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Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks 期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
作者:  Li, Dan;  Li, Yijun;  Wang, Chaoqun;  Chen, Min;  Wu, Qi
收藏  |  浏览/下载:133/0  |  提交时间:2023/02/07
Carbon price forecast  Granger forecast  Real-time decomposition  Neural Granger causality  Causal temporal convolutional network  
Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载:171/0  |  提交时间:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Multi-step-ahead wind speed forecasting based on a hybrid decomposition method and temporal convolutional networks 期刊论文
ENERGY, 2022, 卷号: 238, 页码: 22
作者:  Li, Dan;  Jiang, Fuxin;  Chen, Min;  Qian, Tao
收藏  |  浏览/下载:141/0  |  提交时间:2022/04/02
Wind speed forecasting  Ensemble patch transform  Complete ensemble empirical mode  decomposition  Temporal convolutional network  Hybrid method  
CoMM-S-2: a collaborative mixed model using summary statistics in transcriptome-wide association studies 期刊论文
BIOINFORMATICS, 2020, 卷号: 36, 期号: 7, 页码: 2009-2016
作者:  Yang, Yi;  Shi, Xingjie;  Jiao, Yuling;  Huang, Jian;  Chen, Min;  Zhou, Xiang;  Sun, Lei;  Lin, Xinyi;  Yang, Can;  Liu, Jin
收藏  |  浏览/下载:254/0  |  提交时间:2020/06/30
LPG: A four-group probabilistic approach to leveraging pleiotropy in genome-wide association studies 期刊论文
BMC Genomics, 2018, 卷号: 19, 期号: 1
作者:  Yang,Yi;  Dai,Mingwei;  Huang,Jian;  Lin,Xinyi;  Yang,Can;  Chen,Min;  Liu,Jin
收藏  |  浏览/下载:442/0  |  提交时间:2018/07/30
Pleiotropy  Variational Bayesian expectation-maximization  Genome-wide association studies  
基于高频数据的非平稳garch11模型的拟极大指数似然估计 期刊论文
中国科学数学, 2018, 卷号: 048, 期号: 003, 页码: 443
作者:  吴思鑫;  冯牧;  张虎;  陈敏
收藏  |  浏览/下载:244/0  |  提交时间:2020/01/10
M-estimation for periodic GARCH model with high-frequency data 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2017, 卷号: 33, 期号: 3, 页码: 717-730
作者:  Fan, Peng-ying;  Wu, Si-xin;  Zhao, Zi-long;  Chen, Min
收藏  |  浏览/下载:161/0  |  提交时间:2018/07/30
asymptotic normality  consistency  high-frequency data  PGARCH model  M-estimator  
Robust functional sliced inverse regression 期刊论文
STATISTICAL PAPERS, 2017, 卷号: 58, 期号: 1, 页码: 227-245
作者:  Wang, Guochang;  Zhou, Jianjun;  Wu, Wuqing;  Chen, Min
收藏  |  浏览/下载:152/0  |  提交时间:2018/07/30
Dimension reduction  Functional regression  Functional sliced inverse regression  Robustness  
Sure explained variability and independence screening 期刊论文
JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 卷号: 29, 期号: 4, 页码: 849-883
作者:  Chen, Min;  Lian, Yimin;  Chen, Zhao;  Zhang, Zhengjun
收藏  |  浏览/下载:168/0  |  提交时间:2018/07/30
Feature screening  sure screening property  generalised measures of correlation  nonparametric inference  model-free approach  
高频数据下基于pgarch模型的var估计方法及应用 期刊论文
系统工程理论与实践, 2017, 卷号: 37, 期号: 8, 页码: 2052
作者:  樊鹏英;  兰勇;  陈敏
收藏  |  浏览/下载:151/0  |  提交时间:2020/01/10