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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:202/0  |  提交时间:2022/04/29
Bitcoin price  Variational mode decomposition  Deep learning  Price forecasting  Algorithmic trading  
Seasonal and trend forecasting of tourist arrivals: An adaptive multiscale ensemble learning approach 期刊论文
INTERNATIONAL JOURNAL OF TOURISM RESEARCH, 2022, 页码: 18
作者:  Xing, Guangyuan;  Sun, Shaolong;  Bi, Dan;  Guo, Ju-e;  Wang, Shouyang
收藏  |  浏览/下载:221/0  |  提交时间:2022/04/02
ensemble learning  least square support vector regression  seasonality  tourism demand forecasting  variational mode decomposition  
An interval decomposition-ensemble approach with data-characteristic-driven reconstruction for short-term load forecasting 期刊论文
APPLIED ENERGY, 2022, 卷号: 306, 页码: 16
作者:  Yang, Dongchuan;  Guo, Ju-E;  Sun, Shaolong;  Han, Jing;  Wang, Shouyang
收藏  |  浏览/下载:206/0  |  提交时间:2022/04/02
Short-term load forecasting  Bivariate empirical mode decomposition  Decomposition-ensemble approach  Reconstruction  Bayesian optimization  Long short-term memory network  
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载:194/0  |  提交时间:2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
Multi-step-ahead wind speed forecasting based on a hybrid decomposition method and temporal convolutional networks 期刊论文
ENERGY, 2022, 卷号: 238, 页码: 22
作者:  Li, Dan;  Jiang, Fuxin;  Chen, Min;  Qian, Tao
收藏  |  浏览/下载:235/0  |  提交时间:2022/04/02
Wind speed forecasting  Ensemble patch transform  Complete ensemble empirical mode  decomposition  Temporal convolutional network  Hybrid method  
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:188/0  |  提交时间:2022/04/02
Bitcoin  Fiat currency  Empirical mode decomposition  Event analysis  
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:194/0  |  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)  
Air pollution forecasting with multivariate interval decomposition ensemble approach 期刊论文
ATMOSPHERIC POLLUTION RESEARCH, 2021, 卷号: 12, 期号: 12, 页码: 14
作者:  Dong, Yawei;  Zhang, Chengyuan;  Niu, Mingfei;  Wang, Shouyang;  Sun, Shaolong
收藏  |  浏览/下载:194/0  |  提交时间:2022/04/02
Daily PM 10 concentration forecast  Air quality  Interval forecasting  Noise-assisted multivariate empirical mode  decomposition  Maximum mutual information  
Forecasting hourly PM2.5 based on deep temporal convolutional neural network and decomposition method 期刊论文
APPLIED SOFT COMPUTING, 2021, 卷号: 113, 页码: 15
作者:  Jiang, Fuxin;  Zhang, Chengyuan;  Sun, Shaolong;  Sun, Jingyun
收藏  |  浏览/下载:183/0  |  提交时间:2022/04/29
PM2.5 concentration forecasting  Complete ensemble empirical mode  decomposition with adaptive noise  Temporal convolutional  Data patterns  Deep learning  
Decomposition Methods for Tourism Demand Forecasting: A Comparative Study 期刊论文
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 18
作者:  Zhang, Chengyuan;  Li, Mingchen;  Sun, Shaolong;  Tang, Ling;  Wang, Shouyang
收藏  |  浏览/下载:183/0  |  提交时间:2022/04/02
tourism demand forecasting  decomposition methods  variational mode decomposition  decomposition and ensemble  machine learning