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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:111/0  |  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)  
Supply option contracts with spot market and demand information updating 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 266, 期号: 3, 页码: 1062-1071
作者:  Zhao, Yingxue;  Choi, Tsan-Ming;  Cheng, T. C. E.;  Wang, Shouyang
收藏  |  浏览/下载:176/0  |  提交时间:2018/07/30
Supply chain management  Supply chain contract  Option contract  Spot market  Demand information updating  
Demand information and spot price information: Supply chains trading in spot markets 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2015, 卷号: 246, 期号: 3, 页码: 837-849
作者:  Zhao, Xuan;  Xing, Wei;  Liu, Liming;  Wang, Shouyang
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30
Supply chain management  Information updating  Spot market  Forward contract  Dual sourcing  
Modeling the dynamics of Chinese spot interest rates 期刊论文
JOURNAL OF BANKING & FINANCE, 2010, 卷号: 34, 期号: 5, 页码: 1047-1061
作者:  Hong, Yongmiao;  Lin, Hai;  Wang, Shouyang
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
Spot rate models  Term structure of interest rates  Market segmentation  Nonparametric specification tests