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Preventing Recommendation Attack in Trust-Based Recommender Systems

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Journal of Computer Science & Technology 2011年第5期26卷 823-828页

作者：张富国 School of Information and Technology Jiangxi University of Finance and Economics institute of Information Resource Management Jiangxi University of Finance and Economics Jiangxi Key Laboratory of Data and Knowledge Engineering Jiangxi University of Finance and Economics

Despite its success,similarity-based collaborative filtering suffers from some limitations,such as scalability,sparsity and recommendation *** work has shown incorporating trust mechanism into traditional collaborative filtering recommender systems can improve these *** argue that trust-based recommender systems are facing novel recommendation attack which is different from the profile injection attacks in traditional recommender *** the best of our knowledge,there has not any prior study on recommendation attack in a trust-based recommender *** analyze the attack problem,and find that ＂victim＂ nodes play a significant role in the ***,we propose a data provenance method to trace malicious users and identify the ＂victim＂ nodes as distrust users of recommender *** study of the defend method is done with the dataset crawled from Epinions website.

关键词： data lineage "victim" node attack trust propagation

Firms and climate change:a review of carbon risk in corporate finance

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Carbon Neutrality 2022年第1期1卷 568-577页

作者： Yao Wang Zhenshu Wu Guangxiao Zhang International institute of Green finance Central University of Finance and EconomicsBeijingChina institute of finance and economics Central University of Finance and EconomicsBeijingChina School of finance Central University of Finance and EconomicsBeijingChina Tilburg School of economics and Management Tilburg UniversityTilburgThe Netherlands

This paper provides an overview of financial economics-based research on carbon risk with an emphasis on corporate *** the corporate finance literature,carbon risk refers to the impact of society’s transition to a lowcarbon economy on firm value due to tightening regulations,changing consumer preferences,reputational damage,*** focus on the links between carbon risk and different firm performance factors,such as firm risk,cost of capital,financial performance,firm value,and corporate *** research on carbon risk is still emerging in the corporate finance field,the amount of literature on this topic has been increasing,especially in the last 2 *** find that some results are robust,while others are *** indicates that conflicting hypotheses still exist,leading to a need for more in-depth exploration.

关键词： Carbon risk Carbon emissions Climate change Corporate finance

AN ACCURATE BINOMIAL MODEL FOR PRICING AMERICAN ASIAN OPTION

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Journal of Systems Science & Complexity 2014年第5期27卷 993-1007页

作者： LIU Jian WU Weixing XU Jingfeng ZHAO Haijian School of Insurance Central University of Finance and Economics Research Center for Applied finance School of Banking and FinanceUniversity of International Business and Economics China institute for Actuarial Science Central University of Finance and Economics Bosera Asset Management Co. Ltd.

This paper presents simple and fast algorithms for computing very tight upper and lower bounds on the prices of American Asian options in the binomial *** authors choose two types sets of the actual arithmetic average prices,instead of the simulated values in other existing models,as the representative average prices at each node of the binomial *** approach simplifies effectively the computation and reduces the error caused by the linear *** results show that the approach produces accurate upper and lower bounds compared to the other existing methods based on the binomial tree.

关键词： Asian option binomial tree option pricing

Spatial Structural Pattern and Vulnerability of China-Japan-Korea Shipping Network

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Chinese Geographical Science 2017年第5期27卷 697-708页

作者： GUO Jianke WANG Shaobo WANG Dandan LIU Tianbao Center for Studies of Marine Economy and Sustainable Development Liaoning Normal University institute of finance and economics Shanghai University of Finance and Economics

