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Chi Guotai
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Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Paper Publications
[241]李刚, 张亚京, 王基凡, Chi Guotai.基于Wilcoxon检验的小型工业企业债信评级模型及实证[J],管理评论,2019,31(11):3-19
[242]石宝峰, 刘锋, JIANJUN WANG, Chi Guotai.基于PROMETHEE-II的商户小额贷款信用评级模型及实证[J],Operations Research and Management Science,2017,26(9):137-147
[243]石宝峰, 刘锋, JIANJUN WANG, Chi Guotai.基于PROMETHEE-Ⅱ的商户小额贷款信用评级模型及实证[J],运筹与管理,2017,26(9):137-147
[244]Chi Guotai, 郑杏果, 许文.基于Monte Carlo模拟和VaR约束的银行资产组合优化模型[J],系统工程理论与实践,2006,26(7):66-76
[245]Chi Guotai, 刘轶芳, 余方平.基于SV模型和KLR信号分析的期货逼仓风险预警模型[J],系统工程,2006,7:21-30
[246]Chi Guotai, 章彤.基于mRMR最优指标组合遴选的信用评级体系[A],第十六届金融系统工程与风险管理国际年会,2018
[247]Chi Guotai.基于Nelson-Siegel久期的全资产负债免疫优化模型[A],第十五届金融系统工程与风险管理国际年会,2017
[248]余方平, 许文, Chi Guotai.基于VaR-WKDE单个期货合约动态基准保证金模型研究[J],哈尔滨工业大学学报,2009,41(2):254-256
[249]Chi Guotai, yandawen.基于VaR控制预留缺口的资产负债管理优化模型[J],管理工程学报,2011,3:123-132
[250]Chi Guotai, 姜大治, 奚扬, 林建华.基于VaR收益率约束的贷款组合优化决策模型[J],中国管理科学,2002,10(6):1-7
total773 25/78
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