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| 1 | Optimal production and procurement decisions in a supply chain with an option contract and partial backordering under uncertainties 显示文摘 | HU Fei LIM C C LU Zudi | 2014 | Applied Mathematics and Computation2014,232,: | 1 |
| 2 | Index- exciting CAViaR: A new empirical time-varying risk model 显示文摘 | Focardi S Fukushima Masao Lu Zudi | 2010 | Studies in Nonlinear Dynamics & Econometrics2010,,14: | 1 |
| 3 | Casual Linkage among Shanghai, Shenzhen, and Hong Kong Stock Markets 显示文摘 | Hongquan Zhu Zudi Lu and Shouyang Wang | 2004 | Inlernational Journal of Theoretical and Applied Finance2004,,2: | 1 |
| 4 | geometric ergodicity of a multivariate nonlinear AR model witn an ARCH term显示文摘 | LU Zudi JIANG Zhenyu | 2001 | Statistics Probability Letters2001,51,: | 1 |
| 5 | Coordination in a Single-Retailer Two-Supplier Supply Chain under Random Demand and Random Supply with Disruption显示文摘 | Fei Hu Cheng-Chew Lim Zudi Lu Xiaochen Sun Xiang Li | 2013 | Discrete Dynamics in Nature and Society2013,,: | 1 |
| 6 | Coordination of supply chains with a flexible ordering policy under yield and demand uncertainty显示文摘 | Fei Hu Cheng-Chew Lim Zudi Lu | 2013 | International Journal of Production Economics2013,,: | 1 |
| 7 | L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term显示文摘 | Lu Zudi Jiang Zhenyu | 2001 | Statistics & Probability Letters2001,51,: | 1 |
| 8 | Quantile regression: application and current research areas显示文摘 | Yu K Zudi Lu Julian Stander | 2003 | Journal of the Royal Statistical Society2003,52,3: | 1 |
| 9 | Quantile regression: applications and current research areas显示文摘 | Yu Keming Lu Zudi Stander J | 2003 | Statistician2003,52,3: | 1 |
| 10 | Extraction of Herba Lycopi Polysaccharide and Study of Its Antioxidant Activity by Cellulase Method显示文摘[Objectives] To optimize the extraction process of Herba Lycopi polysaccharide by cellulase,and study its antioxidant activity.[Methods]The single factor test and orthogonal test were conducted to study the effect of p H,enzyme dosage,enzymolysis temperature and extraction time on the extraction of Herba Lycopi polysaccharide. And the test was done about its scavenging effect on DPPH radicals and superoxide anions,and the antioxidant activity was evaluated. [Results] The optimum extraction process by cellulase method was as follows: p H value of 7; enzyme dosage of 4 ml; enzymolysis temperature of 40 ℃; extraction time of 2. 5 h. The average extraction rate of Herba Lycopi polysaccharide was 10. 70%,and RSD was 0. 17%. The antioxidant activity test showed that Herba Lycopi polysaccharide had a significant scavenging effect on radicals. [Conclusions] Herba Lycopi polysaccharides had strong antioxidant activity,and could provide a scientific basis for the development and utilization of Herba Lycopi medicinal resources. | Tao HUANG Zhaoping ZHANG Zudi YAN Yunda LI Yuanhui LI Ying HUANG Tingzhang HUANG Qiaorong YU Mengyao LIN Wende LU Suoyi HUANG | 2017 | Medicinal Plant2017,8,3: | 1 |
| 11 | Kernel density estimation for spatial processes: the L 1 theory显示文摘 | Marc Hallin Zudi Lu Lanh T. Tran | 2003 | Journal of Multivariate Analysis2003,,: | 1 |
| 12 | Exponentially smoothing the Skewed Laplace distribution for Value- at-Risk forecasting 显示文摘 | Gerlach R Lu Zudi Huang Hai | 2013 | Journal of Forecasting2013,32,6: | 1 |
| 13 | Index-ex- citing CAViaR~ A new empirical time-varying risk model显示文摘 | Huang Dashan Yu Baimin Lu Zudi | 2010 | Studies in Nonlinear Dynamics ~ Economet- rics2010,14,2: | 1 |
| 14 | An MA-MRR model for transaction-level analysis of highfrequency trading processes显示文摘The transaction-level analysis of security price changes by Madhavan,Richardson,and Roomans(1997,hereafter MRR)is a useful framework for financial analysis.The first-order Markov property of trading indicator variables is a critical assumption in the MRR model,which contradicts the information lag empirically demonstrated in high-frequency trading processes.In this study,a nonparametric test is employed,which shows that the Markov property of the trading indicator variables is rejected on most trading days.Based on the spread decomposed structure,an MA-MRR model was proposed with a moving average structure adopted to absorb the information lag as an extension.The empirical results show that the information lag plays an important role in measuring the adverse selection risk parameter and that the difference in this parameter between the original and the extension is significant.Furthermore,our analysis suggests that the information lag parameter is a useful measure of the average speed at which information is incorporated into prices. | Qiang Zhang Zudi Lu Shancun Liu Haijun Yang Jingrui Pan | 2024 | Journal of Management Science and Engineering2024,9,1: | 0 |