Showing 1 - 10 of 48
We investigate the properties of a graphene system taking into account both the on-site Coulomb repulsion and the Rashba spin-orbit coupling caused by a transverse electric field by using a mean-field approximation of the Hubbard model. It is found that by increasing the strength of the Rashba...
Persistent link: https://www.econbiz.de/10011240805
Renewable energy policy evolution of the BRICs is analyzed and assessed quantitatively based on the Bai and Perron’ s structure breaks test. Results indicate no break for time series of renewable production in Russia, while series of renewable production and consumption are characterized as...
Persistent link: https://www.econbiz.de/10010577196
In this paper, a modified least squares support vector machine classifier, called the C-variable least squares support vector machine (C-VLSSVM) classifier, is proposed for credit risk analysis. The main idea of the proposed classifier is based on the prior knowledge that different classes may...
Persistent link: https://www.econbiz.de/10008487361
Based on the daily price data of the Chinese Yuan (RMB)/US dollar exchange rate and the Shanghai Stock Composite Index, we conducted an empirical analysis of the cross-correlations between the Chinese exchange market and stock market using the multifractal cross-correlation analysis method. The...
Persistent link: https://www.econbiz.de/10010591422
Five-category loan classification (FCLC) is an international financial regulation approach. Recently, the application and implementation of FCLC in the Chinese microfinance bank has mostly relied on subjective judgment, and it is difficult to control and lower loan risk. In view of this, this...
Persistent link: https://www.econbiz.de/10010569696
Energy strategy evolution of China and US is assessed quantitatively based on Bai and Perron' s structure breaks test. Results indicate no break for time series of energy intensity, while series of carbon emissions per GDP, proportion of renewable energy production and oil importing reliance are...
Persistent link: https://www.econbiz.de/10008923158
We investigate the properties of additive consistent intuitionistic fuzzy preference relations (IFPR). Usually, consistency in fuzzy preference relations (FPR) is associated with transitivity such as general transitivity, weak transitivity, and restricted max–max transitivity. This paper...
Persistent link: https://www.econbiz.de/10008690093
We propose a new method called the multifractal asymmetric detrended cross-correlation analysis method (MF-ADCCA) to investigate the asymmetric cross-correlations in nonstationary time series that combine the multifractal detrended cross-correlation analysis (MF-DCCA) and asymmetric detrended...
Persistent link: https://www.econbiz.de/10010709975
We utilized asymmetric multifractal detrended fluctuation analysis in this study to examine the asymmetric multifractal scaling behavior of Chinese stock markets with uptrends or downtrends. Results show that the multifractality degree of Chinese stock markets with uptrends is stronger than that...
Persistent link: https://www.econbiz.de/10010603442
Persistent link: https://www.econbiz.de/10005477936