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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
收藏  |  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
收藏  |  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  
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)  
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