumption
Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty
Journal article
Chaos, Solitons and Fractals,2023, volume: 172
Authors:
Zhao, Pingping
;
Wang, Tong
;
Song, Aimin
;
Chen, Peimin
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View/Download:3/0
  |  
Submit date:2025/03/25
Compound real option
Decision-maker's subjective judgment
Fractional Brownian motion
Fuzzy stochastic process
New drug R&D project
A new active-learning estimation method for the failure probability of structural reliability based on Kriging model and simple penalty function
Journal article
Computer Methods in Applied Mechanics and Engineering,2023, volume: 410
Authors:
Wang, Yanjin
;
Pan, Hao
;
Shi, Yina
;
Wang, Ruili
;
Wang, Pei
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  |  
View/Download:4/0
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Submit date:2023/09/11
Active learning method
Failure probability
Kriging model
Simple penalty function
Structural reliability analysis
An analytical solution for the robust investment-reinsurance strategy with general utilities
Journal article
North American Journal of Economics and Finance,2022, volume: 63
Authors:
He, Yong
;
Zhou, Xia
;
Chen, Peimin
;
Wang, Xiaoyang
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View/Download:4/0
  |  
Submit date:2025/03/25
Ambiguity
General utility function
Hamilton–Jacobi–Bellman (HJB) equation
Homotopy analysis method
Taylor series expansion
N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion
Journal article
International Journal of Fuzzy Systems,2022, volume: 24, issue: 6, pages: 2767-2782
Authors:
Zhao, Pingping
;
Wang, Tong
;
Xiang, Kaili
;
Chen, Peimin
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  |  
View/Download:3/0
  |  
Submit date:2025/03/25
Fractional Brownian motion
Fuzzy stochastic process
Mean value
N-fold compound option
Stochastic optimal control on impulse dividend model with stochastic returns
Journal article
Optimization,2021, volume: 70, issue: 11, pages: 2401-2426
Authors:
Zhang, Ying
;
Wang, Yue
;
Chen, Peimin
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View/Download:3/0
  |  
Submit date:2025/03/25
impulse dividend model
quasi-variational inequalities
Stochastic optimal control
stochastic returns
Economic activity and financial markets: the case of air travel in COVID-19 pandemic
Journal article
Economics Bulletin,2021, volume: 41, issue: 3, pages: 2116-2126
Authors:
Wang, Xiaoyang
;
Chen, Peimin
;
Liu, Jianhe
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View/Download:6/0
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Submit date:2025/03/25
The Medium-Term Impact of COVID-19 Lockdown on Referrals to Secondary Care Mental Health Services: A Controlled Interrupted Time Series Study
Journal article
Frontiers in Psychiatry,2020, volume: 11
Authors:
Chen, Shanquan
;
She, Rui
;
Qin, Pei
;
Kershenbaum, Anne
;
Fernandez-Egea, Emilio
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View/Download:9/0
  |  
Submit date:2022/01/18
comorbidity
controlled interrupted time series analysis
COVID-19/SARS-CoV-2 coronavirus pandemic
lockdown
secondary care mental health services
Decentralized Clustering by Finding Loose and Distributed Density Cores
Journal article
Information Sciences,2018, volume: 433, pages: 510-526
Authors:
Chen, Yewang
;
Tang, Shengyu
;
Zhou, Lida
;
Wang, Cheng
;
Du, Jixiang
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View/Download:2/0
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Submit date:2021/12/02
Density cores
False distances
False peaks
Local density peaks
Shape loss
Urine anti-PLA2R antibody is a novel biomarker of idiopathic membranous nephropathy
Journal article
Oncotarget,2018, volume: 9, issue: 1, pages: 67-74
Authors:
Wang, Yu
;
He, Yi Xin
;
Diao, Tian Tian
;
Wei, Shi Yao
;
Qi, Wen Rui
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  |  
View/Download:3/0
  |  
Submit date:2021/10/19
Biomarker
Diagnosis
Idiopathic membranous nephropathy
Immune response
Immunity
Immunology and Microbiology Section
Proteinuria
Urine anti-PLA2R antibody