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A novel multiscale forecasting model for crude oil price time series 期刊论文
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2021, 卷号: 173, 页码: 15
作者:  Li, Ranran;  Hu, Yucai;  Heng, Jiani;  Chen, Xueli
收藏  |  浏览/下载:117/0  |  提交时间:2022/04/02
Crude oil price forecasting  Decomposition-ensemble method  Support vector machine  Multiscale strategy  Complexity analysis  
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:109/0  |  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)  
Wind speed interval prediction model based on variational mode decomposition and multi-objective optimization 期刊论文
APPLIED SOFT COMPUTING, 2021, 卷号: 113, 页码: 15
作者:  Wang, Jianzhou;  Cheng, Zishu
收藏  |  浏览/下载:127/0  |  提交时间:2022/04/29
Interval prediction  Multi-objective optimization algorithm  Wind speed  Combined models  
Decomposition Methods for Tourism Demand Forecasting: A Comparative Study 期刊论文
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 18
作者:  Zhang, Chengyuan;  Li, Mingchen;  Sun, Shaolong;  Tang, Ling;  Wang, Shouyang
收藏  |  浏览/下载:112/0  |  提交时间:2022/04/02
tourism demand forecasting  decomposition methods  variational mode decomposition  decomposition and ensemble  machine learning  
Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang
收藏  |  浏览/下载:120/0  |  提交时间:2021/10/26
Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition  
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
作者:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载:148/0  |  提交时间:2021/04/26
News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning