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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
噪声 异步高频 数据估算 因子 现货波动率 矩阵
2023/5/4
With noisy and asynchronous high-frequency data collected for an ultra-large number of assets, we estimate high-dimensional spot volatility matrices satisfying a low-rank plus sparse structure. A loca...
Fractional Factorial Designs With Admissible Sets of Clear Two-Factor Interactions
Fractional Factorial Designs Admissible Sets Clear Two-Factor Interactions
2015/3/20
Fractional Factorial Designs With Admissible Sets of Clear Two-Factor Interactions.
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篇名
Involvement of SMAD4, but not of SMAD2, in transforming growth factor-beta1-induced trophoblast expression of matrix metalloproteinase-2.
语种
英文
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作者
Hai-Yan Lin,Qing Yang,Hong-Mei Wang,...
An Example of an Indecomposable Module Without Non-Zero Hollow Factor Modules
Hollow modules Indecomposable modules Lifting modules coalgebras
2010/2/26
A module M is called hollow-lifting if every submodule N of M such that M/N is hollow contains a direct summand D \subseteq N such that N/D is a small submodule of M/D. A module M is called lifting if...