The following pages link to Ping Chen (Q316718):
Displaying 50 items.
- A new online calibration method for multidimensional computerized adaptive testing (Q316719) (← links)
- A multi-restart iterated local search algorithm for the permutation flow shop problem minimizing total flow time (Q340272) (← links)
- (Q418394) (redirect page) (← links)
- Online calibration methods for the DINA model with independent attributes in CD-CAT (Q418396) (← links)
- Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory (Q474257) (← links)
- Analytical solutions to the Navier-Stokes equations for non-Newtonian fluid (Q603194) (← links)
- Free boundary problem for compressible flows with density-dependent viscosity coefficients (Q651977) (← links)
- Valuation of stock loan under uncertain stock model with floating interest rate (Q780313) (← links)
- Continuous-time mean-variance portfolio selection with no-shorting constraints and regime-switching (Q781061) (← links)
- Using EM algorithm for finite mixtures and reformed supplemented EM for MIRT calibration (Q823877) (← links)
- Optimal dividends and capital injections in the dual model with a random time horizon (Q887106) (← links)
- Feature assembly method for extracting relations in Chinese (Q896435) (← links)
- An improved NEH-based heuristic for the permutation flowshop problem (Q925842) (← links)
- A vacuum problem for multidimensional compressible Navier-Stokes equations with degenerate viscosity coefficients (Q933155) (← links)
- Direct approach to quantum extensions of Fisher information (Q934350) (← links)
- An iterated local search algorithm for the permutation flowshop problem with total flowtime criterion (Q959513) (← links)
- Detection of outliers and patches in bilinear time series models (Q966362) (← links)
- Almost sure exponential stability of delayed Hopfield neural networks (Q998572) (← links)
- Regression analysis of right-censored failure time data with missing censoring indicators (Q1036921) (← links)
- Evolving multi-humped distributions of stock market prices -- an empirical observation of nonequilibrium behavior (Q1349416) (← links)
- Zeroth law of thermodynamics and transitivity of simultaneity (Q1380923) (← links)
- Transition probability, dynamic regimes, and the critical point of financial crisis (Q1618427) (← links)
- Berry-Esseen bounds of weighted kernel estimator for a nonparametric regression model based on linear process errors under a LNQD sequence (Q1691316) (← links)
- Multidimensional credibility estimators with random common effects and time effects (Q1697673) (← links)
- Dual-channel supply chain decisions under asymmetric information with a risk-averse retailer (Q1699178) (← links)
- On convergence rates of game theoretic reinforcement learning algorithms (Q1737909) (← links)
- Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841) (← links)
- The 3-way intersection problem for kite systems (Q1756133) (← links)
- Self-similar solutions of the compressible flow in one-space dimension (Q1789785) (← links)
- Markowitz's mean-variance defined contribution pension fund management under inflation: a continuous-time model (Q2015657) (← links)
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
- Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples (Q2029209) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
- Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors (Q2038963) (← links)
- Dynamic discrete-time portfolio selection for defined contribution pension funds with inflation risk (Q2076455) (← links)
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
- Existence of solutions for subquadratic convex operator equations at resonance and applications to Hamiltonian systems (Q2124970) (← links)
- Equivalence of ray monotonicity properties and classification of optimal transport maps for strictly convex norms (Q2156033) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio (Q2186907) (← links)
- Multidimensional balanced credibility model with time effect and two level random common effects (Q2190269) (← links)
- Optimal online calibration designs for item replenishment in adaptive testing (Q2195806) (← links)
- Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps (Q2195957) (← links)
- Asymptotic normality for wavelet estimators in heteroscedastic semiparametric model with random errors (Q2219873) (← links)
- Nonparametric estimation for the diffusion coefficient of multidimensional time-varying diffusion processes (Q2220436) (← links)
- Active control of flexural waves in a phononic crystal beam with staggered periodic properties (Q2229614) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Clocks and Fisher information (Q2276522) (← links)
