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Nonlinear vector auto-regression neural network for forecasting air passenger flow 期刊论文
JOURNAL OF AIR TRANSPORT MANAGEMENT, 2019, 卷号: 78, 页码: 54-62
作者:  Sun, Shaolong;  Lu, Hongxu;  Tsui, Kwok-Leung;  Wang, Shouyang
收藏  |  浏览/下载：168/0  |  提交时间：2020/01/10
Air passenger flow forecasting  Nonlinear vector auto-regression  Multilayer perceptron neural network  Competition over resources algorithm  Mean impact value  
A secondary-decomposition-ensemble learning paradigm for forecasting PM2.5 concentration 期刊论文
ATMOSPHERIC POLLUTION RESEARCH, 2018, 卷号: 9, 期号: 6, 页码: 989-999
作者:  Gan, Kai;  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：250/0  |  提交时间：2018/11/16
Secondary-decomposition-ensemble learning paradigm  Complementary ensemble empirical mode decomposition  Phase space reconstruction  Least square support vector regression  Hybrid intelligent algorithm  
Privacy Preservation in Distributed Subgradient Optimization Algorithms 期刊论文
IEEE TRANSACTIONS ON CYBERNETICS, 2018, 卷号: 48, 期号: 7, 页码: 2154-2165
作者:  Lou, Youcheng;  Yu, Lean;  Wang, Shouyang;  Yi, Peng
收藏  |  浏览/下载：157/0  |  提交时间：2018/07/30
Asynchronous optimization  distributed optimization  heterogeneous-stepsize  privacy preservation  
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
作者:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载：171/0  |  提交时间：2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets  
A decomposition-clustering-ensemble learning approach for solar radiation forecasting 期刊论文
SOLAR ENERGY, 2018, 卷号: 163, 页码: 189-199
作者:  Sun, Shaolong;  Wang, Shouyang;  Zhang, Guowei;  Zheng, Jiali
收藏  |  浏览/下载：188/0  |  提交时间：2018/07/30
Solar radiation forecasting  Decomposition-clustering-ensemble learning approach  Ensemble empirical mode decomposition  Least square support vector regression  
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载：154/0  |  提交时间：2018/07/30
Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter  
An improved SMO algorithm for financial credit risk assessment - Evidence from China's banking 期刊论文
NEUROCOMPUTING, 2018, 卷号: 272, 页码: 314-325
作者:  Zhang, Qi;  Wang, Jue;  Lu, Aiguo;  Wang, Shouyang;  Ma, Jian
收藏  |  浏览/下载：166/0  |  提交时间：2018/07/30
Credit risk assessment  SVM  Sequential minimal optimization (SMO)  Four-variable working set  
ahybridapproachforstudyingtheleadlagrelationshipsbetweenchinasonshoreandoffshoreexchangeratesconsideringtheimpactofextremeevents 期刊论文
journalofsystemsscienceandcomplexity, 2018, 卷号: 31, 期号: 3, 页码: 734
作者:  Wei Yunjie;  Wei Qi;  Wang Shouyang;  Lai Kin Keung
收藏  |  浏览/下载：167/0  |  提交时间：2020/01/10
Assessing Potentiality of Support Vector Machine Method in Crude Oil Price Forecasting 期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 7893-7904
作者:  Yu, Lean;  Zhang, Xun;  Wang, Shouyang
收藏  |  浏览/下载：185/0  |  提交时间：2018/07/30
support vector machines  artificial neural networks  ARIMA model  ARFIMA model  Markov-switching ARFIMA model  
A new dynamic integrated approach for wind speed forecasting 期刊论文
APPLIED ENERGY, 2017, 卷号: 197, 页码: 151-162
作者:  Sun, Shaolong;  Qiao, Han;  Wei, Yunjie;  Wang, Shouyang
收藏  |  浏览/下载：128/0  |  提交时间：2018/07/30
Wind speed forecasting  Core vector machine  Phase space reconstruction  Kernel principal component analysis  Competition over resource algorithm