Xili zhang
Xili zhang
Associate Professor, School of Management, Zhejiang University
Dirección de correo verificada de - Página principal
Citado por
Citado por
Portfolio selection under possibilistic mean–variance utility and a SMO algorithm
WG Zhang, XL Zhang, WL Xiao
European Journal of Operational Research 197 (2), 693-700, 2009
Pricing currency options in a fractional Brownian motion with jumps
WL Xiao, WG Zhang, XL Zhang, YL Wang
Economic Modelling 27 (5), 935-942, 2010
Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm
WL Xiao, WG Zhang, X Zhang, X Zhang
Physica A: Statistical Mechanics and its Applications 391 (24), 6418-6431, 2012
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
WG Zhang, X Zhang, Y Chen
Insurance: Mathematics and Economics 49 (3), 353-360, 2011
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
WG Zhang, XL Zhang, WJ Xu
Insurance: Mathematics and Economics 46 (3), 493-499, 2010
Portfolio adjusting optimization under credibility measures
X Zhang, WG Zhang, R Cai
Journal of computational and applied mathematics 234 (5), 1458-1465, 2010
Multi-period portfolio optimization under possibility measures
X Zhang, W Zhang, W Xiao
Economic Modelling 35, 401-408, 2013
Maximum-likelihood estimators in the mixed fractional Brownian motion
WL Xiao, WG Zhang, XL Zhang
Statistics 45 (1), 73-85, 2011
The valuation of equity warrants in a fractional Brownian environment
W Xiao, W Zhang, W Xu, X Zhang
Physica A: Statistical Mechanics and its Applications 391 (4), 1742-1752, 2012
The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate
W Xiao, W Zhang, X Zhang, X Chen
Physica A: Statistical Mechanics and its Applications 394, 320-337, 2014
An optimization model of the portfolio adjusting problem with fuzzy return and a SMO algorithm
X Zhang, WG Zhang, WJ Xu
Expert Systems with Applications 38 (4), 3069-3074, 2011
Arbitrage with fractional Gaussian processes
X Zhang, W Xiao
Physica A: Statistical Mechanics and its Applications 471, 620-628, 2017
Least squares estimation for the drift parameters in the sub-fractional Vasicek processes
W Xiao, X Zhang, Y Zuo
Journal of Statistical Planning and Inference 197, 141-155, 2018
Parameter identification for the discretely observed geometric fractional Brownian motion
W Xiao, W Zhang, X Zhang
Journal of Statistical Computation and Simulation 85 (2), 269-283, 2015
A time complexity analysis of ACO for linear functions
Z Hao, H Huang, X Zhang, K Tu
Simulated Evolution and Learning: 6th International Conference, SEAL 2006 …, 2006
Loss-aversion with kinked linear utility functions
MJ Best, RR Grauer, J Hlouskova, X Zhang
Computational Economics 44, 45-65, 2014
Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes
WL Xiao, WG Zhang, XL Zhang
Science China Mathematics 55, 1497-1511, 2012
Parameter identification for drift fractional brownian motions with application to the chinese stock markets
W Xiao, W Zhang, X Zhang
Communications in Statistics-Simulation and Computation 44 (8), 2117-2136, 2015
Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
X Zhang, WG Zhang, W Xu, WL Xiao
Computational Economics 36, 191-200, 2010
Pricing equity warrants in Merton jump–diffusion model with credit risk
Q Zhou, X Zhang
Physica A: Statistical Mechanics and its Applications 557, 124883, 2020
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20