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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
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2006, 卷号: 5, 期号: 3, 页码: 437-454
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