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科研机构
数学与系统科学研究... [15]
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期刊论文 [15]
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2022 [3]
2021 [7]
2020 [3]
2019 [1]
2017 [1]
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专题:数学与系统科学研究院
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Multi-objective approaches to portfolio optimization with market impact costs
期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:
Wang, Hongze
;
Li, Xuerong
;
Hong, Wenjing
;
Tang, Ke
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
Portfolio optimization
Market impact cost
Multi-objective optimization
Evolutionary computation
Memetic algorithm
Multilayer Financial Complex Networks and Their Applications
期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14
作者:
Li, Xuerong
;
Xu, Xiaoyue
;
Liu, Jiaqi
;
Dong, Jichang
;
Lu, Jinhu
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2023/02/07
Couplings
Complex networks
Biological system modeling
Banking
Entropy
Analytical models
Urban areas
Financial networks
maximum entropy approach
multi-layer networks
risk contagion
spillover effects
Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading
期刊论文
Financial Innovation, 2022, 卷号: 8, 期号: 1
作者:
Li,Yuze
;
Jiang,Shangrong
;
Li,Xuerong
;
Wang,Shouyang
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2022/04/29
Bitcoin price
Variational mode decomposition
Deep learning
Price forecasting
Algorithmic trading
How cryptocurrency affects economy? A network analysis using bibliometric methods
期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 77, 页码: 12
作者:
Yue, Yao
;
Li, Xuerong
;
Zhang, Dingxuan
;
Wang, Shouyang
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2022/04/02
Cryptocurrency
Economic
Bibliometric
Network analysis
Bitcoin
20 Years of Research on Real Estate Bubbles, Risk and Exuberance: A Bibliometric Analysis
期刊论文
SUSTAINABILITY, 2021, 卷号: 13, 期号: 17, 页码: 24
作者:
Li, Shengguo
;
Liu, Jiaqi
;
Dong, Jichang
;
Li, Xuerong
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2022/04/02
real estate
risk
bubble
exuberant
bibliometric
A bibliometric analysis of 30 years of platform research: Developing the research agenda for platforms, the associated technologies and social impacts
期刊论文
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2021, 卷号: 169, 页码: 22
作者:
Liu, He
;
Li, Xuerong
;
Wang, Shouyang
收藏
  |  
浏览/下载:47/0
  |  
提交时间:2021/10/26
Platform research
Bibliometric analysis
Co-citation analysis
Research agenda
Discovering research trends and opportunities of green finance and energy policy: A data-driven scientometric analysis
期刊论文
ENERGY POLICY, 2021, 卷号: 154, 页码: 12
作者:
Wang, Moran
;
Li, Xuerong
;
Wang, Shouyang
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2021/10/26
Green finance policy
Green bonds
Data-driven scientometric analysis
co2 emissions
Fintech
Evaluating Performances and Importance of Venture Capitals: A Complex Network Approach
期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2021, 卷号: 68, 期号: 5, 页码: 2060-2068
作者:
Liu, Jiaqi
;
Li, Xuerong
;
Lu, Linyuan
;
Dong, Jichang
;
Lu, Jinhu
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2021/10/26
Venture capital
Investment
Complex networks
Companies
Industries
Technological innovation
Data models
Venture capital
co-investment network
investment performance
investment behavior
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach
期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
作者:
Li, Yuze
;
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2021/04/26
News sentiment
Returns and volatility forecasting
Variational mode decomposition
Deep learning
Exploring evolution trends in cryptocurrency study: From underlying technology to economic applications
期刊论文
FINANCE RESEARCH LETTERS, 2021, 卷号: 38, 页码: 8
作者:
Jiang, Shangrong
;
Li, Xuerong
;
Wang, Shouyang
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2021/04/26
Cryptocurrency
Bibliometric
Co-citation analysis
Co-word analysis
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