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Asset selection based on high frequency Sharpe ratio
期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2022/04/29
Asset selection
High frequency Sharpe ratio
Ultrahigh dimensional
Serial correlation
Sure screening property
Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 117
作者:
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
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  |  
浏览/下载:0/0
  |  
提交时间:2023/05/30
Futures markets
MHAR-CSV model
Co-volatility
Time-varying volatility connectedness
Asymmetric volatility spillover
Commodity markets
A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
作者:
Li, Yuze
;
Wang, Shouyang
;
Wei, Yunjie
;
Zhu, Qing
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  |  
浏览/下载:14/0
  |  
提交时间:2022/04/02
Gold
Forecasting
Autoregressive processes
Predictive models
Signal resolution
Deep learning
Mathematical model
Algorithmic trading
bidirectional gated recurrent unit (BiGRU)
gold futures price forecasting
variational mode decomposition (VMD)
Pixel and Feature Transfer Fusion for Unsupervised Cross-Dataset Person Reidentification
期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2021, 页码: 13
作者:
Yang, Yang
;
Wang, Guan'an
;
Tiwari, Prayag
;
Pandey, Hari Mohan
;
Lei, Zhen
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  |  
浏览/下载:12/0
  |  
提交时间:2022/01/27
Cameras
Measurement
Image reconstruction
Data models
Adaptation models
Scalability
Lighting
Feature fusion
generate adversarial nets
person reidentification (Re-ID)
unsupervised learning
Polysaccharides from traditional Asian food source and their antitumor activity
期刊论文
JOURNAL OF FOOD BIOCHEMISTRY, 2021, 页码: 9
作者:
Yang, Shengfeng
;
Chen, Xingyu
;
Sun, Jing
;
Qu, Chengming
;
Chen, Xiaolin
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  |  
浏览/下载:16/0
  |  
提交时间:2021/12/01
antitumor activity
polysaccharides
traditional Asian food source
OPTIMAL MODEL AVERAGING BASED ON GENERALIZED METHOD OF MOMENTS
期刊论文
STATISTICA SINICA, 2021, 卷号: 31, 期号: 4, 页码: 2103-2122
作者:
Zhang, Xinyu
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  |  
浏览/下载:2/0
  |  
提交时间:2022/04/02
Asymptotic optimality
consistency
generalized method of moments
model averaging
Analysis of mobile monitoring data from the microAeth (R) MA200 for measuring changes in black carbon on the roadside in Augsburg
期刊论文
ATMOSPHERIC MEASUREMENT TECHNIQUES, 2021, 卷号: 14, 期号: 7, 页码: 5139-5151
作者:
Liu, Xiansheng
;
Hadiatullah, Hadiatullah
;
Zhang, Xun
;
Hill, L. Drew
;
White, Andrew H. A.
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  |  
浏览/下载:25/0
  |  
提交时间:2021/11/05
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions
期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 13
作者:
Yang, Xin
;
Chen, Shan
;
Liu, Hong
;
Yang, Xiaoguang
;
Huang, Chuangxia
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  |  
浏览/下载:13/0
  |  
提交时间:2021/04/26
Financial institution network
jump volatility
panel data regression model
ST-Trader: A Spatial-Temporal Deep Neural Network for Modeling Stock Market Movement
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2021, 卷号: 8, 期号: 5, 页码: 1015-1024
作者:
Xiurui Hou
;
Kai Wang
;
Cheng Zhong
;
Zhi Wei
收藏
  |  
浏览/下载:38/0
  |  
提交时间:2021/04/09
Graph convolution network
long-short term memory network
stock market forecasting
variational autoencoder (VAE)
Advances in G-stack diode laser using macro-channel water cooling and high thermal conductivity material packaging
会议论文
Virtual, Online, United states, 2021-03-06
作者:
Han, Yang
;
Sun, Lichen
;
Fu, Tuanwei
;
Gao, Lijun
;
Zheng, Yanfang
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  |  
浏览/下载:32/0
  |  
提交时间:2021/06/28
G-Stack Diode Laser
Macro-Channel
High Thermal Conductivity Material
Continuous Wave Mode
Low Thermal Resistance
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