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Identifying a Set of Key Members in Social Networks Using SDP-Based Stochastic Search and Integer Programming Algorithms Journal article
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2017,Volume: 34,Issue: 3
Authors:  Wu, Wentao;  Chan, Wai Kin Victor;  Chi, Lei;  Gong, Zhiguo
Favorite | View/Download:29/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2018/10/30
Key Player Problem  Social Network Analysis  Semi-definite Programming  Greedy Algorithm  
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations Journal article
FINANCE AND STOCHASTICS, 2017,Volume: 21,Issue: 2,Page: 427-469
Authors:  Liu, Zhi
Favorite | View/Download:19/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2018/10/30
Integrated Volatility  High-frequency Data  Multiple Observations  Stable Convergence