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Journal Articles
CAM Stochastic Volatility Model for Option Pricing
By: Huang, Wanwan; Ewald, Brian; Wen, Fenghua…[et al.]. Mathematical Problems in Engineering. No. 2016 (2016), pp.1-8, 8 p.
Journal Articles
Analysis on the Impact of the Fluctuation of the International Gold Prices on the Chinese Gold Stocks
By: Jin, Jiankang; Jie, Chen; Zhang, Quanda…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-6, 6 p.
Journal Articles
Incorporating Overconfidence into Real Option Decision-Making Model of Metal Mineral Resources Mining Project
By: Huang, Jian-bai; Tan, Na; Wen, Fenghua…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-11, 11 p.
Journal Articles
The Relations between QFII Holdings and Company Performance : Evidence from China’s A-Share Listed Companies
By: Wang, Xiong; Zhou, Shuanghong; Wen, Fenghua…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-9, 9 p.
Journal Articles
Realized Jump Risk and Equity Return in China
By: Chen, Guojin; Hsieh, Peilin; Zhao, Xiangqin…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-13, 13 p.
Journal Articles
Project Capital Allocation Combination Equilibrium Decision Model Based on Behavioral Option Game
By: Zeng, Anqi; Huang, Jian-bai; Hong, Kairong…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-11, 11 p.
Journal Articles
Nonlinear Problems : Mathematical Modeling, Analyzing, and Computing for Finance
By: Huang, Chuangxia; Wen, Fenghua; Lin, Xiaodong…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-2, 2 p.
Journal Articles
The Analysis of Pricing Power of Preponderant Metal Mineral Resources under the Perspective of Intergenerational Equity and Social Preferences: An Analytical Framework Based on Cournot Equilibrium Model
By: Zeng, Anqi; Huang, Jian-bai; Wen, Fenghua…[et al.]. Abstract and Applied Analysis. No. 2014 (2014), pp.1-11, 11 p.
Journal Articles
Credit Risk Evaluation with a Least Squares Fuzzy Support Vector Machines Classifier
By: Yu, Lean; Wen, Fenghua. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-9, 9 p.
Journal Articles
Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method
By: Ye, Wuyi; Luo, Kebing; Du, Shaofu…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-12, 12 p.
Journal Articles
Time-Varying Risk Attitude and Conditional Skewness
By: Liu, Zhifeng; Zhang, Tingting; Huang, Chuangxia…[et al.]. Abstract and Applied Analysis. No. 2014 (2014), pp.1-11, 11 p.
Journal Articles
Ruin Probabilities in the Mixed Claim Frequency Risk Models
By: Xiaoqin, Zhao; Huang, Chuangxia; Wen, Fenghua. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-7, 7 p.
Journal Articles
Dynamic Pricing Based on Strategic Consumers and Substitutes in a Duopoly Setting
By: Li, Lechi; Liang, Liang; Wen, Fenghua…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-9, 9 p.
Journal Articles
Pricing Decision under Dual-Channel Structure considering Fairness and Free-Riding Behavior
By: Liu, Yongmei; Ding, Chunjie; Chen, Xiaohong…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-10, 10 p.
Journal Articles
How Investor Structure Influences the Yield, Information Dissemination Efficiency, and Liquidity
By: Che, Hongli; Yang, Juntian; Zhang, Yongjie…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-8, 8 p.
Journal Articles
Risk Measurement for Portfolio Credit Risk Based on a Mixed Poisson Model
By: Chen, Rongda; Yu, Huanhuan; Wen, Fenghua. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-9, 9 p.
Journal Articles
Pricing Convertible Bonds with Credit Risk under Regime Switching and Numerical Solutions
By: Zhang, Wei-Guo; Liao, Ping-Kang; Wen, Fenghua. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-13, 13 p.
Journal Articles
Studying Term Structure of SHIBOR with the Two-Factor Vasicek Model
By: Ma, Chaoqun; Lan, Qiujun; Wen, Fenghua…[et al.]. Abstract and Applied Analysis. No. 2014 (2014), pp.1-7, 7 p.
Journal Articles
Wealth Share Analysis with “FundamentalistChartist” Heterogeneous Agents
By: Xu, Hai-Chuan; Xiong, Xiong; Zhou, Wei-Xing…[et al.]. Abstract and Applied Analysis. No. 2014 (2014), pp.1-11, 11 p.
Journal Articles
An Empirical Study on Listed Company’s Value of Cash Holdings : An Information Asymmetry Perspective
By: Huang, Chuangxia; Ma, Xin; Lan, Qiujun…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-12, 12 p.
Journal Articles
Pricing American Options Using a Nonparametric Entropy Approach
By: Yu, Xisheng; Yang, Li; Wen, Fenghua. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-16, 16 p.
Journal Articles
Dynamics of Foreign Exchange Networks : A Time-Varying Copula Approach
By: Wang, Gang-Jin; Xie, Chi; Han, Feng…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-11, 11 p.
Journal Articles
An Analytic Hierarchy Model for Classification Algorithms Selection in Credit Risk Analysis
By: Kou, Gang; Wu, Wenshuai; Wen, Fenghua. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-7, 7 p.
Journal Articles
Parameters Estimation and Stability Analysis of Nonlinear Fractional-Order Economic System Based on Empirical Data
By: He, Lei; Wang, Xiong; Wen, Fenghua. Abstract and Applied Analysis. No. 2014 (2014), pp.1-11, 11 p.
