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Optimal Stopping Time of a Portfolio Selection Problem with Multi-assets Journal article
Journal of the Operations Research Society of China, 2021,Volume: 9,Issue: 1,Page: 163-179
Authors:  Wu,Xian Ping;  Vong,Seakweng;  Zhou,Wen Xin
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/09
Dynamic programming  Holding region  Optimal stopping  Portfolio  Value function  
Stochastic Online Generation Control of Cascaded Run-of-the-River Hydropower for Mitigating Solar Power Volatility Journal article
IEEE TRANSACTIONS ON POWER SYSTEMS, 2020,Volume: 35,Issue: 6,Page: 4709-4722
Authors:  Yiwei Qiu;  Jin Lin;  Feng Liu;  Yonghua Song;  Gang Chen;  Lijie Ding
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/04/29
Hydroelectric Power Generation  Stochastic Processes  Automatic Generation Control  Mathematical Model  Uncertainty  Solar Power Generation  Predictive Control  
Influence of alternative fuels on the particulate matter micro and nano-structures, volatility and oxidation reactivity in a compression ignition engine Journal article
Renewable and Sustainable Energy Reviews, 2020,Volume: 132
Authors:  Mao,Dongxu;  Ghadikolaei,Meisam Ahmadi;  Cheung,Chun Shun;  Shen,Zhaojie;  Cui,Wenzheng;  Wong,Pak Kin
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/03/09
Alcohol fuel  Alternative fuel  Diesel engine  PM oxidation reactivity  PM structure  Ternary fuel  
Edgeworth corrections for spot volatility estimator Journal article
Statistics and Probability Letters, 2020,Volume: 164
Authors:  He,Lidan;  Liu,Qiang;  Liu,Zhi
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/11
Central limit theorem  Confidence interval  Edgeworth expansion  High frequency data  Spot volatility  
Non-polar organic compounds, volatility and oxidation reactivity of particulate matter emitted from diesel engine fueled with ternary fuels in blended and fumigation modes Journal article
Chemosphere, 2020,Volume: 249
Authors:  Ghadikolaei,Meisam Ahmadi;  Yung,Ka Fu;  Cheung,Chun Shun;  Ho,Steven Sai Hang;  Wong,Pak Kin
Favorite |  | TC[WOS]:5 TC[Scopus]:5 | Submit date:2021/03/09
DBE fuel  Diesel engine  Dual-fuel operation  Fumigation mode  n-Alkanes  Polycyclic aromatic hydrocarbons (PAHs)  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/05/22
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
A rank test for the number of factors with high-frequency data Journal article
Journal of Econometrics, 2019,Volume: 211,Issue: 2,Page: 439-460
Authors:  Kong,Xin Bing;  Liu,Zhi;  Zhou,Wang
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/11
Continuous-time factor model  High-dimensional Itô process  Idiosyncratic process  
Margin trade, short sales and financial stability Journal article
Journal of Economic Interaction and Coordination, 2019
Authors:  Hui Ying Sng;  Yang Zhang;  Huanhuan Zheng
Favorite |  | TC[WOS]:0 TC[Scopus]:2 | Submit date:2019/11/01
Margin Requirement  Financial Stability  Speculation  Leverage  
Chemical characteristics of brown carbon in atmospheric particles at a suburban site near Guangzhou, China Journal article
ATMOSPHERIC CHEMISTRY AND PHYSICS, 2018,Volume: 18,Issue: 22,Page: 16409-16418
Authors:  Qin, Yi Ming;  Tan, Hao Bo;  Li, Yong Jie;  Li, Zhu Jie;  Schurman, Misha I.;  Liu, Li;  Wu, Cheng;  Chan, Chak K.
Favorite |  | TC[WOS]:28 TC[Scopus]:31 | Submit date:2019/01/17