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Financial hedging in two-stage sustainable commodity supply chains
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 303, 期号: 2, 页码: 803-818
作者:
Wang, Moran
;
Guo, Xiaolong
;
Wang, Shouyang
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2023/02/07
Risk analysis
Financial hedging
Index-based price contract
Sustainable supply chain management
Competition
Cyber-Resilient Multi-Energy Management for Complex Systems
期刊论文
IEEE TRANSACTIONS ON INDUSTRIAL INFORMATICS, 2022, 卷号: 18, 期号: 3, 页码: 2144-2159
作者:
Zhao, Pengfei
;
Cao, Zhidong
;
Zeng, Dajun
;
Gu, Chenghong
;
Wang, Zhaoyu
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  |  
浏览/下载:40/0
  |  
提交时间:2022/01/27
Indexes
Cogeneration
Uncertainty
Reactive power
Pipelines
Optimization
Natural gas
Cyberattacks
distribution systems
energy hubs
load redistribution (LR) attacks
multienergy systems
real-time operation
resilience enhancement
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:13/0
  |  
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)
Economic-Effective Multi-Energy Management Considering Voltage Regulation Networked With Energy Hubs
期刊论文
IEEE TRANSACTIONS ON POWER SYSTEMS, 2021, 卷号: 36, 期号: 3, 页码: 2503-2515
作者:
Zhao, Pengfei
;
Gu, Chenghong
;
Cao, Zhidong
;
Hu, Zechun
;
Zhang, Xin
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  |  
浏览/下载:61/0
  |  
提交时间:2021/06/07
Voltage control
Optimization
Uncertainty
Hydrogen
Economics
Quality management
Computational modeling
Distributionally robust optimization
energy hub
gas quality management
integrated energy system
two-stage framework
Sample average approximation of CVaR-based hedging problem with a deep-learning solution
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
作者:
Peng, Cheng
;
Li, Shuang
;
Zhao, Yanlong
;
Bao, Ying
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  |  
浏览/下载:82/0
  |  
提交时间:2021/04/26
Conditional Value-at-Risk
Hedging strategies
Deep learning
Theoretical guarantee
Sample average approximation
Uniform convergence
Reducing Simulation Input-Model Risk via Input Model Averaging
期刊论文
INFORMS JOURNAL ON COMPUTING, 2021, 卷号: 33, 期号: 2, 页码: 672-684
作者:
Nelson, Barry L.
;
Wan, Alan T. K.
;
Zou, Guohua
;
Zhang, Xinyu
;
Jiang, Xi
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  |  
浏览/下载:14/0
  |  
提交时间:2021/10/26
input modeling
stochastic simulation
input uncertainty
Amphicarpic plants: definition, ecology, geographic distribution, systematics, life history, evolution and use in agriculture
期刊论文
BIOLOGICAL REVIEWS, 2020, 卷号: 95, 期号: 5, 页码: 1442-1466
作者:
Zhang, Keliang
;
Baskin, Jerry M.
;
Baskin, Carol C.
;
Cheplick, Gregory P.
;
Yang, Xuejun
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  |  
浏览/下载:11/0
  |  
提交时间:2022/03/01
amphicarpy
bet-hedging
chasmogamous and cleistogamous flowers
life history
phylogeny
reproductive plasticity
Dynamics of the diaspore and germination stages of the life history of an annual diaspore-trimorphic species in a temperate salt desert
期刊论文
PLANTA, 2020, 卷号: 251, 期号: 4
作者:
Wang, Zhaoren
;
Baskin, Jerry M.
;
Baskin, Carol C.
;
Yang, Xuejun
;
Liu, Guofang
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  |  
浏览/下载:14/0
  |  
提交时间:2022/03/01
Atriplex centralasiatica
Bet-hedging strategy
Dispersal
Dormancy cycle
Diaspore heteromorphism
Seedbank
A hybrid VMD-BiGRU model for rubber futures time series forecasting
期刊论文
APPLIED SOFT COMPUTING, 2019, 卷号: 84, 页码: 13
作者:
Zhu, Qing
;
Zhang, Fan
;
Liu, Shan
;
Wu, Yiqiong
;
Wang, Lin
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  |  
浏览/下载:69/0
  |  
提交时间:2020/01/10
BiGRU
Rubber futures
Time series
VMD
Volatility prediction
Hedging Deep Features for Visual Tracking
期刊论文
IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 2019, 卷号: 41, 期号: 5, 页码: 1116-1130
作者:
Qi, Yuankai
;
Zhang, Shengping
;
Qin, Lei
;
Huang, Qingming
;
Yao, Hongxun
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  |  
浏览/下载:57/0
  |  
提交时间:2019/08/16
Visual tracking
convolutional neural network
adaptive hedge
Siamese network
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