Journal Articles
Study on Informational Transaction and Its Effect on China's Stock Index Futures Market
By: Che, Hongli; Han, Jiatong; Zhang, Yongjie…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-10, 10 p.
Journal Articles
Multiple Solutions of Second-Order Damped Impulsive Differential Equations with Mixed Boundary Conditions
By: Liu, Jian; Yan, Lizhao; Wen, Fenghua. Abstract and Applied Analysis. No. 2014 (2014), pp.1-8, 8 p.
Journal Articles
An Empirical Study of the Effect of Investor Sentiment on Returns of Different Industries
By: Huang, Chuangxia; Yang, Xin; Sheng, Hu…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-11, 11 p.
Journal Articles
Exchange Rate Forecasting Using Entropy Optimized Multivariate Wavelet Denoising Model
By: He, Kaijian; Wang, Lijun; Lai, Kin Keung…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-9, 9 p.
Journal Articles
Valuing Catastrophe Bonds Involving Credit Risks
By: Liu, Jian; Xiao, Jihong; Yan, Lizhao…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-6, 6 p.
Journal Articles
Investors’ Risk Preference Characteristics Based on Different Reference Point
By: Gong, Xu; Liu, Aiming; Huang, Chuangxia…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-9, 9 p.
Journal Articles
Emergency-Dependent Supply Decisions with Risk Perception and Price Control
By: Du, Shaofu; Huang, Rongji; Zhu, Jiaang…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-13, 13 p.
Journal Articles
A Sustainable Financing Credit Rating Model for China’s Small- and Medium-Sized Enterprises
By: Cao, Yu; Xiong, Shouyao; Wen, Fenghua. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-5, 5 p.
Journal Articles
A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion
By: Chen, Jianming; Feng, Jichuang; Wu, Dengsheng…[et al.]. Discrete Dynamics in Nature and Society. No. 2014 (2014), pp.1-8, 8 p.
Journal Articles
The Effects of Prior Outcomes on Risky Choice : Evidence from the Stock Market
By: Gong, Xu; Chao, Youcong; Huang, Chuangxia…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-8, 8 p.
Journal Articles
Agent or Borrower? An Incentive of Moral Hazard with China Commercial Guarantee Company
By: He, Feng; Zhang, Yongjie; Xiong, Xiong…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-6, 6 p.
Journal Articles
Dynamic Nonlinear Pricing Model Based on Adaptive and Sophisticated Learning
By: Sun, Yinghui; Liu, Haiying; Chen, Xiaohong…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-11, 11 p.
Journal Articles
Regret Theory and Equilibrium Asset Prices
By: Sheng, Jiliang; Yang, Jun; Wen, Fenghua…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-7, 7 p.
Journal Articles
Randomized Binomial Tree and Pricing of American-Style Options
By: Xiaoping, Hu; Jie, Cao; Wen, Fenghua. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-6, 6 p.
Journal Articles
Performance Evaluation of Portfolios with Margin Requirements
By: Zhou, Zhongbao; Xiao, Helu; Liu, Wenbin…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-8, 8 p.
Journal Articles
Social Interaction and Stock Market Participation : Evidence from China
By: Liu, Zhifeng; Zhang, Tingting; Yang, Xiaoguang…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-9, 9 p.
Journal Articles
Investors’ Risk Preference Characteristics and Conditional Skewness
By: Wen, Fenghua; He, Zhifang; Chen, Xiaohong…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-14, 14 p.
Journal Articles
GARCH-Type Model with Continuous and Jump Variation for Stock Volatility and Its Empirical Study in China
By: Zhang, Huannan; Lan, Qiujun; Wen, Fenghua. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-8, 8 p.
Journal Articles
Cross-Correlations between Energy and Emissions Markets : New Evidence from Fractal and Multifractal Analysis
By: Wang, Gang-Jin; Xie, Chi; Han, Feng…[et al.]. Mathematical Problems in Engineering. No. 2014 (2014), pp.1-13, 13 p.
Journal Articles
Pricing Options and Convertible Bonds Based on an Actuarial Approach
By: Liu, Jian; Yan, Lizhao; Wen, Fenghua…[et al.]. Mathematical Problems in Engineering. No. 2013 (2013), pp.1-9, 9 p.
Journal Articles
Oligopoly Power Producer’s Capacity Investment Model with Contracts for Differences
By: Zhang, Xinhua; Huang, Hairong; Wen, Fenghua…[et al.]. Mathematical Problems in Engineering. No. 2013 (2013), pp.1-13, 13 p.
Journal Articles
On the Use of Backward Difference Formulae to Improve the Prediction of Direction in Market Related Data
By: Momoniat, Ebrahim; Harley, Charis; Wen, Fenghua…[et al.]. Mathematical Problems in Engineering. No. 2013 (2013), pp.1-5, 5 p.
Journal Articles
An LMI Approach for Dynamics of Switched Cellular Neural Networks with Mixed Delays
By: Huang, Chuangxia; Chen, Xiaohong; Wen, Fenghua…[et al.]. Abstract and Applied Analysis. No. 2013 (2013), pp.1-8, 8 p.
Journal Articles
Dynamics Analysis of a Class of Delayed Economic Model
By: Huang, Chuangxia; Peng, Changlin; Chen, Xiaohong…[et al.]. Abstract and Applied Analysis. No. 2013 (2013), pp.1-12, 12 p.
Journal Articles
Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model
By: Huang, Chuangxia; Gong, Xu; Chen, Xiaohong…[et al.]. Abstract and Applied Analysis. No. 2013 (2013), pp.1-13, 13 p.