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Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading 期刊论文
Financial Innovation, 2022, 卷号: 8, 期号: 1
作者:  Li,Yuze;  Jiang,Shangrong;  Li,Xuerong;  Wang,Shouyang
收藏  |  浏览/下载：111/0  |  提交时间：2022/04/29
Bitcoin price  Variational mode decomposition  Deep learning  Price forecasting  Algorithmic trading  
Examining the role of China's outward direct investment in realizing carbon neutrality: empirical evidence from Belt and Road countries 期刊论文
INTERNATIONAL JOURNAL OF EMERGING MARKETS, 2022, 页码: 21
作者:  Jiang, Qingyan;  Yang, Cuihong;  Wu, Jie;  Xia, Yan
收藏  |  浏览/下载：117/0  |  提交时间：2022/04/29
Outward direct investment  Carbon emission effect  Input-output model  Spatial Durbin model  
Optimal model averaging for divergent-dimensional Poisson regressions 期刊论文
ECONOMETRIC REVIEWS, 2022, 页码: 31
作者:  Zou, Jiahui;  Wang, Wendun;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载：121/0  |  提交时间：2022/04/29
Asymptotic optimality  consistency  divergent dimension  model averaging  Poisson 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：120/0  |  提交时间：2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING 期刊论文
ECONOMETRIC THEORY, 2021, 卷号: 37, 期号: 2, 页码: 388-407
作者:  Zhang, Xinyu
收藏  |  浏览/下载：129/0  |  提交时间：2021/06/01
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
作者:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载：148/0  |  提交时间：2021/04/26
News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning  
Model averaging in a multiplicative heteroscedastic model 期刊论文
ECONOMETRIC REVIEWS, 2020, 页码: 25
作者:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
收藏  |  浏览/下载：147/0  |  提交时间：2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
The influencing mechanism of multi-factors on green investments: A hybrid analysis 期刊论文
JOURNAL OF CLEANER PRODUCTION, 2019, 卷号: 239, 页码: 12
作者:  Du, Helen S.;  Zhan, Baoqiang;  Xu, Jiahong;  Yang, Xiaoguang
收藏  |  浏览/下载：167/0  |  提交时间：2020/01/10
Green investments  Multi-factors  LDA topic model  Spatial econometric  
TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 期刊论文
INTERNATIONAL ECONOMIC REVIEW, 2017, 卷号: 58, 期号: 4, 页码: 1227-1277
作者:  Hong, Yongmiao;  Wang, Xia;  Wang, Shouyang
收藏  |  浏览/下载：110/0  |  提交时间：2018/07/30
A semiparametric generalized ridge estimator and link with model averaging 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 1-3, 页码: 370-384
作者:  Ullah, Arran;  Wan, Alan T. K.;  Wang, Huansha;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载：135/0  |  提交时间：2018/07/30
Biasing factors  mallows  ridge estimator  squared error loss  weight  C13  C14