Narrow search
Showing 1 - 10 of 84
Cover Image
An np control chart for monitoring the mean of a variable based on an attribute inspection
Wu, Zhang; Khoo, Michael B. C.; Shu, Lianjie; Jiang, Wei - In: International journal of production economics 121 (2009) 1, pp. 141-147
Persistent link: https://www.econbiz.de/10003922542
Cover Image
Adaptive CUSUM charts for monitoring linear drifts in Poisson rates
He, Feng; Shu, Lianjie; Tsui, Kwok-Leung - In: International journal of production economics 148 (2014), pp. 14-20
Persistent link: https://www.econbiz.de/10010251556
Cover Image
An adaptive CUSUM chart for monitoring poisson rates with increasing population sizes
Zhao, Honghao; Shu, Lianjie; Jiang, Wei; Tsui, Kwok-Leung - In: European journal of industrial engineering : EJIE 9 (2015) 5, pp. 692-715
Persistent link: https://www.econbiz.de/10011560998
Cover Image
Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues
Shi, Fangquan; Shu, Lianjie; Yang, Aijun; He, Fangyi - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 8, pp. 2700-2731
Persistent link: https://www.econbiz.de/10012384771
Cover Image
High-dimensional index tracking based on the adaptive elastic net
Shu, Lianjie; Shi, Fangquan; Tian, Guoliang - In: Quantitative finance 20 (2020) 9, pp. 1513-1530
Persistent link: https://www.econbiz.de/10012295621
Cover Image
Sparse Bayesian variable selection with correlation prior for forecasting macroeconomic variable using highly correlated predictors
Yang, Aijun; Xiang, Ju; Shu, Lianjie; Yang, Hongqiang - In: Computational economics 51 (2018) 2, pp. 323-338
Persistent link: https://www.econbiz.de/10011963673
Cover Image
A distribution-free control chart for monitoring high-dimensional processes based on interpoint distances
Shu, Lianjie; Fan, Jinyu - In: Naval research logistics : an international journal 65 (2018) 4, pp. 317-330
Persistent link: https://www.econbiz.de/10011969332
Cover Image
High-dimensional sparse index tracking based on a multi-step convex optimization approach
Shi, Fangquan; Shu, Lianjie; Luo, Yiling; Huo, Xiaoming - In: Quantitative finance 23 (2023) 9, pp. 1361-1372
Persistent link: https://www.econbiz.de/10014339936
Cover Image
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang; Shu, Lianjie; Gu, Xinhua - In: Journal of empirical finance 70 (2023), pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Cover Image
An enhanced factor model for portfolio selection in high dimensions
Shi, Fangquan; Shu, Lianjie; Gu, Xinhua - In: Journal of financial econometrics 22 (2024) 1, pp. 94-118
Persistent link: https://www.econbiz.de/10014526307