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2023年发表论文

序号论文题目作者发表刊物
1

Subnetwork estimation for spatial autoregressive models in large-scale networks

Li, X., Wang, F., Lan, W. & Wang, H.Electronic Journal of Statistics
2

A framework for enhancing stock investment performance by predicting important trading points with return-adaptive 

piecewise linear representation and batch attention 
multi-scale convolutional recurrent neural network

Lin, Y. & Liu, B.Entropy
3

Convergence rates for the constrained sampling via 
Langevin monte carlo

Zhu, Y.Entropy
4

Measuring systemic risk contribution: A higher-order
moment augmented approach

Wang, P. & Huang, G.Finance Research Letters
5

IMUFS: Complementary and Consensus Learning-Based
Incomplete Multi-View Unsupervised Feature Selection

Huang, Y., Shen, Z., Cai, Y., Yi, X., 
Wang, D., Lv, F. Li, T.

IEEE Transactions on 
Knowledge and Data 
Engineering

6

CUPVC: A constraint-based unsupervised prosody transfer
for improving telephone banking 
services

Liu, B., Wang, J., Yu, G. 
Chen, S.

IEEE/ACM Transactions on 
Audio, Speech, and Language
Processing

7

Modeling and monitoring multilayer attributed weighte
directed networks via a generative model

Wu, H., Liang, Q. Wang, K.,IISE Transactions
8Tree-based data filtering for online user-generated reviews(已接收)Liang, Q.IISE Transactions
9

Incremental unsupervised feature selection for dynamic
incomplete multi-view data

Huang, Y., Guo, K., Yi, X., Li, Z. & Li, T.Information Fusion
10

Evaluation on stock market forecasting framework for AI
and embedded real-time system(已接收)

Lin, Y.

International Journal of Data Mining
 and Bioinformatics

11

Culling the herd of moments with penalized empirical 
likelihood

Chang, J., Shi, Z. Zhang, J.

Journal of Business & Economic
Statistics

12

Covariance model with general linear structure and
divergent parameters

Fan, X., Lan, W., Zou, T. Tsai, C.L.

Journal of Business & Economic
Statistics

13

Testing the martingale difference hypothesis in high 
dimension

Chang, J., Jiang, Q. & Shao, X.Journal of Econometrics
14

An autocovariance-based learning framework for 
high-dimensional functional time series(已接收)

Chang, J., Chen, C., Qiao, X. & Yao, Q.Journal of Econometrics
15Bipartite network influence analysis of a two-mode networkWu, Y., Lan, W., Fan, X. & Fang, K.Journal of Econometrics
16

Statistical inferences for complex dependence of 
multimodal imaging data
(已接收)

Chang, J., He, J., Kang, J. & Wu, M.

Journal of the American Statistica 
Association

17Modelling matrix time series via a tensor CP-decompositionChang, J., He, J., Yang, L. & Yao, Q.

Journal of the Royal Statistical 
Society Series B

18Ensemble methods for testing a global null(已接收)Liu, Y., Liu, Z. & Lin, X.Journal of the Royal Statistical
Society Series B
19

Automated urban planning aware spatial hierarchies and 
human instructions

Wang, D., Liu, K., Huang, Y., Sun, L., 

Du, B. & Fu, Y.

Knowledge and Information 
Systems

20

Powerful, scalable and resource-efficient meta-analysis of 
rare variant associations in large whole genome 
sequencing studies

Li, X., Quick, C., Zhou, H., Gaynor, S.M., 
Liu, Y., Chen, H., Selvaraj, M.S., Sun, R., 
Dey, R., Arnett, D.K.
& Bielak, L.F.

Nature genetics
21

A framework for detecting noncoding rare-varian 
associations of large-scale whole-genome sequencing studies

Li, Z., Li, X., Zhou, H., Gaynor, S.M., 
Selvaraj, M.S., Arapoglou, T., Quick, 
C.,
Liu, Y., Chen, H., Sun, R.
Dey, R.

Nature methods
22

Maximum conditional alpha test for conditional 
multi-factor models
(已接收)

Zhang, J., Lan, W., Fan, X. 
Chen, W.

Statistica Sinica
23High-dimensional sparse single–index regression via Hilbert–Schmidt independence criterionChen, X., Deng, C., He, S., Wu, R. & Zhang, J.Statistics and Computing
24

ST-RR model: Joint modeling of ratings and reviews in 
sentiment-topic prediction

Liang, Q., Ranganathan, S., Wang, K. 
& Deng, X.

Technometrics
25基于变系数多因子半参数分布的高维动态高阶矩投资组合研究黄光麟,鲁万波中国管理科学
26基于混频因子模型的高阶矩投资组合策略研究杨冬,赵爽数量经济研究
27高维时变协高阶矩建模及其投资组合应用——基于半参数分布因子模型

黄光麟,鲁万波

管理科学学报


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