Gang Kou's research while affiliated with Southwestern University of Finance and Economics and other places
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Publications (38)
In many real‐world applications, designs can only be evaluated pairwise, relative to each other. Nevertheless, in the simulation literature, almost all the ranking and selection procedures are developed based on the individual performances of each design. This research considers the statistical ranking and selection problem when the design performa...
Along with the rapidly development of economy in recent years, China has also become one of the largest countries for energy consumption and carbon emission. Recently, the Chinese government announced its dual-carbon policy target of achieving carbon peak by 2030 and carbon neutrality by 2060, implying that there exists a fixed-sum constraint on to...
Big data starts booming in 2013 and has multiple applications in all walks of life. In such an environment, big data for information technology (BDI) and decision making (BDD) have formed some hot topics in common. This paper reviews the body of BDI and BDD research studies from 1994 to 2020, using bibliometrics analysis. The aim of this paper is t...
Coupled information diffusion in complex networks has been widely studied in recent years. Nevertheless, current research mainly focuses on the interaction between each information pair. In this study, we investigate the interaction of multiple types of information on multiplex networks by considering both the competition and the cooperation among...
Citation recommendation recommends relevant documents to users based on their inputs and other information. Many traditional citation recommendation models use keywords to describe item attributes and ignore the semantics of sequences, which cause the relevance of the search results unsatisfactory. This paper proposes a deep-learning-based dual enc...
In this paper, we propose to model enterprise bankruptcy risk by fusing its intra-risk and spillover-risk. Under this framework, we propose a novel method that is equipped with an LSTM-based intra-risk encoder and GNNs-based spillover-risk encoder. Specifically, the intra-risk encoder is able to capture enterprise intra-risk using the statistic cor...
Stock Movement Prediction (SMP) aims at predicting listed companies' stock future price trend, which is a challenging task due to the volatile nature of financial markets. Recent financial studies show that the momentum spillover effect plays a significant role in stock fluctuation. However, previous studies typically only learn the simple connecti...
Stock Movement Prediction (SMP) aims at predicting listed companies' stock future price trend, which is a challenging task due to the volatile nature of financial markets. Recent financial studies show that the momentum spillover effect plays a significant role in stock fluctuation. However, previous studies typically only learn the simple connecti...
Inspection is usually carried out periodically to update a system state such that the optimal maintenance policy can be determined. In order to obtain the best inspection and maintenance policy, existing research is focused on improving the modeling accuracy of the system failure process. Little work has been devoted to making full use of the syste...
Group decision making (GDM) is normally resource consuming and requires a moderator to lead a group of experts to achieve consensus. A moderator’s preference on consensus level affects the cost of GDM and has important impacts on the consensus results. However, no previous research has considered the moderator’s preference in consensus. The objecti...
Bi-typed multi-relational heterogeneous graph (BMHG) is one of the most common graphs in practice, for example, academic networks, e-commerce user behavior graph and enterprise knowledge graph. It is a critical and challenge problem on how to learn the numerical representation for each node to characterize subtle structures. However, most previous...
Bi-typed heterogeneous graphs are applied in many real-world scenarios. However, previous heterogeneous graph learning studies usually ignore the complex interactions among the bi-typed entities in such heterogeneous graphs. To address this issue, in this paper we propose a novel Dual Hierarchical Attention Networks (DHAN) to learn comprehensive no...
Financial technology (Fintech) makes a significant contribution to the financial system by reducing costs, providing higher quality services and increasing customer satisfaction. Hence, new studies play an essential role to improve Fintech investments. This study evaluates Fintech-based investments of European banking services with an application o...
Allocating a fixed cost among a set of peer decision-making units (DMUs) is one of the most important applications of data envelopment analysis. However, almost all existing studies have addressed the fixed cost allocation (FCA) problem within a traditional framework while ignoring the existence of undesirable outputs. Undesirable outputs are neith...
In many financial applications, such as fraud detection, reject inference, and credit evaluation, detecting clusters automatically is critical because it helps to understand the subpatterns of the data that can be used to infer user's behaviors and identify potential risks. Due to the complexity of human behaviors and changing social environments,...
Data envelopment analysis (DEA) has proven to be a powerful technique for performance evaluation since its inception. Since the traditional DEA approaches lack discrimination power among efficient decision-making units (DMUs), the cross efficiency method has been proposed for peer appraisal in the literature. However, the previous cross efficiency...
