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Social media sentiment, model uncertainty, and volatility forecasting 期刊论文
ECONOMIC MODELLING, 2021, 卷号: 102, 页码: 13
Authors:  Lehrer, Steven;  Xie, Tian;  Zhang, Xinyu
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Model averaging  Volatility forecasting  Social media  Big data  Sentiment analysis  
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
Authors:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang
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Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition  
Almost sure convergence of randomised-difference descent algorithm for stochastic convex optimisation 期刊论文
IET CONTROL THEORY AND APPLICATIONS, 2021, 页码: 12
Authors:  Geng, Xiaoxue;  Huang, Gao;  Zhao, Wenxiao
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Data-driven rogue waves and parameter discovery in the defocusing nonlinear Schrodinger equation with a potential using the PINN deep learning 期刊论文
PHYSICS LETTERS A, 2021, 卷号: 404, 页码: 7
Authors:  Wang, Li;  Yan, Zhenya
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Defocusing NLS equation with the  time-dependent potential  Initial-boundary value conditions  Physics-informed neural networks  Deep learning  Data-driven rogue waves and parameter discovery  
Tourism demand forecasting: An ensemble deep learning approach 期刊论文
TOURISM ECONOMICS, 2021, 页码: 29
Authors:  Sun, Shaolong;  Li, Yanzhao;  Guo, Ju-e;  Wang, Shouyang
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bagging  economic variables  ensemble deep learning  search intensity index  stacked autoencoder  tourism demand forecasting  
Deep Nitsche Method: Deep Ritz Method with Essential Boundary Conditions 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 29, 期号: 5, 页码: 1365-1384
Authors:  Liao, Yulei;  Ming, Pingbing
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Deep Nitsche Method  Deep Ritz Method  neural network approximation  mixed boundary conditions  curse of dimensionality  
DeepDigest: Prediction of Protein Proteolytic Digestion with Deep Learning 期刊论文
ANALYTICAL CHEMISTRY, 2021, 卷号: 93, 期号: 15, 页码: 6094-6103
Authors:  Yang, Jinghan;  Gao, Zhiqiang;  Ren, Xiuhan;  Sheng, Jie;  Xu, Ping;  Chang, Cheng;  Fu, Yan
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Sample average approximation of CVaR-based hedging problem with a deep-learning solution 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
Authors:  Peng, Cheng;  Li, Shuang;  Zhao, Yanlong;  Bao, Ying
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Conditional Value-at-Risk  Hedging strategies  Deep learning  Theoretical guarantee  Sample average approximation  Uniform convergence  
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
Authors:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
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News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning  
Learning nonlinear operators via DeepONet based on the universal approximation theorem of operators 期刊论文
NATURE MACHINE INTELLIGENCE, 2021, 卷号: 3, 期号: 3, 页码: 218-+
Authors:  Lu, Lu;  Jin, Pengzhan;  Pang, Guofei;  Zhang, Zhongqiang;  Karniadakis, George Em
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