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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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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
作者:
Yang, Dongchuan
;
Guo, Ju-e
;
Li, Yanzhao
;
Sun, Shaolong
;
Wang, Shouyang
收藏
  |  
浏览/下载:53/0
  |  
提交时间:2023/02/07
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
作者:
Duan, Pingtao
;
Liu, Yuting
;
Ma, Zhiming
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  |  
浏览/下载:55/0
  |  
提交时间:2023/02/07
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
作者:
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
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  |  
浏览/下载:53/0
  |  
提交时间:2023/02/07
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
作者:
Xu, Wenchao
;
Lin, Hongmei
;
Tong, Tiejun
;
Zhang, Riquan
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  |  
浏览/下载:74/0
  |  
提交时间:2023/02/07
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
作者:
Zhao, Erlong
;
Du, Pei
;
Azaglo, Ernest Young
;
Wang, Shouyang
;
Sun, Shaolong
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  |  
浏览/下载:165/0
  |  
提交时间:2022/04/29
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
作者:
Huang, Chuangxia
;
Zhao, Xian
;
Deng, Yunke
;
Yang, Xiaoguang
;
Yang, Xin
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  |  
浏览/下载:123/0
  |  
提交时间:2022/04/02
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
作者:
Xing, Guangyuan
;
Sun, Shaolong
;
Bi, Dan
;
Guo, Ju-e
;
Wang, Shouyang
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  |  
浏览/下载:117/0
  |  
提交时间:2022/04/02
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
作者:
Jiang, Shangrong
;
Li, Yuze
;
Lu, Quanying
;
Wang, Shouyang
;
Wei, Yunjie
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  |  
浏览/下载:126/0
  |  
提交时间:2022/04/02
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
作者:
Li, Dan
;
Jiang, Fuxin
;
Chen, Min
;
Qian, Tao
收藏
  |  
浏览/下载:135/0
  |  
提交时间:2022/04/02
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
作者:
Dong, Yawei
;
Zhang, Chengyuan
;
Niu, Mingfei
;
Wang, Shouyang
;
Sun, Shaolong
收藏
  |  
浏览/下载:110/0
  |  
提交时间:2022/04/02
Daily PM 10 concentration forecast
Air quality
Interval forecasting
Noise-assisted multivariate empirical mode
decomposition
Maximum mutual information