Browsing by Author "Shi Lei"

UTSePress Research/Manakin Repository

Search UTSePress Research

Browse

My Account

Browsing by Author "Shi Lei"

Sort by: Order: Results:

  • Boundedly rational equilibrium and risk premium 
    He Xuezhong; Shi Lei (Blackwell Publishing, 2012)
    When people agree to disagree, the impact of the disagreement among agents on the market is the main concern of this paper. With the standard mean variance framework, this paper considers a market of two risky assets and ...
  • Disagreement, correlation and asset prices 
    He Xuezhong; Shi Lei (Elsevier, 2012)
    When people agree to disagree, how does the disagreement affect asset prices? Within an equilibrium framework with two agents, two risky assets and a riskless bond, we analyze the joint impact of disagreement about expected ...
  • Disagreement in a multi-asset market 
    He Xuezhong; Shi Lei (Blackwell, 2012)
    This paper provides a simple framework to study the effect of disagreement in a multi-asset market equilibrium by considering two agents who disagree about expected returns, variances, and correlation of returns of two ...
  • Diversification effect of heterogeneous beliefs 
    He Xuezhong; Shi Lei (Springer, 2011)
    Within the framework of Chiarella et al (2009b) on MV analysis, this paper examines the impact of the heterogeneity and bounded rationality on the market equilibrium and MV efficiency of the optimal portfolios. The ...
  • Environment Classification and Semantic Grid Map Building Based on Laser Range Finder Data 
    Shi Lei; Kodagoda Sarath; Dissanayake Gamini (online proceeding of IROS 2010 workshop, 2010)
    Human robot interaction has become an important area of research in the robotics community. High level abstractions, which are commonly used by humans, can be learnt by robots to effectively communicate with humans. In ...
  • Fast Indoor Scene Classification Using 3D Point Clouds 
    Shi Lei; Kodagoda Sarath; Ranasinghe Ravindra (The ACRA 2011 Organising Committee, 2011)
    A representation of space that includes both geometric and semantic information enables a robot to perform high-level tasks in complex environments. Identifying and categorizing environments based on onboard sensors are ...
  • Laser Range Data Based Semantic Labeling of Places 
    Shi Lei; Kodagoda Sarath; Dissanayake Gamini (IEEE, 2010)
    Extending metric space representations of an environment with other high level information, such as semantic and topological representations enable a robotic device to efficiently operate in complex environments. This paper ...
  • Multi-class Classification for Semantic Labeling of Places 
    Shi Lei; Kodagoda Sarath; Dissanayake Gamini (IEEE, 2010)
    Abstractâ¿¿Human robot interaction is an emerging area of research, where human understandable robotic representations can play a major role. Knowledge of semantic labels of places can be used to effectively communicate ...
  • Portfolio efficiency under heterogeneous beliefs 
    He Xuezhong; Shi Lei (World Scientific, 2010)
    In the standard mean variance (MV) capital asset pricing model (CAPM) with homogeneous beliefs, the optimal portfolios of investors are MV efficient. It is expected that this is no longer true in general when investors ...
  • Semantic Grid Map Building 
    Shi Lei; Kodagoda Sarath; Dissanayake Gamini (Australasian Conference on Robotics and Automation, 2010)
    Conventional Occupancy Grid (OG) map which contains occupied and unoccupied cells can be enhanced by incorporating semantic labels of places to build semantic grid map. Map with semantic information is more understandable ...