登录
山东大学
English
首页
科学研究
研究领域
论文成果
专利
著作成果
科研项目
科研团队
教学研究
教学资源
授课信息
教学成果
获奖信息
招生信息
学生信息
我的相册
教师博客
杨淑振
赞
教授
性别:男
在职信息:在职
所在单位:中泰证券金融研究院
入职时间:2014-07-18
学术荣誉:
手机版
访问量:
最后更新时间:
.
.
当前位置
中文主页
>>
科学研究
>>
论文成果
[1] . 次线性期望下ES的计算和实证分析. 应用概率统计, 39, 623-632, 2023.
[2] . Imbalanced binary classification under distribution uncertainty. Information Sciences, 156, 2023.
[3] . Lp estimations of fully coupled FBSDEs. systems & control letters, 172, 1, 2023.
[4] . Improving Value-at-Risk Prediction Under Model Uncertainty. Journal of Financial Econometrics, 21, 228, 2023.
[5] . k-sample upper expectation linear regression-Modeling, identifiability, estimation and prediction. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 170, 15-26, 2016.
[6] . The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 94, 2337, 2021.
[7] . DISTRIBUTIONAL UNCERTAINTY OF THE FINANCIAL TIME SERIES MEASURED BY G-EXPECTATION. Theory of Probability and Its Applications, 66, 729, 2022.
[8] 嵇少林. Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-depe. Stochastic analysis and applications, 39, 91, 2021.
[9] . On an optimal extraction problem with regime switching. ADVANCES IN APPLIED PROBABILITY, 671, 2018.
[10] . k-sample upper expectation linear regression-Modeling, identifiability, estimation and prediction. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 170, 15-26, 2016.
[11] . Lp estimations of fully coupled FBSDEs. systems & control letters, 172, 1, 2023.
[12] . Improving Value-at-Risk Prediction Under Model Uncertainty. Journal of Financial Econometrics, 21, 228, 2023.
[13] 彭滢. The connection between discrete and continuous state constrained optimal control systems. International Journal of Control, 94, 2337, 2021.
[14] 杨淑振. A varying terminal time mean-variance model. Systems and Control Letters, 162, 2022.
[15] 杨淑振. Multi-time state mean-variance model in continuous time*. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 27, 2021.
[16] 彭实戈. DISTRIBUTIONAL UNCERTAINTY OF THE FINANCIAL TIME SERIES MEASURED BY G-EXPECTATION. Theory of Probability and Its Applications, 66, 729, 2022.
[17] 杨淑振. Stochastic maximum principle for optimal control problem with a stopping time cost functional. INTERNATIONAL JOURNAL OF CONTROL , 2022.
[18] 宫晓琳. 基于概率统计不确定性模型的CCA方法. 管理科学学报, 23, 55, 2020.
[19] 杨淑振. A varying terminal time structure for stochastic optimal control under constrained condition. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 30, 5181, 2020.
[20] 嵇少林. Non-Markovian fully coupled forward-backward stochastic systems and classical solutions of path-depe. Stochastic analysis and applications, 39, 91, 2021.
共51条 1/3
首页
上页
下页
尾页
页
版权所有 ©山东大学 地址:中国山东省济南市山大南路27号 邮编:250100
查号台:(86)-0531-88395114
值班电话:(86)-0531-88364731 建设维护:山东大学信息化工作办公室