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Static or dynamic? Characterize and forecast the evolution of urban crime distribution 期刊论文
EXPERT SYSTEMS WITH APPLICATIONS, 2022, 卷号: 190, 页码: 16
Authors:  Zhu, Qing;  Zhang, Fan;  Liu, Shan;  Wang, Lin;  Wang, Shouyang
Favorite  |  View/Download:51/0  |  Submit date:2022/04/02
Urban crime  Spatiotemporal framework  Crime distribution  Graph neural network  
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
Authors:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:51/0  |  Submit date:2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
Authors:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
Favorite  |  View/Download:65/0  |  Submit date:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
Authors:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
Favorite  |  View/Download:47/0  |  Submit date:2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 13
Authors:  Yang, Xin;  Chen, Shan;  Liu, Hong;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:65/0  |  Submit date:2021/04/26
Financial institution network  jump volatility  panel data regression model  
A novel two-stage approach for cryptocurrency analysis 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 72, 页码: 13
Authors:  Yang, Boyu;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:67/0  |  Submit date:2021/04/26
Bitcoin  Cryptocurrency  Noise-assisted multivariate empirical mode  decomposition  Two-stage decomposition and composition  
Acoustic multi-parameter full waveform inversion based on the wavelet method 期刊论文
INVERSE PROBLEMS IN SCIENCE AND ENGINEERING, 2020, 页码: 28
Authors:  Zhang, Wensheng
Favorite  |  View/Download:71/0  |  Submit date:2020/09/23
Full waveform inversion  multi-parameter  wavelet method  numerical schemes  acoustic wave  time domain  
Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 15
Authors:  Yang, Xin;  Zhao, Xian;  Gong, Xu;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:72/0  |  Submit date:2020/09/23
financial institution  complex network  jump volatility  entropy weight TOPSIS  
Probe Efficient Feature Representation of Gapped K-mer Frequency Vectors from Sequences Using Deep Neural Networks 期刊论文
IEEE-ACM TRANSACTIONS ON COMPUTATIONAL BIOLOGY AND BIOINFORMATICS, 2020, 卷号: 17, 期号: 2, 页码: 657-667
Authors:  Cao, Zhen;  Zhang, Shihua
Favorite  |  View/Download:108/0  |  Submit date:2020/05/24
DNA  Bioinformatics  Kernel  Feature extraction  Support vector machines  Genomics  Task analysis  Bioinformatics  machine learning  gapped k-mer  deep neural network  transcription factor binding site prediction  
基于杠杆效应和结构突变的HAR族模型及其对股市波动率的预测研究 期刊论文
系统工程理论与实践, 2020, 卷号: 40.0, 期号: 005, 页码: 1113-1133
Authors:  龚旭;  曹杰;  文凤华;  杨晓光
Favorite  |  View/Download:114/0  |  Submit date:2021/01/14
HAR-RV模型  杠杆效应  结构突变  ICSS算法  MCS检验