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A new method for estimating Sharpe ratio function via local maximum likelihood
期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:
Xu, Wenchao
;
Lin, Hongmei
;
Tong, Tiejun
;
Zhang, Riquan
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2023/02/07
Direct method
heteroscedastic non-parametric regression
joint limiting distribution
local polynomial smoothing
Sharpe ratio function
Model Averaging Estimation for Varying-Coefficient Single-Index Models
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
作者:
Liu, Yue
;
Zou, Jiahui
;
Zhao, Shangwei
;
Yang, Qinglong
收藏
  |  
浏览/下载:36/0
  |  
提交时间:2021/06/01
Asymptotic optimality
kernel-local smoothing method
Mallows-type criterion
model averaging
varying-coefficient single-index model
Utilizing Csiszar Divergences to Analyze Deployments of Binary Sensors with Modulators
会议论文
ELECTR NETWORK, June 28 -JuLy 2, 2021
作者:
Luo LX(罗龙祥)
;
Xiao Y(肖杨)
;
Liang W(梁炜)
;
Zheng M(郑萌)
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  |  
浏览/下载:3/0
  |  
提交时间:2021/11/08
Binary sensor deployment
modulators
sensor array
divergence
smoothing method
Smoothed numerical manifold method with physical patch-based smoothing domains for linear elasticity
期刊论文
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 2020, 页码: 33
作者:
Liu, Zhijun
;
Zhang, Peng
;
Sun, Cong
;
Yang, Yongtao
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  |  
浏览/下载:21/0
  |  
提交时间:2021/05/25
numerical manifold method
physical patch-based strain smoothing
stress stability
upper bound
volumetric locking
Nitsche
A SMOOTHING AUGMENTED LAGRANGIAN METHOD FOR NONCONVEX, NONSMOOTH CONSTRAINED PROGRAMS AND ITS APPLICATIONS TO BILEVEL PROBLEMS
期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 页码: 1241-1261
作者:
Duan, Qingsong
;
Xu, Mengwei
;
Lu, Yue
;
Zhang, Liwei
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  |  
浏览/下载:13/0
  |  
提交时间:2019/12/02
Nonsmooth constrained problem
smoothing function
augmented Lagrangian method
constraint qualification
bilevel program
The Instability in the Dimensions of Spline Spaces Over T-Meshes with Nested T-Cycles
期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2019, 卷号: 12, 页码: 187-211
作者:
Li, Chongjun
;
Wang, Pengxiao
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  |  
浏览/下载:7/0
  |  
提交时间:2019/12/02
Spline space
smoothing cofactor-conformality method
instability in the dimension
T-mesh
T-cycle
Model smoothing method of contact-impact dynamics in flexible multibody systems
期刊论文
MECHANISM AND MACHINE THEORY, 2019, 卷号: 138, 页码: 124-148
作者:
Zhang, Xingang
;
Qi, Zhaohui
;
Wang, Gang
;
Guo, Shudong
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/02
Flexible multibody system
Contact-impact problem
LCP
Model smoothing method
Stiff ODEs
PERTURBED SMOOTHING APPROACH TO THE LOWER ORDER EXACT PENALTY FUNCTIONS FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION
期刊论文
TAMKANG JOURNAL OF MATHEMATICS, 2019, 卷号: 50, 页码: 37-60
作者:
Nguyen Thanh Binh[1]
;
Bai, Yanqin[2]
;
Yan, Xin[3]
;
Yang, Touna[4]
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  |  
浏览/下载:3/0
  |  
提交时间:2019/04/22
Nonlinear constrained optimization
exact penalty function
smoothing method
optimal solution
A nonmonotone smoothing Newton method for system of nonlinear inequalities based on a new smoothing function
期刊论文
COMPUTATIONAL & APPLIED MATHEMATICS, 2019, 卷号: 38, 期号: 2
作者:
Yuan Liuyang
;
Cui Fei
;
Wan Zhongping
;
Li Weigang
;
Wang Wenbo
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2019/12/05
System of nonlinear inequalities
Smoothing Newton method
Nonmonotone line search
Global convergence
Local quadratic convergence
Predictor-corrector inexact smoothing algorithm for symmetric cone complementarity problems with Cartesian P-0-property
期刊论文
APPLIED NUMERICAL MATHEMATICS, 2019, 卷号: 143, 页码: 146-158
作者:
Tang, Jingyong
;
Huang, Chengdai
;
Wang, Yongli
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  |  
浏览/下载:14/0
  |  
提交时间:2019/12/11
Symmetric cone complementarity problem
Cartesian P-0-property
Smoothing algorithm
Inexact Newton method
Quadratical convergence
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