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上海财经大学 [8]
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期刊论文 [17]
会议论文 [4]
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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
Portfolio optimization
Market impact cost
Multi-objective optimization
Evolutionary computation
Memetic algorithm
Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets
期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:
Li,Yuze
;
Jiang,Shangrong
;
Wei,Yunjie
;
Wang,Shouyang
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  |  
浏览/下载:17/0
  |  
提交时间:2021/10/26
Portfolio optimization
Bitcoin
Deep learning
Reinforcement learning
Variational mode decomposition
The Equilibrium Model for the Coexistence of Renewable Portfolio Standards and Emissions Trading: The Supply Chain Analysis
期刊论文
ENERGIES, 2019, 卷号: 12, 期号: 3
作者:
Zhao, Wenhui
;
Bao, Xiongjiantao
;
Yuan, Guanghui
;
Wang, Xiaomei
;
Bao, Hongbo
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  |  
浏览/下载:18/0
  |  
提交时间:2019/08/22
renewable portfolio standards
emissions trading
supply chain network structure
environmental awareness
Dynamic measurement of the liquidity level of the stock market based on the LA-CAPM model
期刊论文
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2018, 卷号: 35, 期号: 3, 页码: 3021-3034
作者:
Zhao, Hailei
;
Jin, Dehuan
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Information asymmetry
LA-CAPM Model
stock market
liquidity level
premium measurement
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 5, 页码: 1121-1135
作者:
Xu, Fengmin
;
Sun, Min
;
Dai, Yuhong
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  |  
浏览/下载:11/0
  |  
提交时间:2018/07/30
Adaptive Lagrangian algorithm
deleveraging
price cross-impact
Research on Chinese Solar photovoltaic development based on green-trading mechanisms in power system by using a system dynamics model
会议论文
8th International Conference on Applied Energy (ICAE), Beijing, PEOPLES R CHINA, 2016-10-08
-
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浏览/下载:4/0
  |  
提交时间:2020/01/03
Solar PV
Feed in tarrif
Renewable portfolio standard
Tradable green certificate
anadaptivelagrangianalgorithmforoptimalportfoliodeleveragingwithcrossimpact
期刊论文
journalofsystemsscienceandcomplexity, 2017, 卷号: 30, 期号: 5, 页码: 1121
作者:
Xu Fengmin
;
Sun Min
;
Dai Yuhong
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  |  
浏览/下载:13/0
  |  
提交时间:2020/01/10
Generating Trading Rules for Stock Markets Using Robust Genetic Network Programming and Portfolio Beta
期刊论文
JOURNAL OF ADVANCED COMPUTATIONAL INTELLIGENCE AND INTELLIGENT INFORMATICS, 2016, 卷号: 20, 期号: 3, 页码: 484-491
作者:
Chen, Yan
;
Shi, Zhihui
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浏览/下载:3/0
  |  
提交时间:2019/08/22
portfolio beta
genetic relation algorithm
robust genetic network programming
stock trading
Risk Management Strategy and Model for Photovoltaic Suppliers Based on Bilateral Contracts
会议论文
作者:
Wu, Zechen
;
Wang, Xiuli
;
Xiao, Yunpeng
;
Zhang, Yue
;
Yang, Tingtian
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  |  
浏览/下载:5/0
  |  
提交时间:2019/11/26
photovoltaic
electricity market
electricity bilateral contract
risk management
trading portfolio model
supplier
A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015, 卷号: 240, 期号: 3, 页码: 861-871
作者:
Chen, Yan
;
Wang, Xuancheng
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  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
Evolutionary computations
Investment analysis
Risk management
Conditional Value-at-Risk
Portfolio optimization
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