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Bi-cubic B-spline fitting-based local volatility model with mean reversion process.

, , , and . J. Systems Science & Complexity, 29 (1): 119-132 (2016)

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A Double-Stage Genetic Optimization Algorithm for Portfolio Selection., , , and . ICONIP (3), volume 4234 of Lecture Notes in Computer Science, page 928-937. Springer, (2006)A Reliability-Based RBF Network Ensemble Model for Foreign Exchange Rates Predication., , , and . ICONIP (3), volume 4234 of Lecture Notes in Computer Science, page 380-389. Springer, (2006)Double Robustness Analysis for Determining Optimal Feedforward Neural Network Architecture., , and . ICNC (1), volume 3610 of Lecture Notes in Computer Science, page 382-385. Springer, (2005)Multistage Neural Network Metalearning with Application to Foreign Exchange Rates Forecasting., , , and . MICAI, volume 4293 of Lecture Notes in Computer Science, page 338-347. Springer, (2006)A Novel Nonlinear Neural Network Ensemble Model for Financial Time Series Forecasting., , , and . International Conference on Computational Science (1), volume 3991 of Lecture Notes in Computer Science, page 790-793. Springer, (2006)A Novel Support Vector Machine Metamodel for Business Risk Identification., , , and . PRICAI, volume 4099 of Lecture Notes in Computer Science, page 980-984. Springer, (2006)A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events., , , and . J. Syst. Sci. Complex., 31 (3): 734-749 (2018)Bid markup selection models by use of multiple criteria., , and . IEEE Trans. Engineering Management, 49 (2): 155-160 (2002)Intelligent Computational Methods for Financial Engineering., , and . Adv. Decis. Sci., (2009)Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model., , and . Ann. Oper. Res., 219 (1): 333-357 (2014)