Mathematical Modeling, Analyzing, and Computing for Finance PDF
Preview Mathematical Modeling, Analyzing, and Computing for Finance
Mathematical Problems in Engineering Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance Guest Editors: Chuangxia Huang, Fenghua Wen, Jianping Li, and Xiaodong Lin Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance Mathematical Problems in Engineering Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance Guest Editors: Chuangxia Huang, Fenghua Wen, Jianping Li, and Xiaodong Lin Copyright©2014HindawiPublishingCorporation.Allrightsreserved. Thisisaspecialissuepublishedin“MathematicalProblemsinEngineering.”Allarticlesareopenaccessarticlesdistributedunderthe CreativeCommonsAttributionLicense,whichpermitsunrestricteduse,distribution,andreproductioninanymedium,providedthe originalworkisproperlycited. Editorial Board MohamedAbdElAziz,Egypt AlexEl´ıas-Zu´n˜ga,Mexico StefanoLenci,Italy EihabM.Abdel-Rahman,Canada AndersEriksson,Sweden RomanLewandowski,Poland RashidK.AbuAl-Rub,USA VedatS.Erturk,Turkey ShihuaLi,China SarpAdali,SouthAfrica MoezFeki,Tunisia MingLi,China SalvatoreAlfonzetti,Italy RicardoFemat,Mexico S.Li,Canada IgorAndrianov,Germany RoberttFontesValente,Portugal JianLi,China SebastianAnita,Romania ClaudioFuerte-Esquivel,Mexico Teh-LuLiao,Taiwan W.Assawinchaichote,Thailand ZoranGajic,USA PanosLiatsis,UK Er-weiBai,USA UgoGalvanetto,Italy KimMeowLiew,HongKong EzzatG.Bakhoum,USA Xin-LinGao,USA Yi-KueiLin,Taiwan Jose´ManoelBalthazar,Brazil FurongGao,HongKong ShueeiM.Lin,Taiwan RasajitKumarBera,India BehrouzGatmiri,Iran Jui-ShengLin,Taiwan JonathanN.Blakely,USA OlegV.Gendelman,Israel WanquanLiu,Australia StefanoBoccaletti,Spain PauloBatistaGonc¸alves,Brazil BinLiu,Australia StephaneP.A.Bordas,USA OdedGottlieb,Israel YujiLiu,China DanielaBoso,Italy FabrizioGreco,Italy PaoloLonetti,Italy M.Boutayeb,France QuangPhucHa,Australia VassiliosC.Loukopoulos,Greece MichaelJ.Brennan,UK TonySheuWenHann,Taiwan Chien-YuLu,Taiwan SalvatoreCaddemi,Italy ThomasHanne,Switzerland JunguoLu,China PiermarcoCannarsa,Italy KaticaR.Hedrih,Serbia AlexeiMailybaev,Brazil JoseE.Capilla,Spain M.I.Herreros,Spain ManoranjanK.Maiti,India CarloCattani,Italy Wei-ChiangHong,Taiwan OluwoleDanielMakinde,SouthAfrica MarceloCavalcanti,Brazil JaromirHoracek,CzechRepublic RafaelMart´ınez-Guerra,Mexico DiegoJ.Celentano,Chile GordonHuang,Canada DrissMehdi,France MohammedChadli,France HuabingHuang,China RoderickMelnik,Canada ArindamChakraborty,USA ChuangxiaHuang,China XinzhuMeng,China Yong-KuiChang,China YiFengHung,Taiwan JoseMerodio,Spain MichaelJ.Chappell,UK Hai-FengHuo,China YuriVladimirovichMikhlin,Ukraine KuiFuChen,China AsierIbeas,Spain GradimirMilovanovic´,Serbia Kue-HongChen,Taiwan AnuarIshak,Malaysia EbrahimMomoniat,SouthAfrica XinkaiChen,Japan RezaJazar,Australia TrungNguyenThoi,Vietnam Jyh-HorngChou,Taiwan ZhijianJi,China HungNguyen-Xuan,Vietnam SlimChoura,Tunisia JunJiang,China BenT.Nohara,Japan CesarCruz-Hernandez,Mexico J.J.Judice,Portugal SotirisK.Ntouyas,Greece ErikCuevas,Mexico TadeuszKaczorek,Poland ClaudioPadra,Argentina SwagatamDas,India TamasKalmar-Nagy,USA