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Multi-objective approaches to portfolio optimization with market impact costs 期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke
收藏  |  浏览/下载:21/0  |  提交时间:2022/11/14
Multi-objective approaches to portfolio optimization with market impact costs 期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke
收藏  |  浏览/下载:10/0  |  提交时间:2023/02/07
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua
收藏  |  浏览/下载:9/0  |  提交时间:2023/02/07
Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading 期刊论文
Financial Innovation, 2022, 卷号: 8, 期号: 1
作者:  Li,Yuze;  Jiang,Shangrong;  Li,Xuerong;  Wang,Shouyang
收藏  |  浏览/下载:19/0  |  提交时间:2022/04/29
A reinforcement learning-driven brain storm optimisation algorithm for multi-objective energy-efficient distributed assembly no-wait flow shop scheduling problem 期刊论文
International Journal of Production Research, 2022
作者:  Zhao, Fuqing;  Hu, Xiaotong;  Wang, Ling;  Xu, Tianpeng;  Zhu, Ningning
收藏  |  浏览/下载:25/0  |  提交时间:2022/07/20
A new method for surface water extraction using multi-temporal Landsat 8 images based on maximum entropy model 期刊论文
European Journal of Remote Sensing, 2022, 卷号: 55, 期号: 1, 页码: 303-312
作者:  Li, Wangping;  Zhang, Wanchang;  Li, Zhihong;  Wang, Yu;  Chen, Hao
收藏  |  浏览/下载:16/0  |  提交时间:2022/06/20
Output feedback model predictive control of spacecrafts based on proportional-integral observer 期刊论文
Systems Science and Control Engineering, 2022, 卷号: 10, 期号: 1, 页码: 126-133
作者:  Tang, Weiqiang
收藏  |  浏览/下载:6/0  |  提交时间:2022/04/21
Multi-step metal prices forecasting based on a data preprocessing method and an optimized extreme learning machine by marine predators algorithm 期刊论文
RESOURCES POLICY, 2021, 卷号: 74, 页码: 10
作者:  Du, Pei;  Guo, Ju'e;  Sun, Shaolong;  Wang, Shouyang;  Wu, Jing
收藏  |  浏览/下载:14/0  |  提交时间:2022/04/02
A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
作者:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing
收藏  |  浏览/下载:14/0  |  提交时间:2022/04/02
Design of supercontinuum laser hyperspectral light detection and ranging (LiDAR) (SCLaHS LiDAR) 期刊论文
International Journal of Remote Sensing, 2021, 卷号: 42, 期号: 10, 页码: 3731-3755
作者:  Zhou, Guoqing;  Zhou, Xiang;  Song, Youjian;  Xie, Donghui;  Wang, Long
收藏  |  浏览/下载:33/0  |  提交时间:2021/03/09


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