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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/4/17
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Improved Approximation Ratios of Fixed-Price Mechanisms in Bilateral Trades
双边贸易 固定价格机制 近似比率
2023/4/18
We study the performance of fixed-price mechanisms in the bilateral trade problem. We improve the approximation ratios of welfare-optimal mechanisms in several settings. In particular, when we have on...
SPE/EAGE Reservoir Life Cycle Management Workshop: Innovation and Sustainability in Dynamic Oil Price Environment
Oil Pric oil industry
2016/7/27
Reservoir Life Cycle Management requires the right combination of reservoir characterisation, field development planning, project execution and continuous performance review of all key performance ind...