A5101459527- Meteorological Phenomena and Simulations
- Climate variability and models
- Advanced Control Systems Optimization
- Tropical and Extratropical Cyclones Research
- Insurance and Financial Risk Management
- Agriculture, Soil, Plant Science
- Market Dynamics and Volatility
- Sustainable Finance and Green Bonds
- Stock Market Forecasting Methods
- Complex Systems and Time Series Analysis
- Precipitation Measurement and Analysis
- Financial Markets and Investment Strategies
- Atmospheric chemistry and aerosols
- Financial Reporting and Valuation Research
- Oceanographic and Atmospheric Processes
- Risk Management in Financial Firms
Xi’an Jiaotong-Liverpool University
2023-2024
Institute of Atmospheric Physics
2023
Chinese Academy of Sciences
2023
In this paper, we explore a novel model for pricing Chinese convertible bonds that seamlessly integrates machine learning techniques with traditional models. The least squares Monte Carlo (LSM) method is effective in handling multiple state variables and complex path dependencies through simple regression analysis. our approach, incorporate techniques, specifically support vector (SVR) random forest (RF). By employing Bayesian optimization to fine-tune the forest, achieve improved predictive...
Abstract An ensemble of 28 models from the 6th Coupled Model Intercomparison Project was used to project future changes in annual mean precipitation over East China during 2046–2065 relative 1995–2014 under SSP2-4.5 scenario. A increase 0.16 mm d −1 is projected North by multi-model (MME) mean. However, large model uncertainty exists South (SC), reducing fidelity MME projection. Thus, a clustering-based probabilistic projection presented that projects four possible SC future. Precipitation...
Abstract. The prediction of convection (in terms position, timing, and strength) is important to achieve for high-resolution weather forecasting. This problem requires not only good convective-scale models, but also data assimilation systems that give initial conditions which neither improperly hinder nor hasten in the ensuing forecasts. Solving this difficult expensive using operational-scale numerical systems, so a simplified model flow under development (called “ABC model”). paper extends...
Abstract. The prediction of convection (in terms position, timing, and strength) is important to achieve in high-resolution weather forecasting. This problem not only requires good convective-scale models, but also data assimilation systems give initial conditions which neither improperly hinders nor hastens the ensuing forecasts. Solving this difficult expensive using operational-scale numerical systems, so a simplified model flow under development. paper extends “ABC model” dry include...
This study examines the effectiveness of portfolios created by picking stocks from S&P 500 universe based on their ESG scores and sector categorization. The are made up that given equal weights, performance is compared to a benchmark portfolio consisting all securities in with weights. research employs data Yahoo Finance Datahub explore connection between evaluate impact different strategies for selecting performance. In essence, paper investigates how combination classification scoring...