In this paper, a scaled independent component analysis (sICA) method is proposed for finding potential factors with more predictive power. The core idea is to improve the predictive effect of the model by giving more weight to those variables with stronger predictive power before estimating the...

The connections and volatilities of financial institutions are important features in studies on the financial market. Based on the tail-event-driven networks reflecting the risk interdependence between financial institutions, we introduce quantile regression to achieve the dynamic ranking of...

Purpose: Alliance between manufacturing and logistics industry is a new model of the joint development of the two industries. A reasonable profit allocation mechanism is the key to ensure the stable operation of the alliance, as well as to achieve the desired objectives. Based on uncertainty of...