The economies of China-Japan-Korea （CJK） are complementary, with their proximity resulting in the three countries having a high degree of interdependence with respect to trade. Currently, trade among these countries relies mainly on port-centered shipping. The development of the shipping network is integral for in-depth integration of CJK trade. This paper analyzes the overall characteristics, centrality, spatial structure, and vulnerability of the CJK shipping network using the methods of complex network analysis, blocking flow theory, and interruption and deletion of hub ports. The main findings are as follows： 1） The CJK shipping network has a small average path length and clustering coefficient, and its degree distribution follows a power-law distribution, which make the network present obvious characteristics of a Barabasi-Albert scale-free. 2） The characteristics of the multi-center point of the CJK shipping network can alleviate traffic pressure. At the same time, the network shows a clear hierarchy in the port transportation system, with cargo transport relying mainly on the ‘hub port-hub port＇ connection. 3） The CJK shipping network is relatively stable. Compared with ports in Japan and Korea, the main hub ports in China have a greater impact on the stability of the shipping network, in particular those ports of the central coastal region, including Shanghai, Ningbo, and Lianyungang.

关键词： complex network blocking flow theory Barabhsi-Albert scale-free network regional differences China-Japan-Korea

The Effectiveness of Structural Monetary Policy and Macro-Prudential Policies——Based on the DSGE Model That Includes Bank Heterogeneous Credit

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Journal of Systems Science & Complexity 2021年第6期34卷 2267-2290页

作者： KUANG Xiong WANG Qian CHEN Xia School of economics Hainan UniversityHaikou 570228China International economics and finance institute Beijing 100820China

Structural monetary policy and macro-prudential policies are important parts of the policy system of the People’s Bank of *** constructing a dynamic stochastic general equilibrium model that includes the heterogeneity of corporate and bank credit,the authors divide the policies of the People’s Bank of China into seven categories,and explores the policy effectiveness of structural monetary policy,macro-prudential policy and traditional aggregate monetary *** simulation of the model,it is found that whether facing technical shocks,interest rate shocks or credit shocks,the structural two-pillar policy tool that uses the deposit reserve interest rate as the target of operation is most conducive to economic *** progress has the most positive and lasting impact on *** rates and credit policies will leave follow-up problems in the adjustment of the economy,and structural two-pillar policies can alleviate the impact of these problems.

关键词： Heterogeneous bank credit macro-prudential policy structural monetary policy two-pillar policy

Dual Control Methods for a Mixed Control Problem with Optimal Stopping Arising in Optimal Consumption and Investment

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Numerical Mathematics(Theory,Methods and Applications) 2022年第3期15卷 641-661页

作者： Jingtang Ma Jie Xing Shan Yang School of Mathematics Southwestern University of Finance and EconomicsChengdu 611130China Guiyang institute for Big Data and finance Guizhou University of Finance and EconomicsGuiyang 550025China

This paper studies a problem of optimal investment and consumption with early retirement option under constant elasticity variation(CEV)model with finite *** risky assets are involved in the model with one following geometric Brownian motion and the other a CEV *** problem is a kind of two dimensional mixed control and optimal stopping problems with finite *** existence and continuity of the optimal retirement threshold surfaces are proved and the working and retirement regions are characterized ***-squares Monte-Carlo methods are developed to solve this mixed control and optimal stopping *** algorithms are well implemented and the optimal retirement threshold surfaces,optimal investment strategies and the optimal consumptions are drawn via examples.

关键词： Optimal investment and consumption stochastic control with optimal stopping nonlinear free boundary problems least-squares Monte-Carlo methods

Establishing a measurement,reporting,and verification system for climate finance in post-Paris agreement period

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Chinese Journal of Population,Resources and Environment 2016年第4期16卷 235-244页

作者： Yinshuo Xu Ziyuan Dong Yao Wang Research institute of finance and economics International Research Institute of Green FinanceCentral University of Finance and Economics School of finance Central University of Finance and Economics

