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An extreme bias-penalized forecast combination approach to commodity price forecasting 期刊论文
INFORMATION SCIENCES, 2022, 卷号: 615, 页码: 774-793
作者:  Zhang, Yifei;  Wang, Jue;  Yu, Lean;  Wang, Shouyang
收藏  |  浏览/下载：64/0  |  提交时间：2023/02/07
Forecast combination  Elastic net  Extreme bias  Weight-sparsity  Artificial bee colony algorithm  
Coronavirus: The Not-So-Trivial Loss of Well-Being 期刊论文
EARTHS FUTURE, 2021, 卷号: 9, 期号: 9, 页码: 17
作者:  Duan, Hongbo;  Huang, Zhilin;  Jiang, Jie;  Ming, Xi;  Zhang, Dingxuan;  Wang, Shouyang
收藏  |  浏览/下载：115/0  |  提交时间：2022/04/02
Novel Coronavirus  social media posts  self-reported happiness  China  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载：154/0  |  提交时间：2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
Why the Effects of Oil Price Shocks on China's Economy are Changing 期刊论文
ENERGY JOURNAL, 2020, 卷号: 41, 期号: 6, 页码: 107-132
作者:  Wang, Shouyang;  Zhang, Xun;  Zhao, Lin
收藏  |  浏览/下载：127/0  |  提交时间：2021/04/26
Oil price shocks  Macroeconomy  China  Dynamic stochastic general equilibrium model  Time varying  
A multi-granularity heterogeneous combination approach to crude oil price forecasting 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 91, 页码: 9
作者:  Wang, Jue;  Zhou, Hao;  Hong, Tao;  Li, Xiang;  Wang, Shouyang
收藏  |  浏览/下载：140/0  |  提交时间：2021/01/14
Crude oil Price  Forecast combination  Feature selection  Multi-granularity  Artificial bee colony  
Finance-operations interface mechanism and models 期刊论文
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, 2019, 卷号: 88, 页码: 1-3
作者:  Wu, Desheng;  Olson, David L.;  Wang, Shouyang
收藏  |  浏览/下载：190/0  |  提交时间：2020/01/10
Finance and operations  Credit  Risk  Operations management  
Integrated benefit-cost analysis of China's optimal adaptation and targeted mitigation 期刊论文
ECOLOGICAL ECONOMICS, 2019, 卷号: 160, 页码: 76-86
作者:  Duan, Hongbo;  Zhang, Gupeng;  Wang, Shouyang;  Fan, Ying
收藏  |  浏览/下载：159/0  |  提交时间：2020/01/10
Integrated assessment modeling  Targeted mitigation  Optimal adaptation  Trade-offs  Benefit-cost effectiveness  
The Comparative Study on Changes of Dietary Structure Among Residents in Mainland China and Other Regions 期刊论文
BASIC & CLINICAL PHARMACOLOGY & TOXICOLOGY, 2019, 卷号: 124, 页码: 378-379
作者:  Liu, Xiuli;  Chen, Xikang;  Wang, Shouyang
收藏  |  浏览/下载：174/0  |  提交时间：2020/01/10
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
作者:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载：193/0  |  提交时间：2020/01/10
Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility  
An improved SMO algorithm for financial credit risk assessment - Evidence from China's banking 期刊论文
NEUROCOMPUTING, 2018, 卷号: 272, 页码: 314-325
作者:  Zhang, Qi;  Wang, Jue;  Lu, Aiguo;  Wang, Shouyang;  Ma, Jian
收藏  |  浏览/下载：166/0  |  提交时间：2018/07/30
Credit risk assessment  SVM  Sequential minimal optimization (SMO)  Four-variable working set