柳向东

发布者:2025-12-05发布者:561

  1. Liu Xiangdong,Qian Hangyong. The Davis-Gut law for moving average processes. Statistics and Probability Letters, 2015, 104:1-6. (A2,第1作者)

  2. Liu Xiangdong, Liu,Jingxia. Moments of the maximum of normed partial sums of ρ-mixing random variables. Appl. Math. J. Chinese Univ, 2009, 24:355-360.A2,第1作者

  3. Liu Xiangdong,,Guo, Hui. A note on the Davis-Gut law. Statistics and Probability Letters, 2015, 105:163-167.( A2,第1作者)

  4. Liu Xiangdong, On complete convergence for arrays of row-wise negatively associated random variables. Theory of probability and its application, 2008, 52:323-328. ( A2,同第1作者)

  5. Liu Xiangdong, Guan,Zongping. Strong law for linear processes, Journal of inequalities and applications. 2015,144:1-10. (A2,第1作者)

  6. Qiu, Dehua, Liu Xiangdong, Complete moment convergence for maximal partial sums under NOD setup. Journal of inequalities and applications. 201558:1-12. ( A2,通讯作者)

  7. Liu Xiangdong, Hu,Xiaojuan. Exact Solutions of the Transform of term Structure of interest Rates under Lévy Jumps. International Journal of Applied Mathematics and Statistics, 2015,53(3):87-95. (1作者)

  8. Liu Xiangdong. Asymptotic behavior of random walks with resting state in ergodic environments. Recent Progress in Data Engineering and Internet Technology. Springer, 2013, 421-427.(EI)

  9. Liu Xiangdong. Zhong, Nie. Pricing Life Insurance with Jump Poisson-diffusion Under No-arbitrage Framework. International Journal of Applied Mathematics and Statistics, Vol 52, No.9, 2014, 53-62.(B)

  10. Liu Xiangdong ,Xiong jie, Zhang shuaiqi, The Gerber-Shiu discounted penalty function in the classical risk model with impulsive divided policy, Statistics and Probability Letters, 2015, 107:183-190.

  11. Zou, Y., Liu Xiangdong *An extension of a theorem of Mikosche. Statistics and Probability Letters, 120 (2017):81-86.

  12. Liu Xiangdong,Qi WangAn Optimal Emission Mechanism of Sustainability of China: How to Achieve a Win-Win Solution Between Economy and Environment?, Journal of Systems Science and Information, 4(2016):1–13.

  13. Liu Xiangdong,Jia MengThe Davis-Gut Law and Lai Law for Finitely Inhomogeneous Walks, Journals of Mathematical Inequalities,11(2017):281-289.

  14. Liu Xiangdong,Xiaojie Jin ,THE SPITZER LAW FOR ψ –MIXING RANDOM VARIABLES, Journals of Mathematical Inequalities,12(2018):883-888.

  15. Liu Xiangdong , Fan Yangyang,Forecasting Chinese Mortality Based on the Long-run EquilibriumJournal of Statistical and Econometric Methods, vol.5, no.2, 2016, 31-48

  16. Zhen Zeng and Xiangdong Liu*. A difference-based approach in the partially linear model with dependent errors. Journal of Inequalities and Applications , 2018:267.1-16.

  17. Liu Xiangdong*, l. Difference-based M-estimator of generalized semiparametric model with NSD errors,Journal of Inequalities and Applications, (2019) 2019:61

  18. 柳向东,随机波动率模型下的VIX期权定价.应用数学学报,2015,第38卷,第2, 285-292.B

  19. 柳向东, 陈平炎. 随机环境中可逗留随机游动的强极限性质.应用数学,2006年,第19卷,270-274.B

  20. 柳向东, 陈天然. 人民币升值与国民收入变动对中美贸易的影响.统计与信息论坛,第29卷,第7期,41-46页,2014.B1

  21. 柳向东,麦清溪. 风险价值VAR几种计算和比较.统计决策,2005,第12期,142-143.B1

  22. 柳向东, 唐颖. 半马氏过程框架下的期权定价.暨南大学学报,2011.02,10-13B1

  23. 柳向东, 二叉树模型的测度变换及应用.暨南大学学报,第31卷,第1期,4-6页,2010.B1

  24. 柳向东,带Poisson跳的无套利模型下的寿险定价分析.暨南大学学报,第33卷,第5期,439-443页,2012.B1

  25. 柳向东,基于期权定价的Levy过程参数估计.深圳大学学报,第31卷,第3期,325-330页,2014.CScopus源期刊)

  26. 柳向东, 靳晓洁. 基于市道轮换模型的SHIBOR市场利率.深圳大学学报,第32卷,第3期,317-323页,20155.Scopus源期刊)

  27. 柳向东.期权定价公式的注.大学数学,2011, 27卷,118-123.

  28. 柳向东. 同分布ρ混合序列的矩完全收敛性.数学学报,2008,51卷,281-290.B

  29. 柳向东.算子稳定随机向量序列的一些极限结果.数学学报,2008,第51卷,197-208.B

  30. 柳向东.自回归模型的Chover型重对数律.纯粹数学与应用数学,第29卷,第1期,2013,19-24.

  31. 柳向东,王星蕊. 最小熵鞅测度下的半马氏市道轮换利率模型.深圳大学学报,第33卷,第2期,154-163页,20163.Scopus源期刊)

  32. 柳向东.网络影响力预知模型:一种大数据下高校舆情监测与预警机制.深圳大学学报(人文社会科学版),第32卷,第4期,156-160页,20157.

  33. 柳向东.李凤. 大数据背景下网络借贷的信用风险评估——以“人人贷”为例,统计与信息论坛,第31卷,第5期,41-48页,2016.B1

  34. 柳向东,范洋洋.基于均衡关系的中国人口死亡率预测模型,统计与信息论坛,第31卷,第10期,3-9页,2016.

  35. 柳向东,王星蕊,半马氏道轮换利率期限结构模型--基于最小Tsallis熵鞅测度, 系统工程理论与实践,2017,第37卷,第5期,1136-1143.

  36. 柳向东,陈锦岚,旅游电商对产品区域异质性的提升策略研究--基于大数据与数据可视化方法,统计与信息论坛,2017,第32卷,第8期,31-38.

  37. 柳向东,李文健,金融高频数据跳跃波动研究———基于大数据核函数支持向量机的方法, 统计与信息论坛,2018,第33卷,第9期,23-30.

    39.Liu Xiangdong ,Mi Zeyu and Chen Huida, A Class of Jump-Diffusion Stochastic Differential System Under Markovian Switching and Analytical Properties of Solutions. Journal of Systems Science and Information,2020, 8(1):17-32.

    40Liu Xiangdong ,Li Xianglong, PMCMC for Term Structure of Interest Rates under Markov Regime Switching and Jumps. Journal of Systems Science and Information, 已接收.