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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:125/0  |  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:108/0  |  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)  
Supply chain management under carbon taxes: A review and bibliometric analysis 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2021, 卷号: 98, 页码: 16
作者:  Zhou, Xiaoyang;  Wei, Xiaoya;  Lin, Jun;  Tian, Xin;  Lev, Benjamin;  Wang, Shouyang
收藏  |  浏览/下载:183/0  |  提交时间:2021/01/14
Supply chain management  Carbon taxes  Carbon emissions  Literature review  
A new ensemble deep learning approach for exchange rates forecasting and trading 期刊论文
ADVANCED ENGINEERING INFORMATICS, 2020, 卷号: 46, 页码: 10
作者:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载:131/0  |  提交时间:2021/04/26
Ensemble learning  Forecasting  Trading  Deep learning  LSTM  
Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12
作者:  Zhang, Bingjie;  Wang, Shouyang;  Wei, Yunjie;  Zhao, Xueting
收藏  |  浏览/下载:132/0  |  提交时间:2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
Understanding the power of opinion leaders' influence on the diffusion process of popular mobile games: Travel Frog on Sina Weibo 期刊论文
COMPUTERS IN HUMAN BEHAVIOR, 2020, 卷号: 109, 页码: 11
作者:  Wang, Zongshui;  Liu, Haiyan;  Liu, Wei;  Wang, Shouyang
收藏  |  浏览/下载:136/0  |  提交时间:2020/06/30
Popular mobile game  Diffusion analysis  Social network  Opinion leader  User-generated content  
Knowledge mapping of tourism demand forecasting research 期刊论文
TOURISM MANAGEMENT PERSPECTIVES, 2020, 卷号: 35, 页码: 15
作者:  Zhang, Chengyuan;  Wang, Shouyang;  Sun, Shaolong;  Wei, Yunjie
收藏  |  浏览/下载:132/0  |  提交时间:2020/09/23
Bibliometric analysis  Tourist arrival  Hospitality demand  Knowledge map  CiteSpace  Infographic  
A Clustering-Based Nonlinear Ensemble Approach for Exchange Rates Forecasting 期刊论文
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2020, 卷号: 50, 期号: 6, 页码: 2284-2292
作者:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie;  Zhang, Guowei
收藏  |  浏览/下载:137/0  |  提交时间:2020/06/30
Forecasting  Exchange rates  Predictive models  Self-organizing feature maps  Clustering algorithms  exchange rates forecasting  kernel-based extreme learning machine (KELM)  nonlinear ensemble  
Interval forecasting of exchange rates: a new interval decomposition ensemble approach 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 页码: 28
作者:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载:146/0  |  提交时间:2020/05/24
Exchange rate forecasting  Interval-valued data  Autoregressive model  Neural networks  Bivariate empirical mode decomposition  
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