于渊｜山东财经大学｜学者主页

2025

SFC: a time series decomposition attention network with continuous nature for time series analysis

Haoyu Chen, Bo Li, Zhiyong An, Yuan Yu, Ying Jia

Data mining and knowledge discovery

DOI

2024

Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure

Caibin Zhang, Zhibin Liang, Yu Yuan

European Journal Of Operational Research，Vol. 315, No. 1

DOI

2024

Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle

Yu Yuan, Kexin Wang, Caibin Zhang

Annals Of Operations Research，Vol. 3350, No. 1

DOI

2024

Convergence of Relative Entropy for Euler–Maruyama Scheme to Stochastic Differential Equations with Additive Noise

Yuan Yu

Entropy

DOI

2024

Leveraging pretrained local augmentation modules for enhanced traffic flow prediction in STGNN

Yu Yao, Jin Yu, Long Chen, Ming-Yan Sun, Bo Li, Yuan Yu

Other Conferences

DOI

2024

The continuous memory: A neural network with ordinary differential equations for continuous-time series analysis

Bo Li, Haoyu Chen, Zhiyong An, Yuan Yu, Ying Jia, Long Chen, Ming-Yan Sun

Applied Soft Computing

DOI

2023

Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework

Yu Yuan, Xia Han, Zhibin Liang, Kam Chuen Yuen

European Journal Of Operational Research，Vol. 311, No. 2

DOI

2023

Experimental analysis of similarity measurements for multivariate time series and its application to the stock market

Zhong-Liang Xiang, Rui Wang, Xiang-Ru Yu, Bo Li, Yuan Yu

Applied intelligence (Boston)

DOI

2022

A novel risk-control model for the online portfolio selection of high-frequency transactions

Bo Li, Qi Wang, Yuan Yu, Meng Sun, Liangwei Chen, Zhong Xiang, Feng Zhao, Qinghe Lv, Zhi-Yong An

Knowledge-Based Systems

DOI

2021

Generalized linear–quadratic model with a change point due to a covariate threshold

Feipeng Zhang, Jiejing Yang, Lei Liu, Yuan Yu

Journal of Statistical Planning and Inference

DOI

2016

分位数及傅立叶模型下中国经济增长收敛性研究

徐胜，于渊

《统计与决策》，No. 2

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精选作品

期刊论文

SFC: a time series decomposition attention network with continuous nature for time series analysis

Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure

Stochastic differential reinsurance game for two competitive insurers with ambiguity-aversion under mean-variance premium principle

Convergence of Relative Entropy for Euler–Maruyama Scheme to Stochastic Differential Equations with Additive Noise

Leveraging pretrained local augmentation modules for enhanced traffic flow prediction in STGNN

The continuous memory: A neural network with ordinary differential equations for continuous-time series analysis

Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework

Experimental analysis of similarity measurements for multivariate time series and its application to the stock market

A novel risk-control model for the online portfolio selection of high-frequency transactions

Generalized linear–quadratic model with a change point due to a covariate threshold

分位数及傅立叶模型下中国经济增长收敛性研究

研究方向