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How to capture tourists' search behavior in tourism forecasts? A two-stage feature selection approach 期刊论文
EXPERT SYSTEMS WITH APPLICATIONS, 2023, 卷号: 213, 页码: 9
作者:  Sun, Shaolong;  Hu, Mengyuan;  Wang, Shouyang;  Zhang, Chengyuan
收藏  |  浏览/下载:140/0  |  提交时间:2023/02/07
Tourism demand forecasting  Search engine data  Two -stage feature selection  Genetic algorithm  Kernel extreme learning machine  
Model averaging for interval-valued data 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
收藏  |  浏览/下载:94/0  |  提交时间:2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
Multi-period portfolio selection with investor views based on scenario tree 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14
作者:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang
收藏  |  浏览/下载:118/0  |  提交时间:2022/06/21
Portfolio selection  Multi-period  Investor views  Scenario tree  Optimization  
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
作者:  Yang, Wendong;  Sun, Shaolong;  Hao, Yan;  Wang, Shouyang
收藏  |  浏览/下载:160/0  |  提交时间:2022/04/02
Electricity price  Forecasting  Hybrid model  Model selection  Kernel-based extreme learning machine  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载:166/0  |  提交时间:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
A multi-granularity heterogeneous combination approach to crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 91, 页码: 9
作者:  Wang, Jue;  Zhou, Hao;  Hong, Tao;  Li, Xiang;  Wang, Shouyang
收藏  |  浏览/下载:144/0  |  提交时间:2021/01/14
Crude oil Price  Forecast combination  Feature selection  Multi-granularity  Artificial bee colony  
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:151/0  |  提交时间:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
Text-based crude oil price forecasting: A deep learning approach 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2019, 卷号: 35, 期号: 4, 页码: 1548-1560
作者:  Li, Xuerong;  Shang, Wei;  Wang, Shouyang
收藏  |  浏览/下载:207/0  |  提交时间:2020/01/10
Oil price forecasting  Financial markets  Online news  Text analysis  Convolutional neural network  
Artificial Bee Colony Algorithm Based on Novel Mechanism for Fuzzy Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2019, 卷号: 27, 期号: 5, 页码: 966-978
作者:  Gao, Weifeng;  Sheng, Hailong;  Wang, Jue;  Wang, Shouyang
收藏  |  浏览/下载:180/0  |  提交时间:2020/01/10
Artificial bee colony algorithm (ABC)  direction learning  elite learning  fuzzy portfolio selection  search direction  step size  
Frequentist model averaging for threshold models 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019, 卷号: 71, 期号: 2, 页码: 275-306
作者:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
收藏  |  浏览/下载:185/0  |  提交时间:2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold model