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Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach 期刊论文
CHINA ECONOMIC REVIEW, 2020, 卷号: 62, 页码: 12
作者:  Sun, Yuying;  Bao, Qin;  Zheng, Jiali;  Wang, Shouyang
收藏  |  浏览/下载:126/0  |  提交时间:2021/01/14
RMB exchange rate  Onshore and offshore markets  Price dynamics, interval time series  
Market inefficiencies associated with pricing oil stocks during shocks 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 81, 页码: 661-671
作者:  Qiao, Kenan;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载:205/0  |  提交时间:2020/01/10
Crude oil shocks  Interval-valued factor pricing models  Market efficiency  Oil stocks  Quantile regression  
Threshold autoregressive models for interval-valued time series data 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
作者:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:190/0  |  提交时间:2018/11/16
Asymmetric reaction  Interval-valued data  Minimum distance estimation  Nonlinearity  Symbolic data  Threshold autoregressive interval models  
Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 677-695
作者:  Huang, Zhiyuan;  Han, Ai;  Wang, Shouyang
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
Component ACD model  feedback effect  investor behavior  market status  trading intensity  
Transaction tax, heterogeneous traders and market volatility 期刊论文
KYBERNETES, 2015, 卷号: 44, 期号: 5, 页码: 757-770
作者:  Li, Hongquan;  Cheng, Gang;  Wang, Shouyang
收藏  |  浏览/下载:126/0  |  提交时间:2018/07/30
Economics  Risk management  Complexity  Simulation  Modelling  
Neural networks in finance and economics forecasting 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2007, 卷号: 6, 期号: 1, 页码: 113-140
作者:  Huang, Wei;  Lai, Kin Keung;  Nakamori, Yoshiteru;  Wang, Shouyang;  Yu, Lean
收藏  |  浏览/下载:89/0  |  提交时间:2018/07/30
artificial neural networks  finance forecasting  economic forecasting  input variables selection  performance comparisons  
Selecting valuable stock using genetic algorithm 期刊论文
SIMULATED EVOLUTION AND LEARNING, PROCEEDINGS, 2006, 卷号: 4247, 页码: 688-694
作者:  Zhou, Chengxiong;  Yu, Lean;  Huang, Tao;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30