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西安交通大学 [3]
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期刊论文 [14]
会议论文 [6]
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SCI/SSCI论文 [1]
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Real options under a double exponential jump-diffusion model with regime switching and partial information
期刊论文
QUANTITATIVE FINANCE, 2019, 卷号: 19, 期号: 6, 页码: 1061-1073
作者:
Luo, Pengfei
;
Xiong, Jie
;
Yang, Jinqiang
;
Yang, Zhaojun
收藏
  |  
浏览/下载:24/0
  |  
提交时间:2019/08/22
Real options
Partial information
Information value
Double exponential jump-diffusion process
Hierarchical Bayesian space-time estimation of monthly maximum and minimum surface air temperature
期刊论文
REMOTE SENSING OF ENVIRONMENT, 2018, 卷号: 211, 页码: 48-58
作者:
Lu, Ning
;
Liang, Shunlin
;
Huang, Guanghui
;
Qin, Jun
;
Yao, Ling
收藏
  |  
浏览/下载:23/0
  |  
提交时间:2019/05/23
Surface air temperature
Land surface temperature
Hierarchical Bayesian modeling
Space-time estimation
Hierarchical Bayesian space-time estimation of monthly maximum and minimum surface air temperature
期刊论文
REMOTE SENSING OF ENVIRONMENT, 2018, 卷号: 211, 期号: 0, 页码: 48-58
作者:
Qin, J (Qin, Jun)
;
Yao, L (Yao, Ling)
;
Lu, N (Lu, Ning)
;
Yang, K (Yang, Kun)
;
Liang, SL (Liang, Shunlin)
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  |  
浏览/下载:52/0
  |  
提交时间:2019/06/04
TRENDS
ALGORITHM
MODELS
Multi-Behavioral Sequential Prediction with Recurrent Log-Bilinear Model
期刊论文
IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING, 2017, 卷号: 29, 期号: 6, 页码: 1254-1267
作者:
Liu, Qiang
;
Wu, Shu
;
Wang, Liang
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  |  
浏览/下载:22/0
  |  
提交时间:2018/01/03
Collaborative Filtering
Sequential Prediction
Multi-behavior
Recurrent Log-bilinear
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
Performance analysis of packet layer FEC codes and interleaving in FSO channels
期刊论文
IET COMMUNICATIONS, 2017, 卷号: 11, 页码: 2042-2048
作者:
Liu, Junnan
;
Zhang, Xingjun
;
Blow, Keith
;
Fowler, Scott
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  |  
浏览/下载:3/0
  |  
提交时间:2019/11/26
correct data reception temporal feature statistics
forward error correction
interleaving depth
channel good time measurement
continuous-time-Markov-chain model
interleaving code
free-space optical communication system improvement
free-space optical communication
FEC recovery threshold
burst error length
telecommunication channels
fixed buffering size
channel outage time measurement
codeword length
time measurement
FSO channel
buffer storage
packet layer FEC code performance analysis
telecommunication network reliability
interleaved codes
Optimization of mixed redundancy strategy with instant switching for series-parallel systems
期刊论文
Ruan Jian Xue Bao/Journal of Software, 2017, 卷号: 28, 期号: 2, 页码: 443-456
作者:
He, Pan
;
Zheng, Zhi-Hao
;
Yuan, Yue
;
Tan, Chun
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  |  
浏览/下载:15/0
  |  
提交时间:2018/03/16
Evaluation and Optimization of the Mixed Redundancy Strategy in Cloud-Based Systems
期刊论文
CHINA COMMUNICATIONS, 2016, 卷号: 13, 期号: 9, 页码: 237-248
作者:
He, Pan
;
Zhao, Xueliang
;
Tan, Chun
;
Zheng, Zhihao
;
Yuan, Yue
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2018/03/15
Mixed redundancy strategy
monitoring
reliability analysis
Markov chain
cloud-based system
A Hybrid Secure Scheme for Wireless Sensor Networks against Timing Attacks Using Continuous-Time Markov Chain and Queueing Model
期刊论文
Sensors, 2016
作者:
Tianhui Meng
;
Xiaofan Li
;
Sha Zhang
;
Yubin Zhao
收藏
  |  
浏览/下载:34/0
  |  
提交时间:2017/01/15
Predicting the Next Location: A Recurrent Model with Spatial and Temporal Contexts
会议论文
Phoenix, February 12–17
作者:
Liu, Qiang
;
Wu, Shu
;
Wang, Liang
;
Tan, Tieniu
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  |  
浏览/下载:55/0
  |  
提交时间:2016/10/24
Contextual Information
Recurrent Neural Networks
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