Search Results - "Guo, Sini"

Skewness of Fuzzy Numbers and Its Applications in Portfolio Selection by Li, Xiang, Guo, Sini, Yu, Lean

“…A fuzzy number is a normal and convex fuzzy subset of the real line. In this paper, based on membership function, we redefine the concepts of mean and variance…”
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On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems by Li, Xiang, Jiang, Hui, Guo, Sini, Ching, Wai-ki, Yu, Lean

“…With the wide applications of fuzzy theory in optimization, fuzzy arithmetic attracts great attention due to its inevitability in solution process. However,…”
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Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature by Zhang, Yuanyuan, Li, Xiang, Guo, Sini

“…Since the pioneering work of Harry Markowitz, mean–variance portfolio selection model has been widely used in both theoretical and empirical studies, which…”
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High-order Markov-switching portfolio selection with capital gain tax by Guo, Sini, Ching, Wai-Ki

“…The uncertainties of market state and returns of risky assets both affect the investors’ decisions significantly. It is necessary and prudent to consider the…”
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Fuzzy multi-period portfolio selection with different investment horizons by Guo, Sini, Yu, Lean, Li, Xiang, Kar, Samarjit

“…•A fuzzy multi-period mean-variance portfolio selection model is formulated.•The assets are assumed to have different investment horizons.•A fuzzy simulation…”
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Adaptive online portfolio selection with transaction costs by Guo, Sini, Gu, Jia-Wen, Ching, Wai-Ki

“…•The adaptive online moving average method is designed to predict returns of assets.•The net profit maximization model with transaction cost is…”
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Robust online portfolio optimization with cash flows by Lyu, Benmeng, Wu, Boqian, Guo, Sini, Gu, Jia-Wen, Ching, Wai-Ki

“…One fundamental issue in finance is portfolio selection, which seeks the best strategy for assigning capital among a group of assets. There has been growing…”
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Online portfolio selection with state-dependent price estimators and transaction costs by Guo, Sini, Gu, Jia-Wen, Fok, Christopher H., Ching, Wai-Ki

“…•The exact analytical formula of the transaction remainder factor is derived.•The state-dependent exponential moving average method is proposed.•The risk…”
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A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms by Kar, Mohuya B., Kar, Samarjit, Guo, Sini, Li, Xiang, Majumder, Saibal

“…In this paper, a new bi-objective fuzzy portfolio selection model is proposed, for which Sharp ratio (SR) and Value at Risk ratio (VR) of a portfolio are…”
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On the Distribution of Successor States in Boolean Threshold Networks by Guo, Sini, Liu, Pengyu, Ching, Wai-Ki, Akutsu, Tatsuya

“…We study the distribution of successor states in Boolean networks (BNs). The state vector <inline-formula> <tex-math notation="LaTeX">{\mathbf{y}}…”
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Discrimination of attractors with noisy nodes in Boolean networks by Cheng, Xiaoqing, Ching, Wai-Ki, Guo, Sini, Akutsu, Tatsuya

“…Observing the internal state of the whole system using a small number of sensor nodes is important in analysis of complex networks. Here, we study the problem…”
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Floxuridine-chlorambucil conjugate nanodrugs for ovarian cancer combination chemotherapy by Huang, Ping, Wang, Guanchun, Wang, Zhaohong, Zhang, Cancan, Wang, Fengmian, Cui, Xiaoxiao, Guo, Sini, Huang, Wei, Zhang, Rong, Yan, Deyue

“…[Display omitted] •Carrier-free nanodrugs are prepared from amphiphilic Fud-Cb conjugates.•Carrier-free nanodrugs are used for ovarian cancer combination…”
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On the Compressive Power of Boolean Threshold Autoencoders by Melkman, Avraham A., Guo, Sini, Ching, Wai-Ki, Liu, Pengyu, Akutsu, Tatsuya

“…An autoencoder is a layered neural network whose structure can be viewed as consisting of an encoder, which compresses an input vector to a lower dimensional…”
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Fuzzy hidden Markov-switching portfolio selection with capital gain tax by Guo, Sini, Ching, Wai-Ki, Li, Wai-Keung, Siu, Tak-Kuen, Zhang, Zhiwen

“…•An adjusted fuzzy number is introduced and some properties are studied.•A fuzzy regime switching portfolio selection model is proposed.•The impact of capital…”
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Adaptive online mean-variance portfolio selection with transaction costs by Guo, Sini, Gu, Jia-Wen, Ching, Wai-Ki, Lyu, Benmeng

“…Online portfolio selection is attracting increasing attention in both artificial intelligence and finance communities due to its efficiency and practicability…”
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Game analysis and benefit allocation in international projects among owner, supervisor and contractor by Ding, Hao, Wang, Yong, Guo, Sini, Xu, Xiaofeng, Che, Cheng

“…International projects are different from general domestic ones. In order to analyse the differences, a tripartite game model is built up to describe the…”
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Discrimination of attractors with noisy nodes in Boolean networks by Cheng, Xiaoqing, Ching, Wai-Ki, Guo, Sini, Akutsu, Tatsuya

“…Automatica 130 (2021) 109630 Observing the internal state of the whole system using a small number of sensor nodes is important in analysis of complex…”
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On the Compressive Power of Boolean Threshold Autoencoders by Melkman, Avraham A, Guo, Sini, Ching, Wai-Ki, Liu, Pengyu, Akutsu, Tatsuya

“…IEEE Transactions on Neural Networks and Learning Systems, 2021 An autoencoder is a layered neural network whose structure can be viewed as consisting of an…”
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