×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
厦门大学 [35]
清华大学 [8]
数学与系统科学研究院 [8]
上海财经大学 [6]
北京大学 [5]
武汉大学 [5]
更多...
内容类型
期刊论文 [64]
会议论文 [7]
学位论文 [5]
其他 [4]
发表日期
2020 [1]
2018 [5]
2017 [7]
2016 [10]
2015 [3]
2014 [2]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共80条,第1-10条
帮助
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
作者升序
作者降序
题名升序
题名降序
发表日期升序
发表日期降序
提交时间升序
提交时间降序
Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices
期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 卷号: 120, 期号: 2, 页码: 350-365
作者:
Liu, Ying
;
Peng, Geng
;
Hu, Lanyi
;
Dong, Jichang
;
Zhang, Qingqing
收藏
  |  
浏览/下载:60/0
  |  
提交时间:2020/05/24
Stock market
AR-GARCH
Crash incidents
Search volume index
Outer-product-of-gradients tests for spatial autoregressive models
会议论文
作者:
Jin, Fei
;
Lee, Lung-fei
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/08/22
LM test
OPG
C(alpha) test
GMM test
Unknown heteroskedasticity
Spatial dependence
NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY
期刊论文
ECONOMETRIC THEORY, 2018, 卷号: 34, 期号: 3, 页码: 543-573
作者:
Chen, Songnian
;
Lu, Xun
;
Zhou, Xianbo
;
Zhou, Yahong
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/08/22
Consistent test for parametric models with right-censored data using projections
期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2018, 卷号: 118, 页码: 112-125
作者:
Sun, Zhihua
;
Ye, Xue
;
Sun, Liuquan
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2018/07/30
Consistent test
Curse-of-dimensionality-free
Empirical process
Projection
Right-censored data
A novel car-following model considering conditional heteroskedasticity of acceleration fluctuation and driving force
期刊论文
Journal of Intelligent and Fuzzy Systems, 2018, 卷号: 34, 期号: 4, 页码: 2301-2311
作者:
Xiao, Xinping
;
Jiang, Meng
;
Wen, Jianghui*
;
Wu, Chaozhong
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/04
Conditional heteroskedasticity
GARCH model
IDM model
driving force
Big multi-step wind speed forecasting model based on secondary decomposition, ensemble method and error correction algorithm
期刊论文
Energy Conversion and Management, 2018, 卷号: 156, 页码: 525-541
作者:
收藏
  |  
浏览/下载:38/0
  |  
提交时间:2019/12/03
NWP
numerical weather prediction
CS
Cuckoo search
FS
fuzzy system
WRF
weather research and forecasting
KF
Kalman filter
ARIMA
auto-regressive integrated moving average
ARCH
autoregressive conditional heteroskedasticity
ANN
artificial neural networks
SVM
support vector machine
CRO
Coral Reefs optimization algorithm
ELM
extreme learning machine
MFNN
multi-layer feed-forward neural network
SPSA
simultaneous perturbation stochastic approximation
HM
Hammerstein Model
AR
auto-regressive
AdaBoost
adaptive boosting
MLP
multilayer perceptron
DNN-MRT
deep neural network based meta regression and transfer learning
WD
wavelet decomposition
FEEMD
fast ensemble empirical mode decomposition
EMD
empirical mode decomposition
WPD
wavelet packet decomposition
SSA
singular spectrum analysis
BFGS
Broyden–Fletcher–Goldfarb–Shanno Quasi-Newton Back Propagation
LSSVM
least square support vector machine
PSOGSA
partial swarm optimization combined with gravitational search algorithm
FCM
fuzzy C-means
EEMD
ensemble empirical mode decomposition
SampEn
sample entropy
VMD
variational mode decomposition
MAdaBoost
Modified AdaBoost.RT
WF
wavelet filter
MAE
mean absolute error
MAPE
mean absolute percentage error
RMSE
root mean squared error
CWT
continuous wavelet transform
DWT
discrete wavelet transform
LMD
local mean decomposition
ADMM
alternate direction method of multipliers
Big multi-step wind speed forecasting
Wavelet decomposition
Variational mode decomposition
Sample entropy
Modified adaBoost.RT
Wavelet filter
Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients
期刊论文
SPATIAL ECONOMIC ANALYSIS, 2017, 卷号: 12, 期号: 1, 页码: 113-128
作者:
Wei, Hongjie
;
Sun, Yan
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
semi-parametric generalized method of moments
spatial autoregression
space-varying coefficient
heteroskedasticity
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets
期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
作者:
Lu, Fengbin
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2018/07/30
Time-varying coefficient VAR
Dynamic lagged correlation
Granger causality
Crude oil
Stock market
A Dirty Data Recognition Method for Machinery Condition Monitoring in Big Data Era
会议论文
作者:
Lei, Yaguo
;
Zhou, Xin
;
Xu, Xuefang
;
Jia, Feng
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/11/26
volatility
dirty data recognition
heteroskedasticity
big data
condition monitoring
Asymptotic F and t tests in an efficient GMM setting
期刊论文
JOURNAL OF ECONOMETRICS, 2017, 卷号: 198, 期号: 2
作者:
Hwang, Jungbin
;
Sun, Yixiao
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/05
Efficient GMM
F distribution
Fixed-smoothing asymptotics
Heteroskedasticity and autocorrelation robust
t distribution
Two-step GMM
©版权所有 ©2017 CSpace - Powered by
CSpace