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Multi-Period Optimal Capacity Strategy Based on Consumer Behavior Involved in Social Media
《Journal of Systems Science and Information》2017年第4期356-366,共11页Jian DU Junxiu JIA 
supported in part by the Humanities and Social Science Talent Plan of Shaanxi Province;the National Natural Science Foundation of China under Grant 71101113;the Ministry of Education,Humanities and Social Science Foundation Program 16YJC630095;the Soft Science Research Project of Xi’an under Grant SF1502-3;the Fundamental Research Funds for the Central Universities of China under the Grant JB160614
Social media and consumer behavior are increasingly important in business nowadays. As a new form of advertising, social media do facilitate the increase in demand and bring a challenge to manufactures. While research...
关键词：capacity social media consumer behavior enterprise income 
Multi-period Bank Hedging with Interest Rate Futures
《Journal of Systems Science and Information》2009年第1期65-76,共12页Hezhong Li Haibo Kuang 
This project is supported by National Natural Science Foundation of China （70873014）
In this paper, a model for multi-period bank hedging with interest rate futures is set up. Formulas for the optimal dynamic multi-period bank and static bank hedge ratio are derived. The described model offers the pot...
关键词：interest rate futures multi-period bank hedging stochastic volatility model 
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