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A Model-Adaptive Test for Parametric Single-Index Time Series Models

Journal Article published 28 Aug 2017 in Journal of Time Series Analysis volume 38 issue 6 on pages 981 to 999

Research funded by National Science Foundation of Guangdong Province of China (2016A030313414) | Beijing Normal University and China Postdoctoral Science Foundation (2016 M600951) | Fundamental Research Funds for the Central Universities | Ministry of Education in China Project of Humanities and Social Sciences (17YJA910002)

Authors: Qiang Xia, Kejun He, Cuizhen Niu

Estimating the Gerber–Shiu function in a Lévy risk model by Laguerre series expansion

Journal Article published Jan 2019 in Journal of Computational and Applied Mathematics volume 346 on pages 133 to 149

Research funded by National Natural Science Foundation of China (11471058, 11101451) | Ministry of Education of the People's Republic of China (16YJC910005) | Fundamental Research Funds for the Central Universities (2018CDQYST0016)

Authors: Zhimin Zhang, Wen Su

Time series momentum and contrarian effects in the Chinese stock market

Journal Article published Oct 2017 in Physica A: Statistical Mechanics and its Applications volume 483 on pages 309 to 318

Research funded by National Natural Science Foundation of China (71571121, 71532009) | Fundamental Research Funds for the Central Universities (222201718006)

Authors: Huai-Long Shi, Wei-Xing Zhou

The multi-scale high-order statistical moments of financial time series

Journal Article published Dec 2018 in Physica A: Statistical Mechanics and its Applications volume 512 on pages 474 to 488

Research funded by Fundamental Research Funds for the Central Universities (2018JBZ104) | China National Science (61771035) | Beijing National Science (4162047)

Authors: Jun Jiang, Pengjian Shang, Zuoquan Zhang, Xuemei Li

Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice

Journal Article published Sep 2013 in Physica A: Statistical Mechanics and its Applications volume 392 issue 18 on pages 4055 to 4063

Research funded by National Natural Science Foundation of China (71271026, 10971010) | Fundamental Research Funds for the Central Universities (2011YJS077) | China Scholarship Council

Authors: Wen Fang, Jun Wang

New nonbinary sequence families with low correlation, large size, and large linear span

Journal Article published Jul 2011 in Applied Mathematics Letters volume 24 issue 7 on pages 1105 to 1110

Research funded by National Science Foundation of China (NSFC) (60772086) | Funds for the Excellent Ph.D. Dissertation of Southwest Jiaotong University (A0310119950101-6) | Fundamental Research Funds for the Central Universities (SWJTU09BR201, SWJTU09ZT37)

Authors: Zhengchun Zhou, Xiaohu Tang

Subtrees of spiro and polyphenyl hexagonal chains

Journal Article published Oct 2015 in Applied Mathematics and Computation volume 268 on pages 547 to 560

Research funded by National Natural Science Foundation of China (61173035, 41304092, 61472058) | Program for New Century Excellent Talents in University (NCET-11-0861) | Fundamental Research Funds for the Central Universities (3132014226) | China Scholarship Council (201506570019)

Authors: Yu Yang, Hongbo Liu, Hua Wang, Hongsun Fu

High order finite difference WENO schemes for fractional differential equations

Journal Article published Mar 2013 in Applied Mathematics Letters volume 26 issue 3 on pages 362 to 366

Research funded by Program for New Century Excellent Talents in University (NCET-09-0438) | National Natural Science Foundation of China (10801067, 11271173) | Fundamental Research Funds for the Central Universities (lzujbky-2010-63, lzujbky-2012-k26)

Authors: Weihua Deng, Shanda Du, Yujiang Wu

A new splitting preconditioner for the iterative solution of complex symmetric indefinite linear systems

Journal Article published Nov 2015 in Applied Mathematics Letters volume 49 on pages 100 to 106

Research funded by National Natural Science Foundation of China (11071118) | Nanjing University of Aeronautics and Astronautics (BCXJ14-14) | Jiangsu Innovation Program for Graduate Education (KYZZ_0087) | Fundamental Research Funds for the Central Universities | AHSTU (ZRC2013388)

Authors: Jianhua Zhang, Hua Dai

Single-machine bicriterion group scheduling with deteriorating setup times and job processing times

Journal Article published Sep 2014 in Applied Mathematics and Computation volume 242 on pages 309 to 314

Research funded by National Natural Science Foundation of China (11001181, 71271039) | New Century Excellent Talents in University (NCET-13-0082) | Changjiang Scholars and Innovative Research Team in University (IRT1214) | Fundamental Research Funds for the Central Universities (DUT14YQ211)

Authors: Jian-Jun Wang, Ya-Jing Liu