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Forecasting crude oil price with multilingual search engine data 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 551, 页码: 14
作者:  Li, Jingjing;  Tang, Ling;  Wang, Shouyang
收藏  |  浏览/下载:181/0  |  提交时间:2020/06/30
Big data  Multilingual search engine index  Crude oil price forecasting  Google Trends  Artificial intelligence  
Text-based crude oil price forecasting: A deep learning approach 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2019, 卷号: 35, 期号: 4, 页码: 1548-1560
作者:  Li, Xuerong;  Shang, Wei;  Wang, Shouyang
收藏  |  浏览/下载:224/0  |  提交时间:2020/01/10
Oil price forecasting  Financial markets  Online news  Text analysis  Convolutional neural network  
Attention Matters: An Exploration of Relationship Between Google Search Behaviors and Crude Oil Prices 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 5, 页码: 1438-1459
作者:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
收藏  |  浏览/下载:189/0  |  提交时间:2020/01/10
Asymmetric response  crude oil prices  Google search  investor attention  Markov switching autoregressive model  
Information aggregation in a financial market with general signal structure 期刊论文
JOURNAL OF ECONOMIC THEORY, 2019, 卷号: 183, 页码: 594-624
作者:  Lou, Youcheng;  Parsa, Sahar;  Ray, Debraj;  Li, Duan;  Wang, Shouyang
收藏  |  浏览/下载:167/0  |  提交时间:2020/01/10
Multidimensional signals  Asymmetric information  Information aggregation  Rational expectations equilibrium  
Platform Competition in Peer-to-Peer Lending Considering Risk Control Ability 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 274, 期号: 1, 页码: 280-290
作者:  Liu, He;  Qiao, Han;  Wang, Shouyang;  Li, Yuze
收藏  |  浏览/下载:219/0  |  提交时间:2019/03/05
E-commerce  Peer-to-peer (P2P) lending  Risk control ability  Two-sided markets  game theory  
Timing the market: the economic value of price extremes 期刊论文
Financial Innovation, 2018, 卷号: 4, 期号: 1
作者:  Xie,Haibin;  Wang,Shouyang
收藏  |  浏览/下载:166/0  |  提交时间:2018/11/16
Price extremes  Return decomposition  Asymmetry  Return predictability  
Analysis of product return rate and price competition in two supply chains 期刊论文
OPERATIONAL RESEARCH, 2018, 卷号: 18, 期号: 2, 页码: 469-496
作者:  Zheng, Yanyan;  Shu, Tong;  Wang, Shouyang;  Chen, Shou;  Lai, Kin Keung;  Gan, Lu
收藏  |  浏览/下载:229/0  |  提交时间:2018/07/30
Supply chains  Betrand competition  Competition intensity  Product return rate  Competition structures  Optimal strategy  
Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 677-695
作者:  Huang, Zhiyuan;  Han, Ai;  Wang, Shouyang
收藏  |  浏览/下载:151/0  |  提交时间:2018/07/30
Component ACD model  feedback effect  investor behavior  market status  trading intensity  
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载:170/0  |  提交时间:2018/07/30
Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter  
Assessing Potentiality of Support Vector Machine Method in Crude Oil Price Forecasting 期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 7893-7904
作者:  Yu, Lean;  Zhang, Xun;  Wang, Shouyang
收藏  |  浏览/下载:199/0  |  提交时间:2018/07/30
support vector machines  artificial neural networks  ARIMA model  ARFIMA model  Markov-switching ARFIMA model