The measurement,reporting,and verification(MRV) of climate finance was originated from discussions under the United Nations Framework Convention on Climate Change(UNFCCC).It has been one of the key issues of global climate negotiations since 2009 and will continue to be of significant importance in addressing climate change and strengthening international *** paper analyses the concept,the objective,and the progress of the MRV of climate finance based on reviews of the latest literature and think-tank reports regarding climate finance regime and *** the analysis,challenges faced with the MRV of climate finance are *** paper presents that the comparability of climate finance data needs to be improved due to the variety of methodologies used for disaggregating climate *** addition,the integrality of the MRV system of climate finance has been impaired by the lack of feedback mechanism from the recipients to the contributors in reporting ***,although accounting system of climate finance has been developing and improving,it remains incapacity in providing accurate data on disbursed climate *** to the above challenges,this paper proposes the key tasks in establishing a comprehensive MRV system for climate finance at international *** tasks involve developing a measurement system with consistent data basis and accounting basis,a reporting system with more detailed guidance and standardized formats,as well as a verification mechanism balancing top-down and bottom-up review *** the last section,this paper concludes that the establishment of an improved MRV of climate finance requires concerted cooperation and negotiations between developed and developing country Parties under the *** one of the few developing country donors to the Global Environmental Facility(GEF),China is suggested to clarify its propositions as a developing country in aspects such as concept,coverage,and architecture o

关键词： United Nations Framework Convention on Climate Change Paris Agreement climate finance measurement reporting and verification system

Optimal Reinsurance and Dividend Under Model Uncertainty

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Journal of Systems Science & Complexity 2023年第3期36卷 1116-1143页

作者： LIU Jingzhen WANG Yike ZHANG Ning China institute for Actuarial Science Central University of Finance and EconomicsBeijing 100081China School of finance&Chinese Fintech Research Center Central University of Finance and EconomicsBeijing 100081China

In this paper,the authors analyze the optimal reinsurance and dividend problem with model uncertainty for an *** the model uncertainty represents possible deviations between the real market and the assumed *** addition to the incorporation of model uncertainty into the traditional diffusion surplus process,the authors include a penalty function in the objective *** proposed goal is to find the optimal reinsurance and dividend strategy that maximizes the expected discounted dividend before ruin in the worst case of all possible scenarios,namely,the worst *** a dynamic programming approach,the problem is reduced to solving a Hamilton-Jacob-Bellman-Isaac(HJBI)equation with singular *** problem is more difficult than the traditional robust control or singular control ***,the authors prove that the value function is the unique solution to this HJBI equation with singular ***,the authors present a verification theorem when a smooth solution can be found,and derive closed-form solution when the function in the objective function is specified.

关键词： Hamilton-Jacobi-Bellman-Isaac equation model uncertainty optimal dividend proportional reinsurance

A Dynamic Computable General Equilibrium Simulation of China's Innovation-Based Economy Under the New Normal

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Journal of Shanghai Jiaotong university(Science) 2016年第3期21卷 335-342页

作者：李程宇邵帅 School of Urban and Regional Science Institute of Finance and EconomicsShanghai University of Finance and EconomicsShanghai 200433China

Researching China's innovative economic and financial innovation issues under the background of the New Normal, we need to carefully analyze the internal structure and interaction of China's *** computable general equilibrium(CGE) model has outstanding advantages on predicting the external shock influences on economic system, but previous studies on forecast for China's future economy mostly considered a high growth rate which is hard to comply with the New Normal scene. By constructing China's macroeconomic dynamic CGE(DCGE) model and anticipating the economic impact of the New Normal, this paper finds that the New Normal has a certain extent inhibition on China's macro-economy and innovation. However, after adding the research and development(R&D) subsidy policy, the negative impacts of the New Normal on macro-economy can be eliminated to realize the optimization of economic structure. In addition, after combining the financial innovation promoting policy and the Ke Qiang index through the simulation of macro-economy, we find that the quality of economic growth is improved. Finally, we provide the policy recommendations for the realization of an innovative economy under China's New Normal.

关键词： the New Normal dynamic computable general equilibrium(DCGE) innovative economy research and development(R&D) subsidy policy financial innovation