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Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks 期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
Authors:  Li, Dan;  Li, Yijun;  Wang, Chaoqun;  Chen, Min;  Wu, Qi
Favorite  |  View/Download：25/0  |  Submit date：2023/02/07
Carbon price forecast  Granger forecast  Real-time decomposition  Neural Granger causality  Causal temporal convolutional network  
An extreme bias-penalized forecast combination approach to commodity price forecasting 期刊论文
INFORMATION SCIENCES, 2022, 卷号: 615, 页码: 774-793
Authors:  Zhang, Yifei;  Wang, Jue;  Yu, Lean;  Wang, Shouyang
Favorite  |  View/Download：7/0  |  Submit date：2023/02/07
Forecast combination  Elastic net  Extreme bias  Weight-sparsity  Artificial bee colony algorithm  
Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading 期刊论文
Financial Innovation, 2022, 卷号: 8, 期号: 1
Authors:  Li,Yuze;  Jiang,Shangrong;  Li,Xuerong;  Wang,Shouyang
Favorite  |  View/Download：65/0  |  Submit date：2022/04/29
Bitcoin price  Variational mode decomposition  Deep learning  Price forecasting  Algorithmic trading  
A novel machine learning-based electricity price forecasting model based on optimal model selection strategy 期刊论文
ENERGY, 2022, 卷号: 238, 页码: 14
Authors:  Yang, Wendong;  Sun, Shaolong;  Hao, Yan;  Wang, Shouyang
Favorite  |  View/Download：58/0  |  Submit date：2022/04/02
Electricity price  Forecasting  Hybrid model  Model selection  Kernel-based extreme learning machine  
Artificial bee colony-based combination approach to forecasting agricultural commodity prices 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2022, 卷号: 38, 期号: 1, 页码: 21-34
Authors:  Wang, Jue;  Wang, Zhen;  Li, Xiang;  Zhou, Hao
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Agricultural commodity price  Forecast combination  Semi-heterogeneous combination  Artificial bee colony algorithm  Denoising technique  
Multi-step metal prices forecasting based on a data preprocessing method and an optimized extreme learning machine by marine predators algorithm 期刊论文
RESOURCES POLICY, 2021, 卷号: 74, 页码: 10
Authors:  Du, Pei;  Guo, Ju'e;  Sun, Shaolong;  Wang, Shouyang;  Wu, Jing
Favorite  |  View/Download：92/0  |  Submit date：2022/04/02
Metal prices forecasting  Data processing method  Optimized extreme learning machine  Hybrid forecasting model  
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
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Crude oil price forecasting  Decomposition-ensemble method  Support vector machine  Multiscale strategy  Complexity analysis  
A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
Authors:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing
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Gold  Forecasting  Autoregressive processes  Predictive models  Signal resolution  Deep learning  Mathematical model  Algorithmic trading  bidirectional gated recurrent unit (BiGRU)  gold futures price forecasting  variational mode decomposition (VMD)  
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
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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：65/0  |  Submit date：2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast