A5100654771- Advanced Statistical Methods and Models
- Statistical Methods and Inference
- Statistical Distribution Estimation and Applications
- Bayesian Methods and Mixture Models
- Advanced Clustering Algorithms Research
- Data Management and Algorithms
- Statistical Methods and Bayesian Inference
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Spatial and Panel Data Analysis
- Regional Economics and Spatial Analysis
- Energy Load and Power Forecasting
- Advanced Statistical Process Monitoring
- Face and Expression Recognition
- Advanced Image and Video Retrieval Techniques
- Control Systems and Identification
- Statistical and numerical algorithms
- Anomaly Detection Techniques and Applications
- Complex Network Analysis Techniques
- Spectroscopy and Chemometric Analyses
- Soil Geostatistics and Mapping
- Stochastic processes and financial applications
- Regional Economic and Spatial Analysis
- Human Mobility and Location-Based Analysis
- Grey System Theory Applications
Southwestern University of Finance and Economics
2015-2024
Xihua University
2024
Bridge University
2024
Software (Spain)
2024
National Research University Higher School of Economics
2023
Friedrich Schiller University Jena
2023
Intelligent Health (United Kingdom)
2023
Masaryk University
2023
Progress on asymmetric correlations of asset returns has recently advanced considerably. Asymmetric can cause problems in hedging effectiveness and overstate the value diversification. Furthermore, considering portfolio construction significantly enhances performance. The purpose this paper is to trace developments identify areas that require further research. We examine three aspects correlations: first, existence between their significance tests; second, test different markets financial...
The residential area refers to the power supply from distribution transformers end users that contains multiple types of flexible resources, such as photovoltaics, energy storage, and users. Focusing on challenge insufficient demand response incentives in areas, a tiered incentive price-based demand-side aggregated method is proposed this paper. Users areas are classified with an improved k-means clustering for obtaining typical Thereafter, initial scores calculated, their grades assigned...
DBSCAN is a fundamental density-based clustering algorithm with extensive applications. However, bottleneck of its O(n2) worst-case time complexity. In this paper, we propose an called GAP-DBC, which exploits the geometric relationships between points to solve problem. GAP-DBC introduces efficient partitioning partition data set limited number range queries and then establishes initial cluster structure based on partition. proceeds iteratively refine by additional queries. Finally,...
In the minimum variance model, covariance matrix plays an important role because it measures risk and relationship of asset returns simultaneously under normality assumption. However, in practice, distribution is nonnormal has obvious fat‐tail nature. addition, one‐sided. this paper, main objective to propose a better tool replace matrix. The can be decomposed into two parts: diagonal square with its elements being Pearson correlation coefficient. A substitution presented by replacing...