风险管理测度VaR和TCE的实证研究
针对单一金融产品和由多种资产组成的投资组合两种情况,用几只股票的历史收盘数据实证比较了两种先进的度量金融市场风险测度———风险值(VaR)和尾部条件期望(TCE)的有效性。结果显示,TCE比VaR更有效。
Two-stage Hydroacoustic Signal Demodulation Based on Attention and Generative Lightweight Folding U-network
Hydroacoustic signal demodulation plays a crucial role in underwater communication systems. Recently, deep learning-based methods have gained popularity due to their ability to …
ST-SSNet: Spatio-temporal feature fusion-based DOA estimation network for underwater array signals
For Underwater Internet of Things (UIoT) applications, the accurate and efficient estimation of the direction of arrival (DOA) is fundamental to technologies such as node …
Modeling and Optimal Control of Spatiotemporal Malware Propagation in Underwater Wireless Sensor Networks
Underwater wireless sensor networks (UWSNs) have been shown to overcome the environmental extremes and energy dependency issues faced by traditional IoT in marine environments, …