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Multi-step-ahead wind speed forecasting based on a hybrid decomposition method and temporal convolutional networks 期刊论文
ENERGY, 2022, 卷号: 238, 页码: 22
Authors:  Li, Dan;  Jiang, Fuxin;  Chen, Min;  Qian, Tao
Favorite  |  View/Download:122/0  |  Submit date:2022/04/02
Wind speed forecasting  Ensemble patch transform  Complete ensemble empirical mode  decomposition  Temporal convolutional network  Hybrid method  
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
Authors:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
Favorite  |  View/Download:137/0  |  Submit date:2021/04/26
News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning  
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:152/0  |  Submit date:2020/06/30
Tourism demand  Complete ensemble empirical mode decomposition with adaptive noise  Data characteristic analysis  Time series forecasting  
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:165/0  |  Submit date:2021/01/14
HAR-RV模型  杠杆效应  结构突变  ICSS算法  MCS检验  
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:151/0  |  Submit date:2020/01/10
BiGRU  Rubber futures  Time series  VMD  Volatility prediction  
基于高频数据的非平稳GARCH(1,1)模型的拟极大指数似然估计 期刊论文
中国科学:数学, 2018, 卷号: 48.0, 期号: 003, 页码: 443-456
Authors:  吴思鑫;  冯牧;  张虎;  陈敏
Favorite  |  View/Download:157/0  |  Submit date:2021/01/14
高频数据  非平稳  GARCH模型  拟极大指数似然估计  VaR  
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:89/0  |  Submit date:2018/07/30
Internet-based data  Google search volume index  Crude oil price  Granger causality  Trader positions  
testinglinearandnonlineargrangercausalityincsi300futuresandspotmarketsbasedonnewconceptsofnonlinearpositivenegativespillover 期刊论文
journalofsystemsscienceandcomplexity, 2014, 卷号: 27, 期号: 4, 页码: 729
Authors:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
Favorite  |  View/Download:92/0  |  Submit date:2020/01/10
Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 4, 页码: 729-742
Authors:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
Favorite  |  View/Download:92/0  |  Submit date:2021/01/14
STOCK INDEX  MODEL  China stock market  negative volatility spillover  nonlinear Granger causality test  risk absorption  volatility spillover  
Currency crisis forecasting with general regression neural networks 期刊论文
Authors:  Yu, Lean;  Lai, Kin Keung;  Wang, Shou-Yang
Favorite  |  View/Download:79/0  |  Submit date:2018/07/30
currency crisis forecasting  general regression neural network (GRNN)  exchange rate volatility  currency crisis early-warning system