Chin, Wen Cheong; Lee, Min Cherng Nonlinear high-frequency stock market time series: modeling and combine forecast evaluations. (English) Zbl 1497.62313 Commun. Stat., Simulation Comput. 50, No. 7, 2126-2144 (2021). MSC: 62P20 62M10 62P05 91B84 PDFBibTeX XMLCite \textit{W. C. Chin} and \textit{M. C. Lee}, Commun. Stat., Simulation Comput. 50, No. 7, 2126--2144 (2021; Zbl 1497.62313) Full Text: DOI
Huang, Chuangxia; Qiao, Yuncheng; Huang, Lihong; Agarwal, Ravi P. Dynamical behaviors of a food-chain model with stage structure and time delays. (English) Zbl 1446.37083 Adv. Difference Equ. 2018, Paper No. 186, 26 p. (2018). MSC: 37N25 92D40 PDFBibTeX XMLCite \textit{C. Huang} et al., Adv. Difference Equ. 2018, Paper No. 186, 26 p. (2018; Zbl 1446.37083) Full Text: DOI
Bi, Wenjie; Tian, Liuqing; Liu, Haiying; Chen, Xiaohong A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice. (English) Zbl 1422.91644 Discrete Dyn. Nat. Soc. 2014, Article ID 840725, 11 p. (2014). MSC: 91G10 60H30 90C39 PDFBibTeX XMLCite \textit{W. Bi} et al., Discrete Dyn. Nat. Soc. 2014, Article ID 840725, 11 p. (2014; Zbl 1422.91644) Full Text: DOI
Luo, Junhai; Li, Guanjun; Liu, Heng Linear control of fractional-order financial chaotic systems with input saturation. (English) Zbl 1422.91789 Discrete Dyn. Nat. Soc. 2014, Article ID 802429, 8 p. (2014). MSC: 91G80 93C10 37N40 34A08 PDFBibTeX XMLCite \textit{J. Luo} et al., Discrete Dyn. Nat. Soc. 2014, Article ID 802429, 8 p. (2014; Zbl 1422.91789) Full Text: DOI
Chen, Rongda; Yu, Huanhuan Risk measurement for portfolio credit risk based on a mixed Poisson model. (English) Zbl 1422.91743 Discrete Dyn. Nat. Soc. 2014, Article ID 597814, 9 p. (2014). MSC: 91G40 60H30 PDFBibTeX XMLCite \textit{R. Chen} and \textit{H. Yu}, Discrete Dyn. Nat. Soc. 2014, Article ID 597814, 9 p. (2014; Zbl 1422.91743) Full Text: DOI
Liu, Yongmei; Ding, Chunjie; Fan, Chen; Chen, Xiaohong Pricing decision under dual-channel structure considering fairness and free-riding behavior. (English) Zbl 1419.90009 Discrete Dyn. Nat. Soc. 2014, Article ID 536576, 10 p. (2014). MSC: 90B05 91B99 PDFBibTeX XMLCite \textit{Y. Liu} et al., Discrete Dyn. Nat. Soc. 2014, Article ID 536576, 10 p. (2014; Zbl 1419.90009) Full Text: DOI
Hu, Yi; Xia, Xiaohua; Deng, Ying; Guo, Dongmei Higher order mean squared error of generalized method of moments estimators for nonlinear models. (English) Zbl 1419.62510 Discrete Dyn. Nat. Soc. 2014, Article ID 324904, 8 p. (2014). MSC: 62P20 62M10 62F12 91B84 PDFBibTeX XMLCite \textit{Y. Hu} et al., Discrete Dyn. Nat. Soc. 2014, Article ID 324904, 8 p. (2014; Zbl 1419.62510) Full Text: DOI
Gao, Xuemei; Deng, Dongya; Shan, Yue Lattice methods for pricing American strangles with two-dimensional stochastic volatility models. (English) Zbl 1422.91763 Discrete Dyn. Nat. Soc. 2014, Article ID 165259, 6 p. (2014). MSC: 91G60 91G20 60G40 PDFBibTeX XMLCite \textit{X. Gao} et al., Discrete Dyn. Nat. Soc. 2014, Article ID 165259, 6 p. (2014; Zbl 1422.91763) Full Text: DOI
Dai, Zhifeng Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems. (English) Zbl 1474.90519 Abstr. Appl. Anal. 2014, Article ID 921364, 9 p. (2014). MSC: 90C53 90C30 65K05 PDFBibTeX XMLCite \textit{Z. Dai}, Abstr. Appl. Anal. 2014, Article ID 921364, 9 p. (2014; Zbl 1474.90519) Full Text: DOI
Ouyang, Zigen; Liu, Hongliang Solvability for a fractional order three-point boundary value system at resonance. (English) Zbl 1469.34022 Abstr. Appl. Anal. 2014, Article ID 419514, 15 p. (2014). MSC: 34A08 34B10 PDFBibTeX XMLCite \textit{Z. Ouyang} and \textit{H. Liu}, Abstr. Appl. Anal. 2014, Article ID 419514, 15 p. (2014; Zbl 1469.34022) Full Text: DOI
Sheng, Jiliang; Wang, Jian; Yang, Jun Regret theory and equilibrium asset prices. (English) Zbl 1407.91121 Math. Probl. Eng. 2014, Article ID 912652, 7 p. (2014). MSC: 91B25 91B24 PDFBibTeX XMLCite \textit{J. Sheng} et al., Math. Probl. Eng. 2014, Article ID 912652, 7 p. (2014; Zbl 1407.91121) Full Text: DOI
Ling, Aifan; Tang, Le A numerical study for robust active portfolio management with worst-case downside risk measure. (English) Zbl 1407.91227 Math. Probl. Eng. 2014, Article ID 912389, 13 p. (2014). MSC: 91G10 90C90 PDFBibTeX XMLCite \textit{A. Ling} and \textit{L. Tang}, Math. Probl. Eng. 2014, Article ID 912389, 13 p. (2014; Zbl 1407.91227) Full Text: DOI
Ding, Hui; Zhou, Zhongbao; Xiao, Helu; Ma, Chaoqun; Liu, Wenbin Performance evaluation of portfolios with margin requirements. (English) Zbl 1407.90203 Math. Probl. Eng. 2014, Article ID 618706, 8 p. (2014). MSC: 90B50 90C08 PDFBibTeX XMLCite \textit{H. Ding} et al., Math. Probl. Eng. 2014, Article ID 618706, 8 p. (2014; Zbl 1407.90203) Full Text: DOI
Liu, Jian; Xiao, Jihong; Yan, Lizhao; Wen, Fenghua Valuing catastrophe bonds involving credit risks. (English) Zbl 1407.91264 Math. Probl. Eng. 2014, Article ID 563086, 6 p. (2014). MSC: 91G40 91G20 91G70 91G60 PDFBibTeX XMLCite \textit{J. Liu} et al., Math. Probl. Eng. 2014, Article ID 563086, 6 p. (2014; Zbl 1407.91264) Full Text: DOI