Portfolio allocation is an important topic in financial data analysis. In this article, based on the mean-variance optimization principle, we propose a synthetic regression model for construction o…
Motivated by two examples concerning global warming and monthly total import and export by China, we study time series that contain a nonparametric periodic component with an unknown period, a nonp…
In recent years, the proximal gradient method and its variants have been generalized to Riemannian manifolds for solving optimization problems with an additively separable structure, i.e., f+h, whe…
In this article, we introduce a novel varying-coefficient panel-data model with locally stationary regressors and unknown group structure, in which the number of groups and the group membership are…
Problem definition: In many resource scheduling problems for services with scheduled starting and completion times (e.g., airport gate assignment), a common approach is to maintain appropriate buff…
In this paper, we study a tumor-immune system interaction model with dendritic cell therapy and immune response delay. First, it is shown that the ODE version of the model has a Bogdanov–Takens (…
Problem definition: Qualcomm, the largest cellphone chipmaker in the world, had adopted a cross-licensing agreement with its clients, downstream cellphone manufacturers. It requires cellphone manuf…
Highly coherent lasers with spectral hyperpurity can further advance the fields of science and engineering. Especially, a light source with controllable frequency domain parameters can be adapted t…
The Kerr microresonators have aroused widespread interests for their ultrahigh integration, compatible fabrication and ultralow energy consumption. Similar to the traditional mode-locked fiber lase…
We provide a reduced-rank approach (RRA) to extract a few factors from a large set of factor proxies and apply the extracted factors to model the cross-section of expected stock returns. Empiricall…