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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
Authors:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing
Favorite  |  View/Download:95/0  |  Submit date: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)  
Composite quantile regression estimation for P-GARCH processes 期刊论文
SCIENCE CHINA-MATHEMATICS, 2016, 卷号: 59, 期号: 5, 页码: 977-998
Authors:  Zhao Biao;  Chen Zhao;  Tao GuiPing;  Chen Min
Favorite  |  View/Download:159/0  |  Submit date:2018/07/30
composite quantile regression  periodic GARCH process  strictly periodic stationarity  strong consistency  asymptotic normality