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Can financial crisis be detected? Laplacian energy measure 期刊论文
EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28
作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde
收藏  |  浏览/下载:74/0  |  提交时间:2023/02/07
Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)  
Forecasting daily tourism volume: a hybrid approach with CEMMDAN and multi-kernel adaptive ensemble 期刊论文
CURRENT ISSUES IN TOURISM, 2022, 页码: 20
作者:  Zhao, Erlong;  Du, Pei;  Azaglo, Ernest Young;  Wang, Shouyang;  Sun, Shaolong
收藏  |  浏览/下载:169/0  |  提交时间:2022/04/29
Daily tourism volume forecasting  decomposition ensemble approach  sample entropy  kernel extreme learning machine  multi-kernel adaptive strategy  
Kernel Averaging Estimators 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
作者:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:141/0  |  提交时间:2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
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
作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载:125/0  |  提交时间:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
Uncertainty shocks of Trump election in an interval model of stock market 期刊论文
QUANTITATIVE FINANCE, 2020, 页码: 15
作者:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang
收藏  |  浏览/下载:134/0  |  提交时间:2021/01/14
Interval dummy variables  Interval time series  Nonlinear minimum-distance estimator  Range volatility  Trump election  
Recovering Network Structures With Time-Varying Nodal Parameters 期刊论文
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2020, 卷号: 50, 期号: 7, 页码: 2588-2598
作者:  Wang, Xiong;  Lu, Jinhu;  Wu, Xiaoqun
收藏  |  浏览/下载:187/0  |  提交时间:2020/09/23
Complex networks  Time-varying systems  Taylor series  Power system dynamics  Vehicle dynamics  Topology  Complex network  Lasso method  network reconstruction  time-varying nodal parameter  
Conservative explicit local time-stepping schemes for the shallow water equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2019, 卷号: 382, 页码: 152-176
作者:  Hoang, Thi-Thao-Phuong;  Leng, Wei;  Ju, Lili;  Wang, Zhu;  Pieper, Konstantin
收藏  |  浏览/下载:166/0  |  提交时间:2019/04/02
Shallow water equations  Local time-stepping  Strong stability preserving Runge-Kutta  Finite volume  Mass conservation  Potential vorticity  
Forecasting container throughput based on wavelet transforms within a decomposition-ensemble methodology: a case study of China 期刊论文
MARITIME POLICY & MANAGEMENT, 2019, 卷号: 46, 期号: 2, 页码: 178-200
作者:  Xie, Gang;  Qian, Yatong;  Yang, Hewei
收藏  |  浏览/下载:164/0  |  提交时间:2019/03/05
Container throughput  wavelet transform  data characteristic analysis  time series forecasting  decomposition-ensemble methodology  
An efficient integrated nonparametric entropy estimator of serial dependence 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 6-9, 页码: 728-780
作者:  Hong, Yongmiao;  Wang, Xia;  Zhang, Wenjie;  Wang, Shouyang
收藏  |  浏览/下载:109/0  |  提交时间:2018/07/30
Entropy  naive bootstrap  nonlinear time series  numerical Integration  sample averaging  serial dependence  smoothed bootstrap  
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 期刊论文
QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928
作者:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:141/0  |  提交时间:2018/07/30
Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility