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The time-varying causal relationship between the Bitcoin market and internet attention 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
Authors:  Zhang,Xun;  Lu,Fengbin;  Tao,Rui;  Wang,Shouyang
Favorite  |  View/Download：88/0  |  Submit date：2021/10/26
Bitcoin  Internet attention  Google trends  Time-varying granger causality  Multiple bubbles test  G11  G15  C15  
Dynamics of Online Collective Attention as Hawkes Self-exciting Process 期刊论文
OPEN PHYSICS, 2020, 卷号: 18, 期号: 1, 页码: 6-13
Authors:  Li, Zhenpeng;  Tang Xijin
Favorite  |  View/Download：102/0  |  Submit date：2020/05/24
Hawkes self-exciting process  collective attention  novelty decay  herding effect  
Detecting the evolving community structure in dynamic social networks 期刊论文
WORLD WIDE WEB-INTERNET AND WEB INFORMATION SYSTEMS, 2019, 页码: 19
Authors:  Liu, Fanzhen;  Wu, Jia;  Xue, Shan;  Zhou, Chuan;  Yang, Jian;  Sheng, Quanzheng
Favorite  |  View/Download：112/0  |  Submit date：2020/05/24
Dynamic social networks  Community structure  Evolutionary clustering  Migration operator  
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：152/0  |  Submit date：2018/11/16
Crude oil futures price  Internet concern  BEMD  ELM  
An improved SMO algorithm for financial credit risk assessment - Evidence from China's banking 期刊论文
NEUROCOMPUTING, 2018, 卷号: 272, 页码: 314-325
Authors:  Zhang, Qi;  Wang, Jue;  Lu, Aiguo;  Wang, Shouyang;  Ma, Jian
Favorite  |  View/Download：127/0  |  Submit date：2018/07/30
Credit risk assessment  SVM  Sequential minimal optimization (SMO)  Four-variable working set  
How does Google search affect trader positions and crude oil prices? 期刊论文
ECONOMIC MODELLING, 2015, 卷号: 49, 页码: 162-171
Authors:  Li, Xin;  Ma, Jian;  Wang, Shouyang;  Zhang, Xun
Favorite  |  View/Download：72/0  |  Submit date：2018/07/30
Internet-based data  Google search volume index  Crude oil price  Granger causality  Trader positions