1000-6788
2014 Issue 12
Warrants pricing based on GJR-GARCH model with Levy processes adjusting:An empirical analysis between Mainland and Hongkong
WU Heng-yu;MA Jun-wei;ZHU Fu-min;LIN Zhang-xi;Collaborative Innovation Center of Financial Security;School of Economic Information Engineering;Southwestern University of Finance and Economics;Center of Chinese Financial Studies;Southwestern University of Finance and Economics;Laboratory for Financial Intelligence and Financial Engineering;Southwestern University of Finance and Economics;School of Economic Information Engineering;Southwestern University of Finance and Economics;Department of Applied Mathematics & Statistics;College of Business;SUNY at Stony Brook;Center for Advanced Analytics and Business Intelligence;Texas Tech University;
WU Heng-yu;MA Jun-wei;ZHU Fu-min;LIN Zhang-xi;Collaborative Innovation Center of Financial Security;School of Economic Information Engineering;Southwestern University of Finance and Economics;Center of Chinese Financial Studies;Southwestern University of Finance and Economics;Laboratory for Financial Intelligence and Financial Engineering;Southwestern University of Finance and Economics;School of Economic Information Engineering;Southwestern University of Finance and Economics;Department of Applied Mathematics & Statistics;College of Business;SUNY at Stony Brook;Center for Advanced Analytics and Business Intelligence;Texas Tech University;
..............page:3009-3021
Chinese credit scale prediction using M-estimator based robust radial basis function neural networks
ZHANG Ying;HONG Zhen-yu;JIANG Wei;School of Finance and Statistics;East China Normal University;School of Economics;Fudan University;
ZHANG Ying;HONG Zhen-yu;JIANG Wei;School of Finance and Statistics;East China Normal University;School of Economics;Fudan University;
..............page:3022-3033
A stochastic programming model for relief resources allocation problem based on complex disaster scenarios
GE Hong-lei;LIU Nan;Ningbo Institute of Technology;Zhejiang University;School of Management;Zhejiang University;
GE Hong-lei;LIU Nan;Ningbo Institute of Technology;Zhejiang University;School of Management;Zhejiang University;
..............page:3034-3042
Supply chain coordination with the endogenous information acquisition cost under CVaR criterion
XIAO Qun;MA Shi-hua;School of Management;Huazhong University of Science and Technology;Business School;Yunnan University of Finance and Economics;
XIAO Qun;MA Shi-hua;School of Management;Huazhong University of Science and Technology;Business School;Yunnan University of Finance and Economics;
..............page:3043-3049
Integrating model and its optimization on working capital management
LIU Ying;MU Yin-ping;School of Management and Economics;University of Electronic Science and Technology of China;
LIU Ying;MU Yin-ping;School of Management and Economics;University of Electronic Science and Technology of China;
..............page:3050-3062
Vehicle routing problem with time windows based on carbon emissions and speed optimization
LI Jin;ZHANG Jiang-hua;School of Computer and Information Engineering;Zhejiang Gongshang University;Contemporary Business and Trade Research Center;Zhejiang Gongshang University;School of Management;Shandong University;
LI Jin;ZHANG Jiang-hua;School of Computer and Information Engineering;Zhejiang Gongshang University;Contemporary Business and Trade Research Center;Zhejiang Gongshang University;School of Management;Shandong University;
..............page:3063-3072
Properties of boundedly rational user equilibrium under satisficing rule in traffic assignment problem
ZHAO Chuan-lin;HUANG Hai-jun;School of Economics and Management;Beihang University;
ZHAO Chuan-lin;HUANG Hai-jun;School of Economics and Management;Beihang University;
..............page:3073-3078
Forecasting box office performance based on online search:Evidence from Chinese movie industry
WANG Lian;JIA Jian-min;School of Economics and Management;Southwest Petroleum University;School of Economics& Management;Southwest Jiaotong University;Business School;Chinese University of Hong Kong;
WANG Lian;JIA Jian-min;School of Economics and Management;Southwest Petroleum University;School of Economics& Management;Southwest Jiaotong University;Business School;Chinese University of Hong Kong;
..............page:3079-3090
Network position,governance role of independent directors and corporate violation of rules:Using a Bivariate Probit model with partial observability
WAN Liang-yong;DENG Lu;ZHENG Xiao-ling;School of Business Administration;South China University of Technology;Guanghua School of Management;Peking University;School of Economics and Management;Beijing University of Aeronautics and Astronautics;
