成果/Result
- Research on Support Vector Regression in the Stock Market Forecasting被引量:7收藏
- 作者:Cai, Chun Ma, Qinghua Lv, Shuqiang
- 机构:Beijing Union Univ
- 来源:ADVANCES IN ELECTRONIC COMMERCE, WEB APPLICATION AND COMMUNICATION, VOL 1 2012
- 关键词:support vector regression time series kernel function parameter selection
- Iterative implementation of the adaptive regularization yields optimality被引量:2收藏
- 作者:Ma Q. Wang Y.
- 机构:Beijing Union Univ;Chinese Acad Sci;Univ Cent Florida
- 来源:SCIENCE IN CHINA SERIES A-MATHEMATICS 2005
- 关键词:ill-posed problems non-stationary iterated adaptive regularization optimality
- Calibrating the model parameters in pricing using the trust region method被引量:0收藏
- 作者:Xu, Zuo-Liang Ma, Qing-Hua Wang, Li-Ping
- 机构: Renmin University of China; College of Applied Arts and Science; Hebei Normal University
- 来源:Journal of Inverse and Ill-Posed Problems 2016
- 关键词:Costs - Economics - Integral equations - Investments
- Entropy binomial tree method and calibration for the volatility smile被引量:0收藏
- 作者:Gong, Wenxiu Xu, Zuoliang Ma, Qinghua
- 机构:Renmin Univ China;Beijing Union Univ
- 来源:INVERSE PROBLEMS IN SCIENCE AND ENGINEERING 2020
- 关键词:Entropy binomial tree volatility option pricing calibration nonlinear constrained optimization