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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：148/0  |  提交时间：2022/04/29
Bitcoin price  Variational mode decomposition  Deep learning  Price forecasting  Algorithmic trading  
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
作者:  Guo, Xiaochun;  Lu, Fengbin;  Wei, Yunjie
收藏  |  浏览/下载：145/0  |  提交时间：2022/04/02
Bitcoin  COVID-19  Contagion  DAG  Financial market risk  
Estimating the reaction of Bitcoin prices to the uncertainty of fiat currency 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 16
作者:  Jin, Xuejun;  Zhu, Keer;  Yang, Xiaolan;  Wang, Shouyang
收藏  |  浏览/下载：144/0  |  提交时间：2022/04/02
Bitcoin  Fiat currency  Empirical mode decomposition  Event analysis  
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：159/0  |  提交时间：2022/04/02
Cryptocurrency  Economic  Bibliometric  Network analysis  Bitcoin  
The time-varying causal relationship between the Bitcoin market and internet attention 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:  Zhang,Xun;  Lu,Fengbin;  Tao,Rui;  Wang,Shouyang
收藏  |  浏览/下载：163/0  |  提交时间：2021/10/26
Bitcoin  Internet attention  Google trends  Time-varying granger causality  Multiple bubbles test  G11  G15  C15  
Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang
收藏  |  浏览/下载：153/0  |  提交时间：2021/10/26
Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition  
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：165/0  |  提交时间：2021/10/26
HARQ  Model averaging  &  nbsp  Bitcoin  Realized volatility  
A novel two-stage approach for cryptocurrency analysis 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 72, 页码: 13
作者:  Yang, Boyu;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载：161/0  |  提交时间：2021/04/26
Bitcoin  Cryptocurrency  Noise-assisted multivariate empirical mode  decomposition  Two-stage decomposition and composition