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Aggregating risk matrices under a normative framework 期刊论文
Journal of Risk Research, 2021, 卷号: 24, 期号: 8, 页码: 999-1015
作者:  Wu DS(吴登生)
Adobe PDF(2619Kb)  |  收藏  |  浏览/下载：269/1  |  提交时间：2022/03/09
risk matrix  
Simultaneously capturing multiple dependence features in bank risk integration: A mixture copula framework 专著章节/文集论文
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Technology, Singapore:World Scientific, 2020
作者:  Zhu, Xiaoqian;  Li, Jianping;  Wu, Dengsheng
Adobe PDF(2192Kb)  |  收藏  |  浏览/下载：165/0  |  提交时间：2021/01/17
Support Vector Machines Based Methodology for Credit Risk Analysis 专著章节/文集论文
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Technology, Singapore:World Scientific, 2020
作者:  Jianping Li;  Mingxi Liu;  Cheng-Few Lee;  Dengsheng Wu
Adobe PDF(696Kb)  |  收藏  |  浏览/下载：276/0  |  提交时间：2021/01/26
Support Vector Machines  Feature Extraction  Kernel Function Selection  Hyper-Parameter Optimization  Credit Risk Classification  
Mapping the evaluation results between quantitative metrics and meta-synthesis from experts' judgements: evidence from the Supply Chain Management and Logistics journals ranking 期刊论文
SOFT COMPUTING, 2020, 卷号: 24, 期号: 0, 页码: 6227-6243
作者:  Yuan, Lili;  Li, Jianping;  Li, Ruoyun;  Lu, Xiaoli;  Wu, Dengsheng
Adobe PDF(1248Kb)  |  收藏  |  浏览/下载：164/0  |  提交时间：2021/01/16
A Systematic Overview of Operations Research/Management Science Research in Mainland China: Bibliometric Analysis of the Period 2001-2013 期刊论文
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2016, 卷号: 33, 期号: 6, 页码: 1-26
作者:  Wu Dengsheng;  Xie Yongjia;  Dai Qianzhi;  Li Jianping
Adobe PDF(455Kb)  |  收藏  |  浏览/下载：313/0  |  提交时间：2017/08/30
基于互信息熵的国家风险相关性研究 期刊论文
系统工程理论与实践, 2015, 期号: 7, 页码: 1657-1665
作者:  姚晓阳;  孙晓蕾;  吴登生;  杨玉英;  北京市海淀区中关村北一条15号科研综合楼
Adobe PDF(2391Kb)  |  收藏  |  浏览/下载：276/0  |  提交时间：2016/07/22
Change point detection for subprime crisis in American banking: From the perspective of risk dependence 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2015, 期号: 38, 页码: 18-28
作者:  Zhu, Xiaoqian;  Xie, Yongjia;  Li, Jianping;  Wu, Dengsheng
Adobe PDF(1085Kb)  |  收藏  |  浏览/下载：277/0  |  提交时间：2016/09/08
Risk integration and optimization of oil-importing maritime system: a multi-objective programming approach 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2015, 期号: 234, 页码: 57-76
作者:  Li, Jianping;  Sun, Xiaolei;  Wang, Fei;  Wu, Dengsheng
Adobe PDF(923Kb)  |  收藏  |  浏览/下载：305/0  |  提交时间：2016/09/08
Ranking the research productivity of business and management institutions in Asia-Pacific region: empirical research in leading ABS journals 期刊论文
SCIENTOMETRICS, 2015, 期号: 105, 页码: 1253-1272
作者:  Wu, Dengsheng;  Li, Minglu;  Zhu, Xiaoqian;  Song, Hongfang;  Li, Jianping
Adobe PDF(934Kb)  |  收藏  |  浏览/下载：250/0  |  提交时间：2016/09/08
Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 期号: 404208, 页码: 1-8
作者:  Li, JP;  Zhu, XQ;  Chen, JM;  Gao, LJ;  Feng, JC;  Wu, DS;  Sun, XL;  北京8712信箱
Adobe PDF(1972Kb)  |  收藏  |  浏览/下载：312/0  |  提交时间：2016/09/19