Existing research on the reliability of multi state systems concentrated on one-dimensional systems. However, many two-dimensional systems widely exist in real-world applications such as collaborative robots supported matrix production systems and touch panel systems. Motivated by these practical systems, this research studies a two-dimensional sli...
Within the framework of data envelopment analysis (DEA) methodology, the problem of determining the closest targets on the efficient frontier is receiving increased attention from both academics and practitioners. In the literature, the number of approaches to this problem are increasing, most of which are based on the computation of closest target...
Based on the heterogeneity of innovation quantity and quality, this study investigates the impact of political connections on enterprises' innovation. Using the data of Chinese listed enterprises from 2003 to 2015, we find that political connections have a positive impact on enterprises' innovation quantity, but they are detrimental to innovation q...
Distance metric learning (DML) aims to learn distance metrics that reflect the interactions between features and labels. Due to the high computational complexity, existing DML models are unsuitable for large-scale datasets. This study proposes a DML approach for large-scale problems by reducing the number of variables, utilizing sparse structures o...
Credit scoring tools are frequently used by lenders to identify bad borrowers who cannot fully repay their liabilities. This is a classical problem of classification with imbalanced samples, where bad loans only take a small proportion of all applications. Various machine learning techniques have been applied to the prediction of default in the pas...
Bibliometric analysis is effective for evaluating the merits of a given discipline. This study provides an analysis of collaboration evolution in analytic hierarchy process (AHP) research from 1982 to 2018. As an important developed approach of AHP, analytic network process (ANP) is also considered in this review. 9859 publications are harvested fr...
The problem of deriving the priority vector from a pairwise comparison matrix is at the heart of multiple-criteria decision-making problems. Existing prioritization methods mostly model the inconsistency in relative preference–the ratio of two preference weights–by allowing for a small deviation, either additively or multiplicatively. In this study...
Arrow’s impossibility theorem stated that no single group decision making (GDM) method is perfect, in other words, different GDM methods can produce different or even conflicting rankings. So, 1) how to evaluate GDM methods and 2) how to reconcile different or even conflicting rankings are two important and difficult problems in GDM process, which...
Venture capital (VC) plays an increasingly important role in advancing the technological innovation of enterprises. A growing body of evidence suggests that VC influences the technological performance of enterprises. No known empirical studies have focused on the relationships between geographic distance and the enterprise's technological performan...
There has been significant research into reject inference, with several statistical methods and machine learning techniques having been employed to infer the possible repayment behavior of rejected credit applicants. This study proposes a novel three-stage reject inference learning framework using unsupervised transfer learning and three-way decisi...
In malicious URLs detection, traditional classifiers are challenged because the data volume is huge, patterns are changing over time, and the correlations among features are complicated. Feature engineering plays an important role in addressing these problems. To better represent the underlying problem and improve the performances of classifiers in...
Data envelopment analysis (DEA) has proven to be a powerful technique for assessing the relative performance of a set of homogeneous decision-making units (DMUs). A critical feature of conventional DEA approaches is that only one or several sets of optimal virtual weights (or multipliers) are used to aggregate the ratio performance efficiencies, an...
Due to the popularization of the concept of “new retailing”, we study a new commercial model named O2O (online-to-offline), which is a good combination model of a direct channel and a traditional retail channel. We analyze an O2O supply chain in which manufacturers are responsible for making green products and selling them through both online and o...
Fixed cost allocation (FCA) is one of the most important applications of the data envelopment analysis (DEA). Numerous studies on this problem have appeared in the literature in the last two decades; however, almost all of them are based on either efficiency invariance or efficiency maximization, both of which focus mainly on efficiency scores. It...
Rank violation is a crucial criterion to decide the ordinal consistency of a priority vector derived from a pairwise comparison matrix. Popular prioritisation methods, such as the eigenvalue method, logarithmic least squares, and weighted least squares have not guaranteed minimal rank violations even with cardinal consistency examination. This arti...
In this paper, we investigate group decision-making in a multi-criteria complex environment using an analytical hierarchy process (AHP) seeking to solve the problem of how to effectively aggregate individual preferences to reach a group consensus. Currently, the two methods considered most useful for aggregating individual preferences are the aggre...