BijayaKetanPanigrahi,India FilippodeMonte,Italy TomaszKapitaniak,Poland FrancescoPellicano,Italy YannisDimakopoulos,Greece HamidR.Karimi,Norway MatjazˇPerc,Slovenia BaocangDing,China MetinO.Kaya,Turkey VuNgocPhat,Vietnam JoaoB.R.DoVal,Brazil FarzadKhani,Iran MariadoRosa´rioPinho,Portugal DaoyiDong,Australia Ren-JiehKuo,Taiwan SeppoPohjolainen,Finland B.Dubey,India JurgenKurths,Germany StanislavPotapenko,Canada HorstEcker,Austria ClaudeLamarque,France SergioPreidikman,USA M.OnderEfe,Turkey UsikLee,Korea CarstenProppe,Germany ElmetwallyElabbasy,Egypt MarekLefik,Poland HectorPuebla,Mexico JustoPuerto,Spain GrigoriM.Sisoev,UK YouqingWang,China DaneQuinn,USA ChristosH.Skiadas,Greece Gerhard-WilhelmWeber,Turkey KumbakonamRajagopal,USA DavideSpinello,Canada JeroenWitteveen,TheNetherlands GianlucaRanzi,Australia SriSridharan,USA Kwok-WoWong,HongKong SivaguruRavindran,USA HariM.Srivastava,Canada LigangWu,China G.Rega,Italy RolfStenberg,Finland ZhengguangWu,China PedroRibeiro,Portugal ChangyinSun,China GongnanXie,China J.Rodellar,Spain Xi-MingSun,China WangXing-yuan,China RosanaRodriguez-Lopez,Spain JitaoSun,China XiFrankXu,China AlejandroJ.Rodriguez-Luis,Spain AndrzejSwierniak,Poland XupingXu,USA CarlaRoque,Portugal YangTang,Germany Jun-JuhYan,Taiwan Rube´nRuizGarc´ıa,Spain AllenTannenbaum,USA Xing-GangYan,UK ManouchehrSalehi,Iran CristianToma,Romania Suh-YuhYang,Taiwan MiguelA.F.Sanjua´n,Spain GerardOlivarTost,Colombia MahmoudT.Yassen,Egypt IlmarFerreiraSantos,Denmark IrinaN.Trendafilova,UK MohammadI.Younis,USA NickolasS.Sapidis,Greece AlbertoTrevisani,Italy BoYu,China EvangelosJ.Sapountzakis,Greece Jung-FaTsai,Taiwan HuangYuan,Germany BozidarSarler,Slovenia KuppalapalleVajravelu,USA S.P.Yung,HongKong AndreyV.Savkin,Australia VictoriaVampa,Argentina IonZaballa,Spain MassimoScalia,Italy JosepVehi,Spain AshrafM.Zenkour,SaudiArabia MohamedA.Seddeek,Egypt StefanoVidoli,Italy JianmingZhan,China LeonidShaikhet,Ukraine YijingWang,China YingweiZhang,China ChengShao,China ChengC.Wang,Taiwan XuZhang,China BoShen,Germany DanWang,China LuZhen,China Jian-JunShu,Singapore XiaojunWang,China LiancunZheng,China ZhanShu,UK Qing-WenWang,China JianGuoZhou,UK DanSimon,USA YongqiWang,Germany ZexuanZhu,China LucianoSimoni,Italy MoranWang,China MustaphaZidi,France Contents NonlinearProblems:MathematicalModeling,Analyzing,andComputingforFinance, ChuangxiaHuang,FenghuaWen,JianpingLi,andXiaodongLin Volume2014,ArticleID802031,2pages ThePricingofAsianOptionsinUncertainVolatilityModel,YulianFanandHuadongZhang Volume2014,ArticleID786391,16pages MultiscaleCombinedModelBasedonRun-Length-JudgmentMethodandItsApplicationinOilPrice Forecasting,WangShu-ping,HuAi-mei,WuZhen-xin,LiuYa-qing,andBaiXiao-wei Volume2014,ArticleID513201,9pages RuinProbabilitiesintheMixedClaimFrequencyRiskModels,ZhaoXiaoqinandChuangxiaHuang Volume2014,ArticleID314307,7pages PricingConvertibleBondswithCreditRiskunderRegimeSwitchingandNumericalSolutions, Wei-GuoZhangandPing-KangLiao Volume2014,ArticleID381943,13pages ADrivingForceAnalysisandForecastforGasConsumptionDemandinChina,QingZhu, Quan-YingLu,Xiao-YangZhou,andKinKeungLai