Search Results - "Hui, Yongchang"

A new test of multivariate nonlinear causality by Bai, Zhidong, Hui, Yongchang, Jiang, Dandan, Lv, Zhihui, Wong, Wing-Keung, Zheng, Shurong

“…The multivariate nonlinear Granger causality developed by Bai et al. (2010) (Mathematics and Computers in simulation. 2010; 81: 5-17) plays an important role…”
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A Reliability Test of a Complex System Based on Empirical Likelihood by Zhou, Yan, Fu, Liya, Zhang, Jun, Hui, Yongchang

“…To analyze the reliability of a complex system described by minimal paths, an empirical likelihood method is proposed to solve the reliability test problem…”
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Locally Linear Detail Injection for Pansharpening by Liu, Junmin, Hui, Yongchang, Zan, Peng

“…This paper presents a novel method, referred to as locally linear detail injection (LLDI), for the pansharpening problem, which is based on the assumption that…”
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The effect of Knudsen diffusion and adsorption on shale transport in nanopores by Chen, Jie, Hou, Jiangyong, Wang, Rui, Hui, Yongchang

“…Shale transport properties are investigated by numerical simulations of a simple, physics-based continuum model. Shale samples from the Yanchang Triassic…”
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Modelling ℤ-valued time series with Skellam thinning-based INAR(1) process by Kang, Yao, Song, Junrong, Zhang, Yuteng, Hui, Yongchang

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Pragmatic attitude to large-scale Markowitz’s portfolio optimization and factor-augmented derating by Hui, Yongchang, Shi, Mengjie, Wong, Wing-Keung, Zheng, Shurong

“…In this paper, we propose a Factor-Augmented Derating (FAD) method for large-scale mean–variance portfolio optimization to further overcome the overprediction…”
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Portfolio selection through Maslow's need hierarchy theory by Li, Zongxin, Chen, Zhiping, Hui, Yongchang

“…Inspired by Maslow's need hierarchy theory, we construct a new portfolio selection framework using the bi-level optimization technique in which the lower-level…”
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A modified BDS test by Luo, Wenya, Bai, Zhidong, Zheng, Shurong, Hui, Yongchang

“…The BDS test is a test for detecting whether a random sequence is i.i.d. (independent and identically distributed). It has been used in economics and finance…”
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Recursive risk measures under regime switching applied to portfolio selection by Chen, Zhiping, Liu, Jia, Hui, Yongchang

“…In this paper, we define the conditional risk measure under regime switching and derive a class of time consistent multi-period risk measures. To do so, we…”
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Convex risk measures based on generalized lower deviation and their applications by Fu, Tianwen, Zhuang, Xinkai, Hui, Yongchang, Liu, Jia

“…Considering the implementability and the properties that a reasonable and realistic risk measure should satisfy, we propose a new class of risk measures based…”
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Could significant regression be treated as insignificant: An anomaly in statistics? by Cheng, Yushan, Hui, Yongchang, Liu, Shuangzhe, Wong, Wing-Keung

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Market liberalizations and efficiency in Latin America by Chow, Sheung Chi, Hui, Yongchang, Vieito, João Paulo, Zhu, ZhenZhen

“…Purpose This paper aims to examine the impact of stock market liberalization on efficiency of the stock markets in Latin America. Design/methodology/approach…”
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Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test by Bai, Z., Hui, Y., Wong, W.-K., Zitikis, R.

“…We propose and develop mean-variance-ratio (MVR) statistics for comparing the performance of prospects (e.g., investment portfolios, assets, etc.) after the…”
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Multilevel Matrix Factor Model by Zhang, Yuteng, Hui, Yongchang, Song, Junrong, Zheng, Shurong

“…Large-scale matrix data has been widely discovered and continuously studied in various fields recently. Considering the multi-level factor structure and…”
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"Missing-As-Complete" (MAC) Strategy and Hybrid Loss Guided Network Training for Seismic Data Reconstruction by Fei, Xue, Hui, Yongchang, Wu, Bangyu, Wang, Rongwei, Lian, Ximeng

“…Missing trace reconstruction is a basic step in seismic data processing workflow. Recently, many deep learning based seismic data reconstruction methods have…”
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Could significant regression be treated as insignificant: An anomaly in statistics? by Cheng, Yushan, Hui, Yongchang, Liu, Shuangzhe, Wong, Wing-Keung

“…Literature has found that regression of independent (nearly) nonstationary time series could be spurious. We incorporate this idea to examine whether…”
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A New Test of Multivariate Nonlinear Causality by Bai, Zhidong, Hui, Yongchang, Lv, Zhihui, Wong, Wing-Keung, Zheng, Shurong, Zhu, Zhenzhen

“…The multivariate nonlinear Granger causality developed by Bai et al. (2010) plays an important role in detecting the dynamic interrelationships between two…”
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The Hiemstra-Jones Test Revisited by Bai, Zhidong, Hui, Yongchang, Lv, Zhihui, Wong, Wing-Keung, Zhu, Zhen-Zhen

“…The famous Hiemstra-Jones (HJ) test developed by Hiemstra and Jones (1994) plays a significant role in studying nonlinear causality. Over the last two decades,…”
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