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期刊论文 [47]
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Foreign Trade Survey Data: Do They Help in Forecasting Exports and Imports?
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2022, 页码: 24
作者:
Bai Yun
;
Wang Shouyang
;
Zhang Xun
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2023/02/07
ARIMAX
artificial neural network
composite index
forecasting
foreign trade
Granger causality test
survey data
Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach
期刊论文
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19
作者:
Sun, Yuying
;
Zhang, Jian
;
Li, Xin
;
Wang, Shouyang
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2022/04/02
forecast combination
nonparametric estimation
structural changes
tourism demand
time-varying jackknife model averaging
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
收藏
  |  
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)
Social media sentiment, model uncertainty, and volatility forecasting
期刊论文
ECONOMIC MODELLING, 2021, 卷号: 102, 页码: 13
作者:
Lehrer, Steven
;
Xie, Tian
;
Zhang, Xinyu
收藏
  |  
浏览/下载:47/0
  |  
提交时间:2021/10/26
Model averaging
Volatility forecasting
Social media
Big data
Sentiment analysis
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, Shouyang
收藏
  |  
浏览/下载:55/0
  |  
提交时间:2021/10/26
ACI model
interval-valued crude oil prices
range
trading strategy
volatility forecast
Infection rate models for COVID-19: Model risk and public health news sentiment exposure adjustments
期刊论文
PLOS ONE, 2021, 卷号: 16, 期号: 6, 页码: 39
作者:
Chalkiadakis, Ioannis
;
Yan, Hongxuan
;
Peters, Gareth W.
;
Shevchenko, Pavel, V
收藏
  |  
浏览/下载:46/0
  |  
提交时间:2021/10/26
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
期刊论文
JOURNAL OF EMPIRICAL FINANCE, 2021, 卷号: 62, 页码: 179-201
作者:
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
收藏
  |  
浏览/下载:24/0
  |  
提交时间:2021/10/26
HARQ
Model averaging
&
nbsp
Bitcoin
Realized volatility
China's energy-related carbon emissions projections for the shared socioeconomic pathways
期刊论文
RESOURCES CONSERVATION AND RECYCLING, 2021, 卷号: 168, 页码: 11
作者:
Zhang, Fan
;
Deng, Xiangzheng
;
Xie, Li
;
Xu, Ning
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  |  
浏览/下载:16/0
  |  
提交时间:2021/08/19
Carbon emission
Shared socioeconomic pathways (SSPS)
In-sample and out-of-sample approach
Forecasting
China
A Clustering-Based Nonlinear Ensemble Approach for Exchange Rates Forecasting
期刊论文
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2020, 卷号: 50, 期号: 6, 页码: 2284-2292
作者:
Sun, Shaolong
;
Wang, Shouyang
;
Wei, Yunjie
;
Zhang, Guowei
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2020/06/30
Forecasting
Exchange rates
Predictive models
Self-organizing feature maps
Clustering algorithms
exchange rates forecasting
kernel-based extreme learning machine (KELM)
nonlinear ensemble
Making real-time predictions for NBA basketball games by combining the historical data and bookmaker's betting line
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 547, 页码: 8
作者:
Song, Kai
;
Gao, Yiran
;
Shi, Jian
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  |  
浏览/下载:21/0
  |  
提交时间:2020/06/30
Sports science
NBA
In-play predictions
Gamma process
The total points process
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