Volume2014,ArticleID980410,11pages AnAnalyticHierarchyModelforClassificationAlgorithmsSelectioninCreditRiskAnalysis, GangKouandWenshuaiWu Volume2014,ArticleID297563,7pages CommercialBankEfficiencyEvaluationinConsiderationoftheUndesirableOutputandItsLinkwith StakeholdersRelationship:AnApplicationofChina’sCommercialBanks,JianyueJiandYanxiaWang Volume2014,ArticleID949717,7pages ImprovedDelay-DependentRobustStabilityCriteriaforaClassofUncertainNeutralTypeLur’e SystemswithDiscreteandDistributedDelays,KaiboShi,HongZhu,ShoumingZhong,YongZeng, andYupingZhang Volume2014,ArticleID980351,14pages StudyonInformationalTransactionandItsEffectonChina’sStockIndexFuturesMarket,HongliChe, XiongXiong,JiatongHan,WeiZhang,andYongjieZhang Volume2014,ArticleID272403,10pages CoordinationofSupplyChainwithaDominantRetailerunderDemandDisruptions,JianLi, XiaofangLiu,JunWu,andFengmeiYang Volume2014,ArticleID854681,10pages ExchangeRateForecastingUsingEntropyOptimizedMultivariateWaveletDenoisingModel, KaijianHe,LijunWang,YingchaoZou,andKinKeungLai Volume2014,ArticleID389598,9pages AnEmpiricalStudyoftheEffectofInvestorSentimentonReturnsofDifferentIndustries, ChuangxiaHuang,XinYang,XiaoguangYang,andHuSheng Volume2014,ArticleID545723,11pages AllocatingTradableEmissionsPermitsBasedontheProportionalAllocationConcepttoAchievea Low-CarbonEconomy,QianzhiDai,YongjunLi,QiweiXie,andLiangLiang Volume2014,ArticleID462705,8pages ANetworkDEAModelwithSuperEfficiencyandUndesirableOutputs:AnApplicationtoBank EfficiencyinChina,JianhuanHuang,JuanjuanChen,andZhujiaYin Volume2014,ArticleID793192,14pages RepresentationBias,ReturnForecast,andPortfolioSelectionintheStockMarketofChina, DapingZhaoandYongFang Volume2014,ArticleID686201,8pages AnalysisontheSpatial-TemporalDynamicsofFinancialAgglomerationwithMarkovChainApproach inChina,WeiminChen,HuifangZeng,andYoujinLiu Volume2014,ArticleID561784,6pages TheHighContactPrinciplewithRewardFunctionsInvolvingInitialPoints,DongmeiGuo,YiHu, JiankangZhang,andChunliChu Volume2014,ArticleID801791,6pages Emergency-DependentSupplyDecisionswithRiskPerceptionandPriceControl,ShaofuDu, HuifangJiao,RongjiHuang,andJiaangZhu Volume2014,ArticleID965395,13pages ANumericalStudyforRobustActivePortfolioManagementwithWorst-CaseDownsideRiskMeasure, AifanLingandLeTang Volume2014,ArticleID912389,13pages DynamicCharacteristicAnalysisofIndirectCarbonEmissionsCausedbyChineseUrbanandRural ResidentialConsumptionBasedonTimeSeriesInput-OutputTablesfrom2002to2011,GuoxingZhang, MingxingLiu,andXiulinGao Volume2014,ArticleID297637,11pages TheEffectsofPriorOutcomesonRiskyChoice:EvidencefromtheStockMarket,FenghuaWen, XuGong,YoucongChao,andXiaohongChen Volume2014,ArticleID272518,8pages ASustainableFinancingCreditRatingModelforChina’sSmall-andMedium-SizedEnterprises, YuCaoandShouyaoXiong Volume2014,ArticleID861085,5pages AParetoOptimalAuctionMechanismforCarbonEmissionRights,MingxiWang,MingrongWang, ChuangyinDang,andShouyangWang Volume2014,ArticleID438104,7pages DomesticSystemicallyImportantBanks:AQuantitativeAnalysisfortheChineseBankingSystem, YibingChen,YongShi,XianhuaWei,andLinglingZhang Volume2014,ArticleID819371,19pages