WAN Liang-yong;DENG Lu;ZHENG Xiao-ling;School of Business Administration;South China University of Technology;Guanghua School of Management;Peking University;School of Economics and Management;Beijing University of Aeronautics and Astronautics;
..............page:3091-3102
Research on the influence of relationship fit on knowledge transfer and radical innovation performance
YOU Da-ming;MA Bei-ling;Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization;Business School;Central South University;School of Accounting;Hunan University of Commerce;
YOU Da-ming;MA Bei-ling;Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization;Business School;Central South University;School of Accounting;Hunan University of Commerce;
..............page:3103-3112
Performance prediction of work breakdown structure for complex product project based on system dynamics
REN Nan;HE Yan-xin;MA Meng-yuan;WU Jun-min;School of Economics and Management;Jiangsu University of Science and Technology;
REN Nan;HE Yan-xin;MA Meng-yuan;WU Jun-min;School of Economics and Management;Jiangsu University of Science and Technology;
..............page:3113-3120
Reinforcement learning based order acceptance policy in make-to-order enterprises
WANG Xiao-huan;WANG Ning-ning;FAN Zhi-ping;School of Business Administration;Northeastern University;
WANG Xiao-huan;WANG Ning-ning;FAN Zhi-ping;School of Business Administration;Northeastern University;
..............page:3121-3129
Strategy of conflict resolution for food quality chain based on negotiation
MENG Xiu-li;WANG Hai-yan;TANG Run;YIN Xiao-hua;School of Management Science and Engineering;Nanjing University of Finance and Economics;Jiangsu Province Institute of Quality and Safety Engineering;
MENG Xiu-li;WANG Hai-yan;TANG Run;YIN Xiao-hua;School of Management Science and Engineering;Nanjing University of Finance and Economics;Jiangsu Province Institute of Quality and Safety Engineering;
..............page:3130-3137
An improved MULTIMOORA approach for group decision making based upon interdependent inputs of intuitionistic trapezoidal fuzzy numbers
CHEN Zhen-song;LI Yan-lai;School of Transportation and Logistics;Southwest Jiaotong University;Nation and Region Combined Engineering Lab of Intelligentizing Integrated Transportation;Southwest Jiaotong University;
CHEN Zhen-song;LI Yan-lai;School of Transportation and Logistics;Southwest Jiaotong University;Nation and Region Combined Engineering Lab of Intelligentizing Integrated Transportation;Southwest Jiaotong University;
..............page:3138-3156
Information-right co-evolutionary simulation analysis of mass emergency derived from environmental pollution
LIU De-hai;CHEN Jing-feng;Center of Econometric Analysis and Forecasting;Dongbei University of Finance & Economics;School of Mathematics and Quantitative Economics;Dongbei University of Finance & Economics;
LIU De-hai;CHEN Jing-feng;Center of Econometric Analysis and Forecasting;Dongbei University of Finance & Economics;School of Mathematics and Quantitative Economics;Dongbei University of Finance & Economics;
..............page:3157-3166
Measuring the DEA efficiencies of regions and their three major properties in China based on centralized model
LEI Xi-yang;WANG Jin-nian;LI Yong-jun;XIE Qi-wei;LIANG Liang;School of Management;University of Science and Technology of China;Institute of Automation;Chinese Academy of Sciences;
LEI Xi-yang;WANG Jin-nian;LI Yong-jun;XIE Qi-wei;LIANG Liang;School of Management;University of Science and Technology of China;Institute of Automation;Chinese Academy of Sciences;
..............page:3167-3174
Interval-valued intuitionistic fuzzy multi-criteria decision-making method based on prospect theory
GAO Jian-wei;LIU Hui-hui;GU Yun-dong;School of Economics and Management;North China Electronic Power University;School of Mathematics and Physics;North China Electronic Power University;
GAO Jian-wei;LIU Hui-hui;GU Yun-dong;School of Economics and Management;North China Electronic Power University;School of Mathematics and Physics;North China Electronic Power University;
..............page:3175-3181
Error analysis between the solutions of GM(1,1) grey models with monotone increasing sequences
LIU Jun;XIAO Xin-ping;GUO Jin-hai;MAO Shu-hua;School of Science;Wuhan University of Technology;College of Science;China Three Gorges University;
LIU Jun;XIAO Xin-ping;GUO Jin-hai;MAO Shu-hua;School of Science;Wuhan University of Technology;College of Science;China Three Gorges University;
..............page:3182-3189
Approximate method for adaptive CQ algorithm based on successive over-relaxation preconditioning technology
WANG Pei-yuan;ZHOU Hai-yun;ZHOU Yu;The Six Regimen of the Second Base;Naval Aviation Institution;Department of Mathematics;Ordnance Engineering College;Department of Mathematics and Information;Hebei Normal University;
