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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：126/0  |  提交时间：2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
作者:  Guo, Xiaochun;  Lu, Fengbin;  Wei, Yunjie
收藏  |  浏览/下载：112/0  |  提交时间：2022/04/02
Bitcoin  COVID-19  Contagion  DAG  Financial market risk  
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)  
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  
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：134/0  |  提交时间：2020/09/23
Bibliometric analysis  Tourist arrival  Hospitality demand  Knowledge map  CiteSpace  Infographic  
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：148/0  |  提交时间：2020/05/24
Exchange rate forecasting  Interval-valued data  Autoregressive model  Neural networks  Bivariate empirical mode decomposition  
A new multiscale decomposition ensemble approach for forecasting exchange rates 期刊论文
ECONOMIC MODELLING, 2019, 卷号: 81, 页码: 49-58
作者:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：167/0  |  提交时间：2020/01/10
Exchange rates forecasting  Variational mode decomposition  Support vector regression  Support vector neural network  Ensemble learning  
Interval decomposition ensemble approach for crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2018, 卷号: 76, 页码: 274-287
作者:  Sun, Shaolong;  Sun, Yuying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：171/0  |  提交时间：2019/03/05
Bivariate empirical mode decomposition  Crude oil price forecasting  Interval-valued time series  Interval Holt's method  Interval neural networks