EmpiricalPricingofChineseDefaultableCorporateBondsBasedontheIncompleteInformation Model,LiPingandWangXiaoxu Volume2014,ArticleID286739,5pages AgentorBorrower?AnIncentiveofMoralHazardwithChinaCommercialGuaranteeCompany, FengHe,WeiZhang,YongjieZhang,andXiongXiong Volume2014,ArticleID930271,6pages DynamicNonlinearPricingModelBasedonAdaptiveandSophisticatedLearning,WenjieBi, YinghuiSun,HaiyingLiu,andXiaohongChen Volume2014,ArticleID791656,11pages One-StepDynamicClassifierEnsembleModelforCustomerValueSegmentationwithMissingValues, JinXiao,BingZhu,GeerTeng,ChangzhengHe,andDunhuLiu Volume2014,ArticleID869628,15pages EstimationofParametersinMean-RevertingStochasticSystems,TianhaiTian,YanliZhou, YonghongWu,andXiangyuGe Volume2014,ArticleID317059,8pages TheRoleofWealthandHealthinInsuranceChoice:BivariateProbitAnalysisinChina, YidingYueandJinyouZou Volume2014,ArticleID658205,9pages RegretTheoryandEquilibriumAssetPrices,JiliangSheng,JianWang,andJunYang Volume2014,ArticleID912652,7pages RandomizedBinomialTreeandPricingofAmerican-StyleOptions,HuXiaopingandCaoJie Volume2014,ArticleID291737,6pages PerformanceEvaluationofPortfolioswithMarginRequirements,HuiDing,ZhongbaoZhou,HeluXiao, ChaoqunMa,andWenbinLiu Volume2014,ArticleID618706,8pages RiskMeasureandEarly-WarningSystemofChina’sStockMarketBasedonPrice-EarningsRatioand Price-to-BookRatio,RongdaChen,ShengYe,andXianchaoHuang Volume2014,ArticleID612758,8pages AnEntropyTestingModelResearchontheQualityofInternalControlandAccountingConservatism: EmpiricalEvidencefromtheFinancialCompaniesofChinafrom2007to2011,ZongrunWang, YanChen,YanjuZhou,andYanboJin Volume2014,ArticleID475050,9pages SocialInteractionandStockMarketParticipation:EvidencefromChina,ZhifengLiu,TingtingZhang, andXiaoguangYang Volume2014,ArticleID906564,9pages EstimationofNonlinearDynamicPanelDataModelswithIndividualEffects,YiHu,DongmeiGuo, YingDeng,andShouyangWang Volume2014,ArticleID672610,7pages AModelforInfluenceofNuclear-ElectricityIndustryonAreaEconomy,ZigenOuyangandHuiWang Volume2014,ArticleID792307,7pages TheKirchhoffIndexofFoldedHypercubesandSomeVariantNetworks,JiabaoLiu,Xiang-FengPan, YiWang,andJindeCao Volume2014,ArticleID380874,9pages GARCH-TypeModelwithContinuousandJumpVariationforStockVolatilityandItsEmpiricalStudy inChina,HuannanZhangandQiujunLan Volume2014,ArticleID386721,8pages Cross-CorrelationsbetweenEnergyandEmissionsMarkets:NewEvidencefromFractaland MultifractalAnalysis,Gang-JinWang,ChiXie,ShouChen,andFengHan Volume2014,ArticleID197069,13pages PricingOptionsandConvertibleBondsBasedonanActuarialApproach,JianLiu,LizhaoYan, andChaoqunMa Volume2013,ArticleID676148,9pages OligopolyPowerProducer’sCapacityInvestmentModelwithContractsforDifferences,XinhuaZhang, HairongHuang,andXiaohuaXia Volume2013,ArticleID654124,13pages OntheUseofBackwardDifferenceFormulaetoImprovethePredictionofDirectioninMarketRelated Data,E.Momoniat,C.Harley,andM.Berman Volume2013,ArticleID652653,5pages ARule-BasedModelforBankruptcyPredictionBasedonanImprovedGeneticAntColonyAlgorithm, YudongZhang,ShuihuaWang,andGenlinJi Volume2013,ArticleID753251,10pages
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