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A novel machine learning-based electricity price forecasting model based on optimal model selection strategy 期刊论文
ENERGY, 2022, 卷号: 238, 页码: 14
Authors:  Yang, Wendong;  Sun, Shaolong;  Hao, Yan;  Wang, Shouyang
Favorite  |  View/Download:117/0  |  Submit date:2022/04/02
Electricity price  Forecasting  Hybrid model  Model selection  Kernel-based extreme learning machine  
Multi-step metal prices forecasting based on a data preprocessing method and an optimized extreme learning machine by marine predators algorithm 期刊论文
RESOURCES POLICY, 2021, 卷号: 74, 页码: 10
Authors:  Du, Pei;  Guo, Ju'e;  Sun, Shaolong;  Wang, Shouyang;  Wu, Jing
Favorite  |  View/Download:112/0  |  Submit date:2022/04/02
Metal prices forecasting  Data processing method  Optimized extreme learning machine  Hybrid forecasting model  
A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
Authors:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing
Favorite  |  View/Download:76/0  |  Submit date:2022/04/02
Gold  Forecasting  Autoregressive processes  Predictive models  Signal resolution  Deep learning  Mathematical model  Algorithmic trading  bidirectional gated recurrent unit (BiGRU)  gold futures price forecasting  variational mode decomposition (VMD)  
A Network Evolution Model of Credit Risk Contagion between Banks and Enterprises Based on Agent-Based Model 期刊论文
JOURNAL OF MATHEMATICS, 2021, 卷号: 2021, 页码: 12
Authors:  Mu, Pei;  Chen, Tingqiang;  Pan, Kun;  Liu, Meng
Favorite  |  View/Download:75/0  |  Submit date:2022/04/02
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
Authors:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
Favorite  |  View/Download:82/0  |  Submit date:2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
Authors:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang
Favorite  |  View/Download:87/0  |  Submit date:2021/10/26
Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition  
Interference Game for Intelligent Sensors in Cyber-physical Systems 期刊论文
AUTOMATICA, 2021, 卷号: 129, 页码: 13
Authors:  Ding, Kemi;  Ren, Xiaoqiang;  Qi, Hongsheng;  Shi, Guodong;  Wang, Xiaofan;  Shi, Ling
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Evaluating Performances and Importance of Venture Capitals: A Complex Network Approach 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2021, 卷号: 68, 期号: 5, 页码: 2060-2068
Authors:  Liu, Jiaqi;  Li, Xuerong;  Lu, Linyuan;  Dong, Jichang;  Lu, Jinhu
Favorite  |  View/Download:85/0  |  Submit date:2021/10/26
Venture capital  Investment  Complex networks  Companies  Industries  Technological innovation  Data models  Venture capital  co-investment network  investment performance  investment behavior  
Modelling the scores and performance statistics of NBA basketball games 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2020, 卷号: 49, 期号: 10, 页码: 2604-2616
Authors:  Song, Kai;  Zou, Qingrong;  Shi, Jian
Favorite  |  View/Download:87/0  |  Submit date:2021/01/14
NBA outcome forecast  Bivariate normal mean regression  Performance statistics  Betting strategy  Market efficiency tests  
Dynamic network topology and market performance: A case of the Chinese stock market 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020, 页码: 17
Authors:  Huang, Chuangxia;  Zhao, Xian;  Su, Renli;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:145/0  |  Submit date:2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree