陆贵斌

2026

Connectedness and systemic importance of global financial markets: A multilayer network perspective

Research in International Business and Finance

DOI

2022

A study on China’s systemically important financial institutions based on multi-time scale causality networks

Physica A Statistical Mechanics and its Applications

DOI

2016

基于信息更新NN-GARCH模型的统计套利研究

《统计与决策》，No. 2

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2015

Volatility Forecasting Model-Free Implied Volatility

Advances in Social Science, Education and Humanities Research/Advances in social science, education and humanities research

DOI

2014

An Dynamic Statistical Arbitrage Trading System

Advances in engineering research/Advances in Engineering Research

DOI

2011

A newsvendor order decision analysis in a safety space

International Conference on E-Business and E-Government

DOI

2009

财务脆弱性问题的报童模型

《运筹与管理》，No. 5

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2009

A Newsvendor Model of Financial Fragileity

Yunchou yu guanli

2007

资本资产出清问题动态决策建模

《工程数学学报》

2007

A Dynamic Decision Model for the Liquidation Problem

Gongcheng shuxue xuebao

2006

资本资产出清问题研究

《西安电子科技大学》

2015

基于ICA-聚类分析模型的期现套利研究

《第十届（2015）中国管理学年会论文集》