A5003776111- Financial Markets and Investment Strategies
- Monetary Policy and Economic Impact
- Market Dynamics and Volatility
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Global Financial Crisis and Policies
- Insurance, Mortality, Demography, Risk Management
- Insurance and Financial Risk Management
- Risk and Portfolio Optimization
- Economic theories and models
- Complex Systems and Time Series Analysis
- Banking stability, regulation, efficiency
- Corporate Taxation and Avoidance
- Capital Investment and Risk Analysis
- Corporate Finance and Governance
- Glaucoma and retinal disorders
- Stock Market Forecasting Methods
- Retinal Imaging and Analysis
- Ophthalmology and Visual Impairment Studies
- Fiscal Policy and Economic Growth
- Political Influence and Corporate Strategies
- Corneal surgery and disorders
- Credit Risk and Financial Regulations
- Law, Economics, and Judicial Systems
- Paraoxonase enzyme and polymorphisms
Shanghai Jiao Tong University
2015-2024
North Sichuan Medical University
2022-2024
China Southern Power Grid (China)
2021-2024
Beijing Institute of Technology
2024
Chengdu University of Traditional Chinese Medicine
2024
Chengdu University
2023
Emory University
2022
Bridge University
2022
Shanghai University of Finance and Economics
2022
Shandong First Medical University
2022
Integrated flameholder is widely used in advanced combustors. The unsteady characteristic of integrated combustion flow fields critical. In this study, experiments and numerical simulation were carried out for the inspection methods analysis their characteristic. By comparison experimental results two cases, relative error found to be about 10%.The comparative denote that large eddy simulation-transported probability density function method has positive performance calculation pressure...
We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes dynamic embedding method reduces the high-dimensional state space into lower-dimensional representation. design reinforcement (RL) integrates generative autoencoders online meta-learning dynamically embed information, enabling RL agent focus on most impactful parts of for...
Despite the overwhelming evidence of time-varying risk aversion documented in recent literature, standard dynamic portfolio theories often adopt an assumption constant (relative) due to analytical tractability. In “Time Varying Risk Aversion and Dynamic Portfolio Allocation,” Li et al. explicitly consider implications for allocation under framework regime-switching models. An investor with regime-dependent utility exhibits a decreasing relative (DRRA) has higher when bear market regime is...
Tongue cancer is a common malignant tumor of the head and neck. Its treatment methods include surgery, radiotherapy, chemotherapy. However, these treatments have serious side effects poor cosmetic effect, so it urgent to find new methods. We pioneered use microwave ablation (MWA) in early tongue achieved good results.A 67-year-old woman (Han nationality) was admitted hospital because progressive aggravation pain. She had history pain more than 1 year. Pathological biopsy showed squamous cell...
Diabetic retinopathy (DR) is a common complication of diabetes mellitus (DM) and leading cause vision loss. Early detection DR-related neurodegenerative changes crucial for effective management prevention loss in diabetic patients.
Roll, Schwartz, and Subrahmanyam (2007) investigate the linear relationship between stock market liquidity index futures‐cash basis. We extend their work examine nonlinear two variables of interests, in particular, tail dependence. find that dependence is asymmetric varies significantly over times. The lower changes (il) measured by bid–ask spread S&P 500 absolute value basis almost zero upper positive different from zero. results suggest an increase not always associated with a decrease...
Abstract This paper examines the dynamic dependence structure between Chinese Yuan and each of five other currencies in Asia‐Pacific region on non‐deliverable forward contracts over period July 4, 2006 throughout August 31, 2011. Using date that Lehman Brothers filed for bankruptcy as starting financial crisis, we find that, before dependences four out Asian pacific under consideration are much stronger when against U.S. dollar depreciates than it appreciates. During asymmetric tail still...
This paper analyzes intraday interdependence of returns and trades between Chinese equity warrants markets based on a vector autoregression framework proposed by Chan et al. (2002). We find that both stock warrant contain useful information for revealing quotes in the using 60- 100-second data frequencies. However, when frequency is reduced from 100 seconds to 5 minutes, we volume has negative impact contemporaneous returns, which contradicts informational effect stock-trading activities.
Abstract This paper examines equity return predictability using the returns of commodity futures along supply chain in China's financial market. We find that a considerable number commodities exhibit significant in‐sample forecasting ability at daily horizon, especially for supplier‐side returns. The macroeconomic risk premium effect, captured by aggregate prices, is an important source this predictability. out‐of‐sample results show most commodities, remains both statistically and...