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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  
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
作者:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing
收藏  |  浏览/下载：109/0  |  提交时间：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)  
The time-varying causal relationship between the Bitcoin market and internet attention 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:  Zhang,Xun;  Lu,Fengbin;  Tao,Rui;  Wang,Shouyang
收藏  |  浏览/下载：122/0  |  提交时间：2021/10/26
Bitcoin  Internet attention  Google trends  Time-varying granger causality  Multiple bubbles test  G11  G15  C15  
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 ensemble deep learning approach for exchange rates forecasting and trading 期刊论文
ADVANCED ENGINEERING INFORMATICS, 2020, 卷号: 46, 页码: 10
作者:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：131/0  |  提交时间：2021/04/26
Ensemble learning  Forecasting  Trading  Deep learning  LSTM  
A Hierarchical Forecasting Model for China's Foreign Trade 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 17
作者:  Sun, Yuying;  Zhang, Xun;  Wang, Shouyang
收藏  |  浏览/下载：133/0  |  提交时间：2020/06/30
Decomposed and combined models  exports and imports  forecasts  hierarchy  trade structure  
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
作者:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
收藏  |  浏览/下载：207/0  |  提交时间：2018/11/16
Pairs trading  Optimal policy  Quasi-variational inequalities  93E20  91G80  49L20  
Neural network-based mean-variance-skewness model for portfolio selection 期刊论文
COMPUTERS & OPERATIONS RESEARCH, 2008, 卷号: 35, 期号: 1, 页码: 34-46
作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载：92/0  |  提交时间：2018/07/30
mean-variance-skewness model  portfolio selections  radial basis function neural network  forecasting  trading strategy  risk preference  
Cooperative hedging in incomplete markets 期刊论文
STOCHASTIC ANALYSIS AND APPLICATIONS, 2005, 卷号: 23, 期号: 3, 页码: 475-489
作者:  Xia, JM
收藏  |  浏览/下载：129/0  |  提交时间：2018/07/30
cooperative game  core  hedging  minimax theorem  
Multi-agent investment in incomplete markets 期刊论文
FINANCE AND STOCHASTICS, 2004, 卷号: 8, 期号: 2, 页码: 241-259
作者:  Xia, JM
收藏  |  浏览/下载：136/0  |  提交时间：2018/07/30
cooperative investment  Pareto optimum  core  incomplete markets