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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:14/0
  |  
提交时间:2023/02/07
augmented Lagrangian algorithm
equity and liability
optimal portfolio liquidation
price impact
Virtual chain: A storage model supporting cross-blockchain transaction
期刊论文
Concurrency Computation, 2022, 卷号: 34, 期号: 12, 页码: 1-16
作者:
Wang Y(王妍)
;
Yang, Bingqing
;
Liu JX(刘荆欣)
;
Zeng H(曾辉)
;
Xia CQ(夏长清)
收藏
  |  
浏览/下载:86/0
  |  
提交时间:2020/09/26
blockchain
cross-blockchain transaction
multidimensional heterogeneous
operational atomicity
safety analysis
virtual chain storagemodel
Fighting COVID-19 and Future Pandemics With the Internet of Things: Security and Privacy Perspectives
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2021, 卷号: 8, 期号: 9, 页码: 1477-1499
作者:
Mohamed Amine Ferrag
;
Lei Shu
;
Kim-Kwang Raymond Choo
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  |  
浏览/下载:53/0
  |  
提交时间:2021/09/03
Blockchain
COVID-19
healthcare
privacy
SARS-CoV-2
security
焦化废水处理过程集成优化
学位论文
: 中国科学院大学, 2020
作者:
岳佳鑫
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  |  
浏览/下载:7/0
  |  
提交时间:2021/09/07
焦化废水,生化处理,深度处理,单元模型,超结构优化
Numerical study on aerodynamic performance of waverider with a new bluntness method
期刊论文
Proceedings of the Institution of Mechanical Engineers, Part G: Journal of Aerospace Engineering, 2020
作者:
Qu ZP
;
Xiao HD
;
Lv MY
;
Li GL(李广利)
;
Cui K(崔凯)
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  |  
浏览/下载:7/0
  |  
提交时间:2021/06/11
bluntness method
computational fluid dynamics
hypersonic
volume
Waverider
Configuration and performance analysis of deep ocean mining flexible riser
会议论文
3 August 2020 through 7 August 2020
作者:
Gai Y
;
Guo S
;
Li Y
;
Li M
;
Chen WM(陈伟民)
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  |  
浏览/下载:18/0
  |  
提交时间:2021/06/11
Deep-sea mining
Flexible riser
Response and performance
Riser configuration
Reserve requirements and optimal Chinese stabilization policy
期刊论文
JOURNAL OF MONETARY ECONOMICS, 2019, 卷号: 103, 页码: 33-51
作者:
Chang, Chun
;
Liu, Zheng
;
Spiegel, Mark M.
;
Zhang, Jingyi
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  |  
浏览/下载:24/0
  |  
提交时间:2019/08/22
Reserve requirements
Chinese monetary policy
Off-balance sheet loans
Financial accelerator
Reallocation and productivity
An efficient exponential twisting importance sampling technique for pricing financial derivatives
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 48, 期号: 2, 页码: 203-219
作者:
Ma, Junmei
;
Du, Kun
;
Gu, Guiding
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  |  
浏览/下载:14/0
  |  
提交时间:2019/08/22
Efficient
importance sampling
exponential twisting
least square
Invited Paper: blockchain design-A PFMI Viewpoint
会议论文
Proceedings - 13th IEEE International Conference on Service-Oriented System Engineering, SOSE 2019, 10th International Workshop on Joint Cloud Computing, JCC 2019 and 2019 IEEE International Workshop on Cloud Computing in Robotic Systems, CCRS 2019, 2019-04-04
作者:
Bai, X.
;
Tsai, W.-T.
;
Jiang, X.
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  |  
浏览/下载:6/0
  |  
提交时间:2019/12/30
Blockchain
Cloud computing
Financial markets
Robotics
Systems engineering
Blockchains
Financial requirements
Financial system
International organizations
Market infrastructure
Position papers
Proof of concept
Settlement systems
Commerce
Modeling visitor use on high elevation mountain trails: An example from Longs Peak in Rocky Mountain National Park, USA
期刊论文
JOURNAL OF MOUNTAIN SCIENCE, 2019, 卷号: 16, 期号: 12, 页码: 2882-2893
作者:
Pettebone, David
;
D'Antonio, Ashley
;
Sisneros-Kidd, Abigail
;
Monz, Christopher
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  |  
浏览/下载:62/0
  |  
提交时间:2020/11/05
Visitor use
Mountain summits
National parks
Use estimation
Recreation use
Proxy variables
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