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Faculty of Busines and Mana...
2
Faculty of Science and Tech...
1
Research outside affiliate...
10
Authors
ZHANG Qiang
2
TANG Shaolong
2
LANGRENÉ Nicolas
2
Wang Wenjie
2
WANG Qingguo
1
PAN Jianxin
1
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Journal article
14
Conference paper
2
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2024
1
2023
1
2021
3
2020
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2018
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英语English
16
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SCIE
11
SSCI
4
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1
ESCI
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Heston model
2
Option pricing
2
Stochastic model
2
Stochastic volatility
2
online social networks (OSN...
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stochastic optimization
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Applied Mathematics Letters
2
Annals of Applied Statistics
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Business Process Management...
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Emerging Markets Finance an...
1
Frontiers of Business Resea...
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会计学重点学科
1
多种碳减排机制下闭环供应链的再制造优化研究
1
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EFFICIENT AND EFFECTIVE CALIBRATION OF NUMERICAL MODEL OUTPUTS USING HIERARCHICAL DYNAMIC MODELS
Journal article
Annals of Applied Statistics,2024, volume: 18, issue: 2, pages: 1064-1089
Authors:
Chen, Yewen
;
Chang, Xiaohui
;
Zhang, Bohai
;
Huang, Hui
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  |  
View/Download:9/0
  |  
Submit date:2024/09/04
Calibration
hierarchical dynamic models
numerical model outputs
space-partitioning-based ensemble Kalman smoother
stochastic integro-differential equations
variational Bayes
Designing higher value roads to preserve species at risk by optimally controlling traffic flow
Journal article
Annals of Operations Research,2023, volume: 320, issue: 2, pages: 663-693
Authors:
Davey, Nicholas
;
Langrené, Nicolas
;
Chen, Wen
;
Rhodes, Jonathan R.
;
Dunstall, Simon
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  |  
View/Download:6/0
  |  
Submit date:2022/08/29
Dimensionality reduction
Ecological constraints
Road design
Stochastic dynamic programming
Surrogate model
Markovian approximation of the rough bergomi model for Monte Carlo option pricing
Journal article
Mathematics,2021, volume: 9, issue: 5, pages: 1-21
Authors:
Zhu, Qinwen
;
Loeper, Grégoire
;
Chen, Wen
;
Langrené, Nicolas
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  |  
View/Download:6/0
  |  
Submit date:2022/08/29
Forward variance model
Hybrid scheme
Markovian representation
Rough fractional stochastic volatility
Rough heston
Sum of ornstein-uhlenbeck processes
Volatility skew
Volterra integral
A k-Hop Collaborate Game Model: Extended to Community Budgets and Adaptive Nonsubmodularity
Journal article
IEEE Transactions on Systems, Man, and Cybernetics: Systems,2021
Authors:
Guo, Jianxiong
;
Wu, Weili
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  |  
View/Download:9/0
  |  
Submit date:2022/02/23
Adaptation models
Adaptive startegy
Adaptive systems
Approximation algorithms
approximation alogrithm
collaborate game model
Companies
Games
nonsubmodularity
online social networks (OSNs)
Optimization
Social networking (online)
stochastic optimization
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
A k-Hop Collaborate Game Model: Adaptive Strategy to Maximize Total Revenue
Journal article
IEEE Transactions on Computational Social Systems,2020, volume: 7, issue: 4, pages: 1058-1068
Authors:
Guo, Jianxiong
;
Wu, Weili
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  |  
View/Download:3/0
  |  
Submit date:2022/05/26
Adaptive strategy
approximation algorithm
collaborated game model
online social networks (OSNs)
stochastic optimization
submodularity
The newsvendor model revisited: the impacts of high unit holding costs on the accuracy of the classic model
Journal article
Frontiers of Business Research in China,2018, volume: 12, issue: 1
Authors:
Tang, Shaolong
;
Cho, Stella
;
Wang, Jacqueline Wenjie
;
Yan, Hong
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  |  
View/Download:14/0
  |  
Submit date:2021/10/19
Inventory control
Newsvendor model
Stochastic model
A deterministic and stochastic model for the system dynamics of tumor–immune responses to chemotherapy
Journal article
Physica A: Statistical Mechanics and its Applications,2018, volume: 500, pages: 162-176
Authors:
Liu, Xiangdong
;
Li, Qingze
;
Pan, Jianxin
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  |  
View/Download:3/0
  |  
Submit date:2021/08/16
Chemotherapy
Deterministic model
Stochastic model
Tumor
A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor
Journal article
Business Process Management Journal,2017, volume: 23, issue: 3, pages: 537-554
Authors:
Chakrabarty, Anindya
;
Luo, Zongwei
;
Dubey, Rameshwar
;
Jiang, Shan
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  |  
View/Download:2/0
  |  
Submit date:2021/11/25
CIR
CPPI
Jump diffusion model
Monte Carlo simulation
Portfolio insurance
Stochastic process
Hedging barrier options through a log-normal local stochastic volatility model
Conference paper
Proceedings - 22nd International Congress on Modelling and Simulation, MODSIM 2017
Authors:
Ning,Wei
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View/Download:0/0
  |  
Submit date:2022/08/29
Barrier option
Black-Scholes model
Delta-Gamma hedging
Hedging performance
Log-Normal Local Stochastic Volatility model