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A new ensemble deep learning approach for exchange rates forecasting and trading 期刊论文
ADVANCED ENGINEERING INFORMATICS, 2020, 卷号: 46, 页码: 10
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download：92/0  |  Submit date：2021/04/26
Ensemble learning  Forecasting  Trading  Deep learning  LSTM  
Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12
Authors:  Zhang, Bingjie;  Wang, Shouyang;  Wei, Yunjie;  Zhao, Xueting
Favorite  |  View/Download：105/0  |  Submit date：2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
A Clustering-Based Nonlinear Ensemble Approach for Exchange Rates Forecasting 期刊论文
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2020, 卷号: 50, 期号: 6, 页码: 2284-2292
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie;  Zhang, Guowei
Favorite  |  View/Download：111/0  |  Submit date：2020/06/30
Forecasting  Exchange rates  Predictive models  Self-organizing feature maps  Clustering algorithms  exchange rates forecasting  kernel-based extreme learning machine (KELM)  nonlinear ensemble  
Interval forecasting of exchange rates: a new interval decomposition ensemble approach 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 页码: 28
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download：107/0  |  Submit date：2020/05/24
Exchange rate forecasting  Interval-valued data  Autoregressive model  Neural networks  Bivariate empirical mode decomposition  
Predicting default rates by capturing critical transitions in the macroeconomic system 期刊论文
FINANCE RESEARCH LETTERS, 2020, 卷号: 32, 页码: 11
Authors:  Xing Kai;  Yang Xiaoguang
Favorite  |  View/Download：93/0  |  Submit date：2020/05/24
Corporate default  Macro-indicator  Critical transitions  
A new multiscale decomposition ensemble approach for forecasting exchange rates 期刊论文
ECONOMIC MODELLING, 2019, 卷号: 81, 页码: 49-58
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download：121/0  |  Submit date：2020/01/10
Exchange rates forecasting  Variational mode decomposition  Support vector regression  Support vector neural network  Ensemble learning  
Evolutionary support vector machine for RMB exchange rate forecasting 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 521, 页码: 692-704
Authors:  Fu, Sibao;  Li, Yongwu;  Sun, Shaolong;  Li, Hongtao
Favorite  |  View/Download：133/0  |  Submit date：2020/01/10
Exchange rate forecasting  Evolutionary support vector regression  Particle swarm optimization  Genetic algorithm  Phase space reconstruction  
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
Authors:  Abbas, Ghulam;  Hammoudeh, Shawkat;  Shahzad, Syed Jawad Hussain;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download：181/0  |  Submit date：2019/03/11
G-7 return  volatility  connectedness  macroeconomic factors  generalized VAR  
returnandvolatilityconnectednessbetweenstockmarketsandmacroeconomicfactorsintheg7countries 期刊论文
journalofsystemsscienceandsystemsengineering, 2019, 卷号: 28, 期号: 1, 页码: 1
Authors:  Abbas Ghulam;  Hammoudeh Shawkat;  Shahzad Syed Jawad Hussain;  Wang Shouyang;  Wei Yunjie
Favorite  |  View/Download：128/0  |  Submit date：2020/01/10
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
Authors:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
Favorite  |  View/Download：134/0  |  Submit date：2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets