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Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 15
Authors:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
Favorite  |  View/Download：63/0  |  Submit date：2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
Differentially private distributed algorithms for stochastic aggregative games 期刊论文
AUTOMATICA, 2022, 卷号: 142, 页码: 13
Authors:  Wang, Jimin;  Zhang, Ji-Feng;  He, Xingkang
Favorite  |  View/Download：11/0  |  Submit date：2023/02/07
Differential privacy  Stochastic aggregative games  Distributed algorithms  Stochastic approximation  
Pricing strategies for blockchain payment service under customer heterogeneity 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2021, 卷号: 242, 页码: 14
Authors:  Li, Yuze;  Jiang, Shangrong;  Shi, Jianming;  Wei, Yunjie
Favorite  |  View/Download：80/0  |  Submit date：2022/04/02
Blockchain  Supply chain management  Pricing strategy  Game theory  
Extended State Filter Based Disturbance and Uncertainty Mitigation for Nonlinear Uncertain Systems With Application to Fuel Cell Temperature Control 期刊论文
IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS, 2020, 卷号: 67, 期号: 12, 页码: 10682-10692
Authors:  Xue, Wenchao;  Zhang, Xiaocheng;  Sun, Li;  Fang, Haitao
Favorite  |  View/Download：132/0  |  Submit date：2020/11/18
Estimation  Stochastic processes  Uncertainty  Heuristic algorithms  Temperature control  Nonlinear systems  Stability analysis  Disturbance and uncertainty mitigation  nonlinear uncertain systems  extended state observer (ESO)  Kalman-Bucy filter (KBF)  proton exchange membrane fuel cell (PEMFC)  temperature control  
A new ensemble deep learning approach for exchange rates forecasting and trading 期刊论文
ADVANCED ENGINEERING INFORMATICS, 2020, 卷号: 46, 页码: 10
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download：93/0  |  Submit date：2021/04/26
Ensemble learning  Forecasting  Trading  Deep learning  LSTM  
Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12
Authors:  Zhang, Bingjie;  Wang, Shouyang;  Wei, Yunjie;  Zhao, Xueting
Favorite  |  View/Download：105/0  |  Submit date：2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach 期刊论文
CHINA ECONOMIC REVIEW, 2020, 卷号: 62, 页码: 12
Authors:  Sun, Yuying;  Bao, Qin;  Zheng, Jiali;  Wang, Shouyang
Favorite  |  View/Download：90/0  |  Submit date：2021/01/14
RMB exchange rate  Onshore and offshore markets  Price dynamics, interval time series  
Interval forecasting of exchange rates: a new interval decomposition ensemble approach 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 页码: 28
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download：107/0  |  Submit date：2020/05/24
Exchange rate forecasting  Interval-valued data  Autoregressive model  Neural networks  Bivariate empirical mode decomposition  
A new multiscale decomposition ensemble approach for forecasting exchange rates 期刊论文
ECONOMIC MODELLING, 2019, 卷号: 81, 页码: 49-58
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
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Exchange rates forecasting  Variational mode decomposition  Support vector regression  Support vector neural network  Ensemble learning  
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：133/0  |  Submit date：2020/01/10
Exchange rate forecasting  Evolutionary support vector regression  Particle swarm optimization  Genetic algorithm  Phase space reconstruction