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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
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financial institution  complex network  jump volatility  entropy weight TOPSIS  
Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
Authors:  Bhowmik, Roni;  Wang, Shouyang
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stock returns  volatility  GARCH family model  complexity in market volatility forecasting  
A decomposition-ensemble approach for tourism forecasting 期刊论文
ANNALS OF TOURISM RESEARCH, 2020, 卷号: 81, 页码: 16
Authors:  Xie, Gang;  Qian, Yatong;  Wang, Shouyang
Favorite  |  View/Download:3/0  |  Submit date:2020/06/30
Tourism demand  Complete ensemble empirical mode decomposition with adaptive noise  Data characteristic analysis  Time series forecasting  
Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 卷号: 120, 期号: 2, 页码: 350-365
Authors:  Liu, Ying;  Peng, Geng;  Hu, Lanyi;  Dong, Jichang;  Zhang, Qingqing
Favorite  |  View/Download:4/0  |  Submit date:2020/05/24
Stock market  AR-GARCH  Crash incidents  Search volume index  
Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models 期刊论文
SCIENCE CHINA-MATHEMATICS, 2019, 卷号: 62, 期号: 12, 页码: 2571-2590
Authors:  Liu, Xiaoqian;  Song, Xinyuan;  Zhou, Yong
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DTARCH model  quantile  weighted composite quantile regression  modified likelihood ratio test  restricted WCQR estimators  unrestricted WCQR estimators  
A hybrid VMD-BiGRU model for rubber futures time series forecasting 期刊论文
APPLIED SOFT COMPUTING, 2019, 卷号: 84, 页码: 13
Authors:  Zhu, Qing;  Zhang, Fan;  Liu, Shan;  Wu, Yiqiong;  Wang, Lin
Favorite  |  View/Download:12/0  |  Submit date:2020/01/10
BiGRU  Rubber futures  Time series  VMD  Volatility prediction  
The impacts of uncertainties on the carbon mitigation design: Perspective from abatement cost and emission rate 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2019, 卷号: 232, 页码: 213-223
Authors:  Guo, Jian-Xin;  Tan, Xianchun;  Gu, Baihe;  Qu, Xinglong
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Climate change mitigation  Abatement strategy  Abatement uncertainty  Stochastic dynamic programming  
The return and volatility nexus among stock market and macroeconomic fundamentals for China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
Authors:  Abbas, Ghulam;  Bashir, Usman;  Wang, Shouyang;  Zebende, Gilney Figueira;  Ishfaq, Muhammad
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Returns  Volatility  Macroeconomic variables  Generalized VAR  China  
Nonlinear vector auto-regression neural network for forecasting air passenger flow 期刊论文
JOURNAL OF AIR TRANSPORT MANAGEMENT, 2019, 卷号: 78, 页码: 54-62
Authors:  Sun, Shaolong;  Lu, Hongxu;  Tsui, Kwok-Leung;  Wang, Shouyang
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Air passenger flow forecasting  Nonlinear vector auto-regression  Multilayer perceptron neural network  Competition over resources algorithm  Mean impact value  
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:12/0  |  Submit date:2020/01/10
Exchange rate forecasting  Evolutionary support vector regression  Particle swarm optimization  Genetic algorithm  Phase space reconstruction