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Short-term load forecasting with an improved dynamic decomposition-reconstruction-ensemble approach 期刊论文
ENERGY, 2023, 卷号: 263, 页码: 16
Authors:  Yang, Dongchuan;  Guo, Ju-e;  Li, Yanzhao;  Sun, Shaolong;  Wang, Shouyang
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Short -term load forecasting  Time series modeling  Dynamic decomposition-reconstruction tech  nique  Neural networks  
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
Authors:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
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Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
Authors:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
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Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry  
A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
Authors:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan
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Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function  
Forecasting daily tourism volume: a hybrid approach with CEMMDAN and multi-kernel adaptive ensemble 期刊论文
CURRENT ISSUES IN TOURISM, 2022, 页码: 20
Authors:  Zhao, Erlong;  Du, Pei;  Azaglo, Ernest Young;  Wang, Shouyang;  Sun, Shaolong
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Daily tourism volume forecasting  decomposition ensemble approach  sample entropy  kernel extreme learning machine  multi-kernel adaptive strategy  
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
Authors:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
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Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
Seasonal and trend forecasting of tourist arrivals: An adaptive multiscale ensemble learning approach 期刊论文
INTERNATIONAL JOURNAL OF TOURISM RESEARCH, 2022, 页码: 18
Authors:  Xing, Guangyuan;  Sun, Shaolong;  Bi, Dan;  Guo, Ju-e;  Wang, Shouyang
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ensemble learning  least square support vector regression  seasonality  tourism demand forecasting  variational mode decomposition  
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
Authors:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
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Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
Multi-step-ahead wind speed forecasting based on a hybrid decomposition method and temporal convolutional networks 期刊论文
ENERGY, 2022, 卷号: 238, 页码: 22
Authors:  Li, Dan;  Jiang, Fuxin;  Chen, Min;  Qian, Tao
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Wind speed forecasting  Ensemble patch transform  Complete ensemble empirical mode  decomposition  Temporal convolutional network  Hybrid method  
Air pollution forecasting with multivariate interval decomposition ensemble approach 期刊论文
ATMOSPHERIC POLLUTION RESEARCH, 2021, 卷号: 12, 期号: 12, 页码: 14
Authors:  Dong, Yawei;  Zhang, Chengyuan;  Niu, Mingfei;  Wang, Shouyang;  Sun, Shaolong
Favorite  |  View/Download：65/0  |  Submit date：2022/04/02
Daily PM 10 concentration forecast  Air quality  Interval forecasting  Noise-assisted multivariate empirical mode  decomposition  Maximum mutual information