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CORC

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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
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:  Liu, Hui;  Duan, Zhu;  Han, Feng-ze;  Li, Yan-fei*
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  
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;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
收藏  |  浏览/下载：28/0  |  提交时间：2018/07/30
astudyonthevolatilityofthebangladeshstockmarketbasedongarchtypemodels 期刊论文
journalofsystemsscienceandinformation, 2017, 卷号: 000, 期号: 003, 页码: 193
作者:  Roni Bhowmik;  Wu Chao;  Jewel Roy Kumar;  Wang Shouyang
收藏  |  浏览/下载：16/0  |  提交时间：2020/01/10
Composite quantile regression estimation for P-GARCH processes 期刊论文
SCIENCE CHINA-MATHEMATICS, 2016, 卷号: 59, 期号: 5, 页码: 977-998
作者:  Zhao Biao;  Chen Zhao;  Tao GuiPing;  Chen Min
收藏  |  浏览/下载：47/0  |  提交时间：2018/07/30
若干金融计量模型中分布非参数估计的渐近性研究 学位论文
2016, 2015
李杰
收藏  |  浏览/下载：7/0  |  提交时间：2017/06/20
An econometric analysis for the energy efficiency indicators in thermal power plants based upon the GARCH model 期刊论文
Kung Cheng Je Wu Li Hsueh Pao/Journal of Engineering Thermophysics, 2016, 卷号: 37, 页码: 1607-1612
作者:  Li, Ming-Jia;  Song, Chen-Xi;  Tao, Wen-Quan
收藏  |  浏览/下载：3/0  |  提交时间：2019/11/26
GBAS Heavy-tail Error Overbounding with GARCH Model 会议论文
International Conference on Computer, Information and Telecommunication Systems (CITS), Kunming, PEOPLES R CHINA, 2016-01-01
作者:  Fang, Kun;  Xue, Rui;  Zhu, Yanbo
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/30
GBAS Protection Level Calculation with GARCH Model 会议论文
PROCEEDINGS OF 2016 7TH INTERNATIONAL CONFERENCE ON MECHANICAL AND AEROSPACE ENGINEERING, (ICMAE), 2016-01-01
作者:  Fang, Kun;  Xue, Rui;  Zhu, Yanbo
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/30
GBAS Protection Level Calculation with GARCH Model 会议论文
7th International Conference on Mechanical and Aerospace Engineering (ICMAE), London, ENGLAND, 2016-07-18
作者:  Fang, Kun;  Xue, Rui;  Zhu, Yanbo
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/30

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