, Zhang Lijian,Yang Jiping.An Empirical Study on the Application of Expected Utility-Entropy Decision Model in Securities Selecting in Shenzhen Stock Market, Proceedings of International Conference of Management Science and Applications, June 20-22, 2005, Chengdu, China.
, W,Qiu, J.,Yang.., A Measure of Risk and a Decision-making Model Based on Expected Utility and Entropy, European Journal of Operational Research, 2005, 164, 792-799.
,Yang Jiping,Qiu Wanhua,Wei Cunping.,Minimum Relative Entropy Aggregation Model on Group Decision Making,Systems Engineering Theory and Practice, 1999,19(8), 38-41.
, Qiu Wan-hua,Yang Ji-ping.The Relationship between Accuracy of Sample Information and EVSI, Chinese Journal of Management Science,2001,Vol. 9, 135-139.
, Qiu Wanhua,Yang Jiping.Developments and Prospects of Decision Sciences, Journal of Beijing University of Aeronautics and Astronautics (Social Science Edition), 2000, 13(4), 61-64.
, Qiu Wanhua,Yang Jiping.The Study of Sample Information in Bayesian Analysis and Its Application, Journal of Systems Science and Systems Engineering, 2000, Vol. 9, No. 4.
, Qiu Wanhua,Yang Jiping.The Role of Posterior Information in Bayesian Analysis, Proceedings of Asia Pacific Decision Sciences Institute Conference, 1999.6,86-90.
, Qiu Wanhua,Yang Jiping.The Study of Effects of the Accuracy of Sample Information in Bayesian Decision Analysis, Theory and Practice of Systems Engineering, 2000,20(7), 41-44.
.Normalized expected utility - entropy measure of risk
.基于结构转换非参数GARCH模型的VaR估计