The following pages link to Tiejun Ma (Q439473):
Displayed 6 items.
- A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction (Q439474) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from virtual globes and its rate of diffusion in a financial market (Q2424780) (← links)
- Turning the heat on financial decisions: examining the role temperature plays in the incidence of bias in a time-limited financial market (Q2670551) (← links)
- Data-driven mixed-integer linear programming-based optimisation for efficient failure detection in large-scale distributed systems (Q2673583) (← links)
- Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures (Q6343888) (← links)