经济金融:从随机智能系统说起
动态产能需均衡
投资组合要避险
W. Dai, Mean-variance
hedging based on an incomplete market with external risk
factors of non-Gaussian OU processes , Mathematical
Problems in Engineering, Volume 2015 (Regular Issue), Article ID 625289,
20 pages, 2015.
W. Dai, Mean-variance
portfolio selection based on a generalized BNS stochastic volatility
model ,
International Journal of Computer Mathematics, Vol. 88,
No. 16, 3521-3534, 2011.
W. Dai, Optimal hedging
and its performance based on a Levy driven volatility model
,
Proceedings of International Conference on Applied Mathematics and
Sustainable Development - Special track within 2012 Spring World
Congress of Engineering and Technology, Scientific Research Publishing,
pp. 44-49, 2012.
库存为零增效用
W. Dai,
Optimal control with monotonicity constraints for a parallel-server loss channel
serving multi-class jobs , Mathematical and Computer Modeling of
Dynamical Systems, Vol. 20, No. 3, 284-315, 2014
(获Taylor & Francics 2015数学与统计学读者奖提名奖)
W. Dai and Y. Feng,
Stochastic optimal controls for parallel-server channels with zero waiting buffer capacity
and multiclass customers ,
Journal of Advances in Systems Science and Applications, Vol. 9, No. 4, pp. 627-646, 2009
(获国际一般系统论研究会(IIGSS)首届中国概率统计年会优秀论文一等奖(2008))
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网络经济云支撑 (2015秋)
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金融科技创新发展高峰论坛(2017)
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实体经济与金融
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主题报告领潮流
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金融博弈:数学很重要!
时事经济论坛
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国际论坛巧遇两会(2016/3/2-3/5)
本是国际论坛特邀宾,
偶与两会代表住一楼,
大家共进早餐致问候,
科学经济技术融一体!
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时事房产(2016/3/8)
房价上涨缘调控,
二胎政策很重要,
人口过程有规律,
随机微分可建模,
瞬时政策消库存,
产能约束保价值,
国家资本国土控,
次贷危机自由地,
需求供给要匹配,
动态平衡可持续,
百年老街记忆中,
旧房改造将继续。
戴万阳享有诗词著作权与版权
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