a grant from the College of Professional and Continuing Education,an affiliate of The Hong Kong Polytechnic University。
This paper set out to analyze and forecast the Hong Kong Interbank Interest Rate(HIBOR)for a period 2006 to 2018.The main objective of this study is to propose an appropriate time series forecasting model for HIBOR.HI...
Supported by the National Natural Science Foundation of China under Grant Nos.61402275,61402015,61273311;the Natural Science Foundation of Shaanxi Province under Grant Nos.2015JM6263,2016JM6069;the Fundamental Research Funds for the Central Universities under Grant No.GK201402004
A practical E-payment protocol is presented in this paper. It is based on quantum multi-proxy blind signature. Adopting the techniques of quantum key distribution, one-time pad and quantum multi-proxy blind signature,...
Different single-factor models are used to estimate the term structure of Hong Kong Inter-Bank Offered Rates (HIBOR). These models use stochastic differential equations which effectively reflect market characteristi...
The National Natural Science Foundation of China (No.70671025);the Scientific Research Foundation of Graduate School of Southeast University (No.YBJJ1014)
The inter-bank market network models are constructed based on the inter-bank credit lending relationships, and the network efficiency characters of the Chinese inter-bank market are studied. Since it is impossible to ...