UM

Browse/Search Results:  1-10 of 11 Help

Filters                    
Selected(0)Clear Items/Page:    Sort:
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data Journal article
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018,Volume: 7,Issue: 3
Authors:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
Favorite  |  View/Download:6/0  |  Submit date:2018/10/30
High-frequency Data  Volatility Estimation  Microstructure Noise  
Estimating the integrated volatility using high-frequency data with zero durations Journal article
JOURNAL OF ECONOMETRICS, 2018,Volume: 204,Issue: 1,Page: 18-32
Authors:  Liu, Zhi;  Kong, Xin-Bing;  Jing, Bing-Yi
Favorite  |  View/Download:15/0  |  Submit date:2018/10/30
Ito Semimartingale  High Frequency Data  Multiple Transactions  Realized Power Variations  Microstructure Noise  Central Limit Theorem  
Estimation of spot volatility with superposed noisy data Journal article
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018,Volume: 44,Page: 62-79
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi;  Wang, Li
Favorite  |  View/Download:12/0  |  Submit date:2018/10/30
High Frequency Financial Data  Spot Volatility  Range-based Estimation  Kernel Estimate  Multiple Records  Microstructure Noise  Central Limit Theorem  
Robust Face Hallucination via Locality-Constrained Bi-Layer Representation Journal article
IEEE Transactions on Cybernetics, 2018,Volume: 48,Issue: 4,Page: 1189-1201
Authors:  Liu, Licheng;  Chen, C. L. Philip;  Li, Shutao;  Tang, Yuan Yan;  Chen, Long
Favorite  |  View/Download:10/0  |  Submit date:2018/10/30
Bi-layer Representation  Face Hallucination  Locality-constrained Coding  Robust Coding  
The modeling and analysis of the word-of-mouth marketing Journal article
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018,Volume: 493,Page: 1-16
Authors:  Li, Pengdeng;  Yang, Xiaofan;  Yang, Lu-Xing;  Xiong, Qingyu;  Wu, Yingbo;  Tang, Yuan Yan
Favorite  |  View/Download:13/0  |  Submit date:2018/10/30
Word-of-mouth Marketing  Overall Profit  Differential Dynamical System  Equilibrium  Global Attractivity  
Cascaded re-ranking modelling of translation hypotheses using extreme learning machines Journal article
APPLIED SOFT COMPUTING, 2017,Volume: 58,Page: 681-689
Authors:  Vong, Chi Man;  Liu, Yan;  Cao, Jiuwen;  Yin, Chun
Favorite  |  View/Download:11/0  |  Submit date:2018/10/30
Cascaded Re-ranking Modelling  Extreme Learning Machine  Statistical Machine Translation  
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:14/0  |  Submit date:2018/10/30
Key Player Problem  Social Network Analysis  Semi-definite Programming  Greedy Algorithm  
ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS Journal article
ECONOMETRIC THEORY, 2017,Volume: 33,Issue: 2,Page: 331-365
Authors:  Jing, Bing-Yi;  Liu, Zhi;  Kong, Xin-Bing
Favorite  |  View/Download:10/0  |  Submit date:2018/10/30
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:12/0  |  Submit date:2018/10/30
Integrated Volatility  High-frequency Data  Multiple Observations  Stable Convergence  
Nonparametric regression with nearly integrated regressors under long-run dependence Journal article
ECONOMETRICS JOURNAL, 2017,Volume: 20,Issue: 1,Page: 118-138
Authors:  Cai, Zongwu;  Jing, Bingyi;  Kong, Xinbing;  Liu, Zhi
Favorite  |  View/Download:10/0  |  Submit date:2018/10/30
Local Time  Ornstein-uhlenbeck Fractional Brownian Motion  Unit Root