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A novel multiscale forecasting model for crude oil price time series 期刊论文
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2021, 卷号: 173, 页码: 15
Authors:  Li, Ranran;  Hu, Yucai;  Heng, Jiani;  Chen, Xueli
Favorite  |  View/Download:14/0  |  Submit date:2022/04/02
Crude oil price forecasting  Decomposition-ensemble method  Support vector machine  Multiscale strategy  Complexity analysis  
A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文
FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11
Authors:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:15/0  |  Submit date:2022/04/02
crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting  
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
Authors:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:30/0  |  Submit date:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
A multi-granularity heterogeneous combination approach to crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 91, 页码: 9
Authors:  Wang, Jue;  Zhou, Hao;  Hong, Tao;  Li, Xiang;  Wang, Shouyang
Favorite  |  View/Download:37/0  |  Submit date:2021/01/14
Crude oil Price  Forecast combination  Feature selection  Multi-granularity  Artificial bee colony  
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
Authors:  Li, Jingjing;  Tang, Ling;  Wang, Shouyang
Favorite  |  View/Download:58/0  |  Submit date:2020/06/30
Big data  Multilingual search engine index  Crude oil price forecasting  Google Trends  Artificial intelligence  
Crude oil price analysis and forecasting: A perspective of "new triangle" 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 87, 页码: 14
Authors:  Lu, Quanying;  Li, Yuze;  Chai, Jian;  Wang, Shouyang
Favorite  |  View/Download:53/0  |  Submit date:2020/06/30
Crude oil  Dynamic Bayesian structural time series model  Google trend  Kalman filtering  Spike and slab prior  Bayesian model average  
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
Authors:  Li, Xuerong;  Shang, Wei;  Wang, Shouyang
Favorite  |  View/Download:86/0  |  Submit date:2020/01/10
Oil price forecasting  Financial markets  Online news  Text analysis  Convolutional neural network  
Crude oil price forecasting based on internet concern using an extreme learning machine 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2018, 卷号: 34, 期号: 4, 页码: 665-677
Authors:  Wang, Jue;  Athanasopoulos, George;  Hyndman, Rob J.;  Wang, Shouyang
Favorite  |  View/Download:79/0  |  Submit date:2018/11/16
Crude oil futures price  Internet concern  BEMD  ELM  
Interval decomposition ensemble approach for crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2018, 卷号: 76, 页码: 274-287
Authors:  Sun, Shaolong;  Sun, Yuying;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download:70/0  |  Submit date:2019/03/05
Bivariate empirical mode decomposition  Crude oil price forecasting  Interval-valued time series  Interval Holt's method  Interval neural networks  
A semi-heterogeneous approach to combining crude oil price forecasts 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 460, 页码: 279-292
Authors:  Wang, Jue;  Li, Xiang;  Hong, Tao;  Wang, Shouyang
Favorite  |  View/Download:111/0  |  Submit date:2018/10/07
Crude oil price  Decomposition and reconstruction  Forecast combination  Model selection