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| Improving Minimum Variance Portfolios by Alleviating Over-Dispersion of Eigenvalues Journal article
Journal of Financial and Quantitative Analysis, 2019,Page: 1-62
Authors: Fangquan Shi; Lianjie Shu ; Aijun Yang; Fangyi He
  Favorite | View/Download：24/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date：2019/12/10 |
| Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification Journal article
Communications in Statistics - Theory and Methods, 2019,Volume: 48,Issue: 1,Page: 165-176
Authors: Aijun Yang; Xuejun Jiang; Lianjie Shu; Pengfei Liu
Favorite | View/Download：12/0 | TC[WOS]:1 TC[Scopus]:1 | Submit date：2019/08/01
Correlation Prior High-dimensional Data Classification Multicategory Support Vector Machine Sparse Bayesian Method |
| Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors Journal article
COMPUTATIONAL ECONOMICS, 2018,Volume: 51,Issue: 2,Page: 323-338
Authors: Aijun Yang; Ju Xiang; Lianjie Shu; Hongqiang Yang
Favorite | View/Download：26/0 | TC[WOS]:1 TC[Scopus]:1 | Submit date：2018/10/30
Sparse Bayesian Variable Selection Correlation Prior Highly Correlated Predictors Out-of-sample Forecasting |
| Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis Journal article
COMPUTATIONAL STATISTICS, 2017,Volume: 32,Issue: 1,Page: 127-143
Authors: Aijun Yang; Xuejun Jiang; Lianjie Shu; Jinguan Lin
Favorite | View/Download：31/0 | TC[WOS]:3 TC[Scopus]:4 | Submit date：2018/10/30
Bayesian Variable Selection Sparse Prior Correlation Prior Probit Model High-dimensional Data Classification |
