成果/Result
- Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces被引量：180收藏
- 作者：Qian, Xi-Yuan Liu, Ya-Min Jiang, Zhi-Qiang Podobnik, Boris Zhou, Wei-Xing Stanley, H. Eugene
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;Boston Univ;Boston Univ
- 来源：PHYSICAL REVIEW E 2015
- 关键词：Brownian movement - Fractals - Time series analysis - Asphaltenes - Crude oil - Factor analysis - White noise - Correlation methods
- Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes被引量：85收藏
- 作者：Qian, Xi-Yuan Gu, Gao-Feng Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2011
- 关键词：Econophysics Detrended fluctuation analysis Empirical mode decomposition Correlations Multifractality Stock markets
- Cross-sample entropy of foreign exchange time series被引量：64收藏
- 作者：Liu, Li-Zhi Qian, Xi-Yuan Lu, Heng-Yao
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2010
- 关键词：Cross-sample entropy (cross-SampEn) Foreign exchange rate Time series
- Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests被引量：20收藏
- 作者：Qian, Xi-Yuan Song, Fu-Tie Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：threshold autoregressive (TAR) model unit root Chinese stock market regime change crashes
- Analysis of two-phase sampling data with semiparametric additive hazards models被引量：16收藏
- 作者：Sun, Yanqing Qian, Xiyuan Shou, Qiong Gilbert, Peter B.
- 机构：Univ North Carolina Charlotte;East China Univ Sci & Technol;Merck China & Co Inc;Univ Washington;Fred Hutchinson Canc Res Ctr
- 来源：LIFETIME DATA ANALYSIS 2017
- 关键词：Asymptotics Augmented inverse probability weighted estimation Auxiliary variables Double robustness Efficiency Estimating equations HIV vaccine efficacy trial Inverse probability weighted complete-case Parametric regression Time-varying effects
- Bayesian expectile regression with asymmetric normal distribution被引量：9收藏
- 作者：Xing, Ji-Ji Qian, Xi-Yuan
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 2017
- 关键词：Asymmetric normal distribution Bayesian inference expectile regression Markov chain Monte Carlo methods 62F15
- Semiparametric additive time-varying coefficients model for longitudinal data with censored time origin被引量：3收藏
- 作者：Sun, Yanqing Shou, Qiong Gilbert, Peter B. Heng, Fei Qian, Xiyuan
- 机构：Univ North Carolina Charlotte;MSD R&D China Co Ltd;Univ Washington;Fred Hutchinson Canc Res Ctr;Univ North Florida
- 来源：BIOMETRICS 2023
- 关键词：censored time origin kernel smoothing longitudinal data random sampling times Step vaccine trial weight selection
- Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS被引量：1收藏
- 作者：Chang, Chen-Ye Qian, Xi-Yuan Jian, Sheng-Yuan
- 机构：E China Univ Sci & Technol
- 来源：JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 2012
- 关键词：Bayesian inference Chinese stock market conditional constant correlations DIC MCMC multivariate GARCH and stochastic volatility prior for correlation matrix sector index WinBUGS
- Bridging the Semantic Gap: An Ensemble Learning Framework With Textual Topic-Raw Financial Feature Fusion to Enhance Fraud Detection in Chinese Markets被引量：0收藏
- 作者：Wei, Congying Qian, Xiyuan
- 机构：East China Univ Sci & Technol
- 来源：JOURNAL OF MATHEMATICS 2025
- 关键词：ensemble learning classifiers financial fraud detection latent Dirichlet allocation (LDA) textual topic indicator