WANG Pei-yuan;ZHOU Hai-yun;ZHOU Yu;The Six Regimen of the Second Base;Naval Aviation Institution;Department of Mathematics;Ordnance Engineering College;Department of Mathematics and Information;Hebei Normal University;
..............page:3190-3198
Methods and optimum of grey modeling for approximation non-homogenous and non-equidistant series
JIANG Ai-ping;ZHANG Qi-min;School of Mathematics and Computer Science;Ningxia University;
JIANG Ai-ping;ZHANG Qi-min;School of Mathematics and Computer Science;Ningxia University;
..............page:3199-3203
A new type of classification region and relevant comparison analyses of the decision-theoretic rough set
ZHANG Xian-yong;MIAO Duo-qian;College of Mathematics and Software Science;Sichuan Normal University;Department of Computer Science and Technology;Tongji University;The;MOE Key Laboratory of Embedded System and Service Computing;Tongji University;
ZHANG Xian-yong;MIAO Duo-qian;College of Mathematics and Software Science;Sichuan Normal University;Department of Computer Science and Technology;Tongji University;The;MOE Key Laboratory of Embedded System and Service Computing;Tongji University;
..............page:3204-3211
Reliability evaluation model of cloud services based on variable weights
SUN Lei;LI Zuo-hui;CHEN Zhe;DENG Xiao-peng;Institute of Electronic Technology;PLA Information Engineering University;
SUN Lei;LI Zuo-hui;CHEN Zhe;DENG Xiao-peng;Institute of Electronic Technology;PLA Information Engineering University;
..............page:3212-3220
The selection algorithm for the optimal base layer rate in stream media system
XIE Man-de;ZHANG Guo-ping;ZHANG Yu-jun;School of Computer & Information Engineering;Zhejiang Gongshang University;Faculty of Informatics & Electronics;Zhejiang Sci-Tech University;Institute of Computing Technology;Chinese Academy of Sciences;
XIE Man-de;ZHANG Guo-ping;ZHANG Yu-jun;School of Computer & Information Engineering;Zhejiang Gongshang University;Faculty of Informatics & Electronics;Zhejiang Sci-Tech University;Institute of Computing Technology;Chinese Academy of Sciences;
..............page:3221-3229
A limitedly interactive evolution model of job burnout based on relationship network
YANG Li-feng;CHEN Hong;School of Management;China University of Mining and Technology;School of Economics;Puyang Normal College;
YANG Li-feng;CHEN Hong;School of Management;China University of Mining and Technology;School of Economics;Puyang Normal College;
..............page:3230-3237
The collaborative filtering recommendation based on sentiment analysis of online reviews
WANG Wei;WANG Hong-wei;MENG Yuan;School of Economics and Management;Tongji University;
WANG Wei;WANG Hong-wei;MENG Yuan;School of Economics and Management;Tongji University;
..............page:3238-3249
The trust field model of partner selection in virtual enterprises
TIAN Jun-feng;WANG Yan-jie;College of Mathematics & Computer Science;Hebei University;
TIAN Jun-feng;WANG Yan-jie;College of Mathematics & Computer Science;Hebei University;
..............page:3250-3259
Research on numerical model of ground-to-air missile kill zone
WANG Jun;ZHAO Jie;LI Jiong;SHAO Lei;Air Defense and Anti-Missile Institute;Air Force Engineering University;
WANG Jun;ZHAO Jie;LI Jiong;SHAO Lei;Air Defense and Anti-Missile Institute;Air Force Engineering University;
..............page:3260-3267
Study on modified multi-objective differential evolution algorithm for parameter optimization of hydrologic model
CAO Fei-feng;XU Yue-ping;Department of Harbor-Channel and Coastal Engineering;College of Civil Engineering and Architecture;Zhejiang University of Technology;Institute of Hydrology and Water Resources;College of Civil Engineering and Architecture;Zhejiang University;
CAO Fei-feng;XU Yue-ping;Department of Harbor-Channel and Coastal Engineering;College of Civil Engineering and Architecture;Zhejiang University of Technology;Institute of Hydrology and Water Resources;College of Civil Engineering and Architecture;Zhejiang University;
..............page:3268-3273
Based on the independent scale performance index system to assess open stope
CUI Tie-jun;MA Yun-dong;BAI Run-cai;College of Safety Science and Engineering;Liaoning Technical University;Tunnel & Underground Structure Engineering Center of Liaoning;Dalian Jiaotong University;College of Resource and Environmental Engineering;Liaoning Technical University;
CUI Tie-jun;MA Yun-dong;BAI Run-cai;College of Safety Science and Engineering;Liaoning Technical University;Tunnel & Underground Structure Engineering Center of Liaoning;Dalian Jiaotong University;College of Resource and Environmental Engineering;Liaoning Technical University;
..............page:3274-3280
..............page:3282