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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)  
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载：119/0  |  提交时间：2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
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：177/0  |  提交时间：2018/07/30
Supply chain management  Supply chain contract  Option contract  Spot market  Demand information updating  
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? 期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 8367-8382
作者:  He, Zhifang;  Huang, Chuangxia;  Gong, Xu;  Yang, Xiaoguang;  Wen, Fenghua
收藏  |  浏览/下载：194/0  |  提交时间：2018/07/30
downside realized semi variance  stock spot market  futures market  risk periods  forecasting power  
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  
testinglinearandnonlineargrangercausalityincsi300futuresandspotmarketsbasedonnewconceptsofnonlinearpositivenegativespillover 期刊论文
journalofsystemsscienceandcomplexity, 2014, 卷号: 27, 期号: 4, 页码: 729
作者:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
收藏  |  浏览/下载：106/0  |  提交时间：2020/01/10
Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 4, 页码: 729-742
作者:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
收藏  |  浏览/下载：110/0  |  提交时间：2021/01/14
STOCK INDEX  MODEL  China stock market  negative volatility spillover  nonlinear Granger causality test  risk absorption  volatility spillover  
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  
Analysis of a duopoly supply chain and its application in electricity spot markets 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2005, 卷号: 135, 期号: 1, 页码: 239-259
作者:  Sethi, SP;  Yan, HM;  Zhang, HQ
收藏  |  浏览/下载：140/0  |  提交时间：2018/07/30
demand allocation  game theory  information updates  dynamic programming  deregulated energy market  
Quantity flexibility contracts: Optimal decisions with information updates 期刊论文
DECISION SCIENCES, 2004, 卷号: 35, 期号: 4, 页码: 691-712
作者:  Sethi, SP;  Yan, HM;  Zhang, HQ
收藏  |  浏览/下载：123/0  |  提交时间：2018/07/30