成果与出版物
教授学生共同参与
Optimal lifetime income annuity without bequest: Single and annual premiums
PremiumsAnnuitiesOptimal allocationRisk aversionInnovation links, information diffusion, and return predictability: Evidence from China
Innovation linkPatent citationInformation diffusionReturn predictabilityMeasurement and determinants of innovation efficiency and its impact on asset prices
DEA modeldynamic SBM modelinnovation efficiencydeterminantsTobit regressionFama-MacBeth cross-sectional teststock returnsportfolio strategiesChinaA survey on attribute-based encryption for internet of things
Internet of ThingsABEKP-ABECP-ABEHABEaccess structurebilinear mapasymmetric cryptographysecurityMachine Learning Techniques for Sentiment Analysis of Hotel Reviews
Support vector machinesSentiment analysisMachine learning algorithmsFeature extractionNaive Bayes methodsResource managementTask analysisStock Investment Strategies and Portfolio Analysis
Markowitz’s portfolio theorySharpe ratioMonte Carlo simulationBack-testing
