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期刊论文 [12]
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发表日期
2017 [13]
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Efficient Simulation of Clustering Jumps with CIR Intensity
期刊论文
OPERATIONS RESEARCH, 2017, 卷号: 65, 期号: 6, 页码: 1494-1515
作者:
Dassios, Angelos
;
Zhao, Hongbiao
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/08/22
contagion risk
jump clustering
stochastic intensity model
self-exciting point process
self-exciting point process with CIR intensity
Hawkes process
CIR process
square-root process
exact simulation
Monte Carlo simulation
portfolio risk
Measuring environmental performance of industrial sub-sectors in China: A stochastic metafrontier approach
期刊论文
PHYSICS AND CHEMISTRY OF THE EARTH, 2017, 卷号: 101, 页码: 3-12
作者:
Bai, Yuping
;
Deng, Xiangzheng
;
Zhang, Qian
;
Wang, Zhan
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  |  
浏览/下载:9/0
  |  
提交时间:2019/05/30
Environmental performance
Metafrontier
SFA
China's industry
Particle model for optical noisy image recovery via stochastic resonance
期刊论文
APPLIED PHYSICS EXPRESS, 2017, 卷号: 10, 期号: 10
作者:
Zhang, Yongbin
;
Liu, Hongjun
;
Huang, Nan
;
Wang, Zhaolu
;
Han, Jing
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  |  
浏览/下载:16/0
  |  
提交时间:2017/12/25
Probabilistic Evaluation of Voltage Quality on Distribution System Containing Distributed Generation and Electric Vehicle Charging Load
期刊论文
JOURNAL OF ELECTRICAL ENGINEERING & TECHNOLOGY, 2017, 卷号: 12, 期号: 5, 页码: 1743-1753
作者:
Chen, Wei
;
Yan, Hongqiang
;
Pei, Xiping
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  |  
浏览/下载:2/0
  |  
提交时间:2019/11/15
Composite sampling method
Distributed generator
Electric vehicle charging load
Probabilistic load flow
Voltage quality
Probabilistic evaluation of voltage quality on distribution system containing distributed generation and electric vehicle charging load
期刊论文
Journal of Electrical Engineering and Technology, 2017, 卷号: 12, 期号: 5, 页码: 1743-1753
作者:
Chen, Wei
;
Yan, Hongqiang
;
Pei, Xiping
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  |  
浏览/下载:19/0
  |  
提交时间:2020/11/14
Charging (batteries)
Computational efficiency
Distributed computer systems
Distributed power generation
Electric automobiles
Electric load flow
Failure analysis
Intelligent systems
Monte Carlo methods
Probability distributions
Quality control
Stochastic systems
Wind
Composite sampling
Distributed generators
Electric vehicle charging
Probabilistic load flow
Voltage quality
Nanosecond pulse signals restoration via stochastic resonance in the Fabry-Perot cavity with graphene
期刊论文
european physical journal-applied physics, 2017, 卷号: 79, 期号: 2
作者:
Chang, Zheng
;
Liu, Hongjun
;
Huang, Nan
;
Wang, Zhaolu
;
Han, Jing
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2017/08/30
An integrated probabilistic assessment to analyse stochasticity of soil erosion in different restoration vegetation types
期刊论文
HYDROLOGY AND EARTH SYSTEM SCIENCES, 2017, 卷号: 21, 期号: 3, 页码: 1491-1514
作者:
Wang, Shuai
;
Lu, Yihe
;
Gao, Guangyao
;
Fu, Bojie
;
Zhou, Ji
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  |  
浏览/下载:18/0
  |  
提交时间:2018/07/20
QIG:Quantifying the Importance and Interaction of GPGPU Architecture Parameters
期刊论文
IEEE Transactions on Computer-aided design of integrated circuits and system., 2017
作者:
Zhibin Yu
;
Jing Wang
;
Lieven Eeckhout
;
Chengzhong Xu
;
Jingwen Leng
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  |  
浏览/下载:17/0
  |  
提交时间:2018/02/02
A Numerical Study of Forbush Decreases with a 3D Cosmic-Ray Modulation Model Based on an SDE Approach
期刊论文
ASTROPHYSICAL JOURNAL, 2017, 卷号: 839, 期号: 1, 页码: 53
作者:
Luo, Xi
;
Potgieter, Marius S.
;
Zhang, Ming
;
Feng, Xueshang
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  |  
浏览/下载:21/0
  |  
提交时间:2017/06/20
cosmic rays
Sun: activity
Sun: heliosphere
Double-jump diffusion model for VIX: evidence from VVIX
其他
2017-01-01
Zang, Xin
;
Ni, Jun
;
Huang, Jing-Zhi
;
Wu, Lan
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  |  
浏览/下载:6/0
  |  
提交时间:2017/12/03
Volatility indices
Volatility proxy
Co-jump
Monte Carlo Markov chain
Bayesian analysis
STOCHASTIC VOLATILITY MODELS
TERM STRUCTURE
OPTION PRICES
DERIVATIVES
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