Timely response is extremely important in emergency management. However, cardinal inconsistent data may exist in a judgment matrix because of the limited expertise , preference conflict as well as the complexity nature of the decision problems. The existing inconsistent data processing models for positive reciprocal matrix either are complicated or...
In emergency management, it is important to distribute supplies to people that meet their needs and interests. A good personalized recommendation system must rely on users’ real interests. Relied on purchase history, overall ratings and other forms of data, which are far from enough to infer users’ real interests, the limitation of traditional reco...
Citations
... In addition, to reflect the stock market information contained in the text data for stock price movement prediction, the contextual information is identified through the contextual word embedding of the bidirectional encoder representations from transformers (BERT). The multimodal timeseries market signals from the price and text data affect the stocks [7]. After extracting the time-series features of the price data and sematic features of the text data, the extracted features are combined to create a mixed feature containing multimodal information. ...
... In the era of globalization, there are many factors affecting carbon dioxide emissions, such as ICTs, foreign direct investment, globalization and green investment (Usman et al., 2022a;Ke et al., 2022;Li et al., 2022). It is urgent to solve environmental problems and reduce carbon dioxide emissions. ...
... Therefore, the urgency of entrepreneurial social and financial literacy is a vital force of financial inclusion that affects the rural communities' financial accessibility (Hasan et al., 2021;Tufail et al., 2022). Sustainable financial inclusion is also becoming increasingly important in enhancing green socio-economic performance, competitiveness, and economic growth Wang et al., 2022). ...
... McNee et al. [4] first introduced the problem of citation recommendation [5] for research papers. In recent years, there has been a large number of studies which provide methods for recommending potential papers that are related to a specific research topic [6][7][8]. However, there are a lot of potential improvements that can be made to such works, and studies on this topic are classified as working on citation recommendation systems. ...
... Contreras et al. (2019) used bargaining theory to determine a set of weights in DEA to rank decision-making units agreeably. Li et al. (2021) represented a satisfaction degree bargaining game approach to determine the unique, stable, and fair cost allocation between DMUs with undesirable outputs. Using normalized weight sets and bargaining game, Wang et al. (2021) developed a novel DEA method for solving this issue with non-uniqueness of weights. ...
... We argue that time-series prediction models and other machine learning techniques may enhance decision-making in finance. We refer interested readers to recent reference books by Dixon et al. (2020) and Consoli et al. (2021), reviews by West and Bhattacharya (2016) and Henrique et al. (2019), and applications by Moubariki et al. (2019), Li et al. (2021), Kou et al. (2021b) and Manthoulis et al. (2021). ...
... The appropriate distribution of the resources or capacity of the company optimizes the organizational goals and assists it to reach its strategical targets. These resources can be machines of a workshop, [40][41][42][43][44][45][46][47][48][49][50][51][52][53]116 runways of an airport, 54-59 employees of a department, 60-66 processor units of a hardware-software systems, 67-72 investment approaches of project applications, [73][74][75][76][77] or attributes of a service, [78][79][80][81][82] where the goals here might be minimizing the number of the delivery delays, maximizing the utilization rate, minimizing the expenses, or minimizing the completion time of the tasks. The required components, materials, goods, services or products must be provided at the right time, in the right quantity, in the right condition, and at a reasonable price from the right source for each organization 83 for every type of organization to maintain their pro¯t margins and market shares alongside with their strategical management applications. ...
... Distance metric learning has aroused significant interest among scholars in machine learning and related fields [1][2][3]. This depends mainly on the intensification of the situation, as follows: Machine learning algorithms always rely on underlying distance metrics that represent important correlations in input data [4][5]. ...
... Before discussing the impact of fintech development on FTIE, we first verified its impact on FTIQ. As innovation acts as an output, innovation quantity, often measured by the number of patents [75], [76], is also one of the components of technological innovation efficiency. Due to the time lag effect of innovation activities, when measuring innovation efficiency, innovation output lags behind innovation input by one year. ...
... Scholars have widely adopted data envelopment analysis (DEA) models to evaluate the environmental performance of ISs [4]. However, traditional DEA models only consider initial inputs and final outputs, while the internal structures of decision-making DEA, as a nonparametric model that does not require the assumption of a production function in advance, has been widely used in efficiency assessment [13]. ...