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Text-based crude oil price forecasting: A deep learning approach 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2019, 卷号: 35, 期号: 4, 页码: 1548-1560
作者:  Li, Xuerong;  Shang, Wei;  Wang, Shouyang
收藏  |  浏览/下载:204/0  |  提交时间:2020/01/10
Oil price forecasting  Financial markets  Online news  Text analysis  Convolutional neural network  
Frequentist model averaging for threshold models 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019, 卷号: 71, 期号: 2, 页码: 275-306
作者:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
收藏  |  浏览/下载:183/0  |  提交时间:2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold model  
Portfolio selection under different attitudes in fuzzy environment 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 462, 页码: 278-289
作者:  Zhou, Xiaoyang;  Wang, Jue;  Yang, Xiangping;  Lev, Benjamin;  Tu, Yan;  Wang, Shouyang
收藏  |  浏览/下载:174/0  |  提交时间:2018/10/07
Portfolio selection  Conservative-neutral-aggressive attitude  Fuzzy variable  Value at risk, epsilon-constraint method  
A semi-heterogeneous approach to combining crude oil price forecasts 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 460, 页码: 279-292
作者:  Wang, Jue;  Li, Xiang;  Hong, Tao;  Wang, Shouyang
收藏  |  浏览/下载:231/0  |  提交时间:2018/10/07
Crude oil price  Decomposition and reconstruction  Forecast combination  Model selection  
Fuzzy Views on Black-Litterman Portfolio Selection Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 975-987
作者:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang
收藏  |  浏览/下载:158/0  |  提交时间:2018/07/30
Black-Litterman optimization  fuzzy covariance  fuzzy number  portfolio selection  
Data characteristic analysis and model selection for container throughput forecasting within a decomposition-ensemble methodology 期刊论文
TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, 2017, 卷号: 108, 页码: 160-178
作者:  Xie, Gang;  Zhang, Ning;  Wang, Shouyang
收藏  |  浏览/下载:140/0  |  提交时间:2018/07/25
Container throughput  Data characteristic analysis  Model selection  Time series forecasting  Decomposition-ensemble methodology  
Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文
IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504
作者:  Li, Yongwu;  Wang, Shouyang;  Zeng, Yan;  Qiao, Han
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
Dynamic equilibrium  dynamic programming  Kalman filters  optimal control  portfolios  
Analysis of road transportation energy consumption demand in China 期刊论文
TRANSPORTATION RESEARCH PART D-TRANSPORT AND ENVIRONMENT, 2016, 卷号: 48, 页码: 112-124
作者:  Chai, Jian;  Lu, Quan-Ying;  Wang, Shou-Yang;  Lai, Kin Keung
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
Road transportation energy consumption  Trend analysis  Path analysis  BMA  ETS  ARIMA  
Optimal beta(k)-stable interval in VPRS-based group decision-making: A further application 期刊论文
EXPERT SYSTEMS WITH APPLICATIONS, 2011, 卷号: 38, 期号: 11, 页码: 13757-13763
作者:  Xie, Gang;  Wang, Shouyang;  Lai, K. K.
收藏  |  浏览/下载:91/0  |  提交时间:2018/07/30
beta(k)-Stable interval  Group consensus  Variable precision rough set  Petroleum investment  Risk management  
Dynamic risk management in petroleum project investment based on a variable precision rough set model 期刊论文
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2010, 卷号: 77, 期号: 6, 页码: 891-901
作者:  Xie, Gang;  Yue, Wuyi;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
Dynamic risk management  Petroleum  Variable precision rough set  Multi-objective programming