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Model averaging for interval-valued data 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
Authors:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
Favorite  |  View/Download：34/0  |  Submit date：2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
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
Favorite  |  View/Download：74/0  |  Submit date：2022/04/02
Crude oil price forecasting  Decomposition-ensemble method  Support vector machine  Multiscale strategy  Complexity analysis  
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
Favorite  |  View/Download：86/0  |  Submit date：2022/04/02
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：80/0  |  Submit date：2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
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：100/0  |  Submit date：2021/04/26
News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning  
Crude oil price analysis and forecasting: A perspective of "new triangle" 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 87, 页码: 14
Authors:  Lu, Quanying;  Li, Yuze;  Chai, Jian;  Wang, Shouyang
Favorite  |  View/Download：134/0  |  Submit date：2020/06/30
Crude oil  Dynamic Bayesian structural time series model  Google trend  Kalman filtering  Spike and slab prior  Bayesian model average  
A hybrid transfer learning model for crude oil price forecasting 期刊论文
STATISTICS AND ITS INTERFACE, 2017, 卷号: 10, 期号: 1, 页码: 119-130
Authors:  Xiao, Jin;  Hu, Yi;  Xiao, Yi;  Xu, Lixiang;  Wang, Shouyang
Favorite  |  View/Download：96/0  |  Submit date：2018/07/30
Hybrid transfer learning model  Analog complexing  Genetic algorithm  Crude oil price forecasting  Transfer learning technique  
crudeoilpriceforecastingwithteiimethodology 期刊论文
journalofsystemsscienceandcomplexity, 2005, 卷号: 018, 期号: 002, 页码: 145
Authors:  K K Lai;  Wang Shouyang;  Yu Lean
Favorite  |  View/Download：57/0  |  Submit date：2020/01/10
CRUDE OIL PRICE FORECASTING WITH TEI@I METHODOLOGY 期刊论文
系统科学与复杂性：英文版, 2005, 卷号: 18.0, 期号: 002, 页码: 145-166
Authors:  K K Lai;  Wang Shouyang;  Yu Lean
Favorite  |  View/Download：66/0  |  Submit date：2021/01/14
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