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Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
Authors:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:124/0  |  Submit date:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
Neural network-based mean-variance-skewness model for portfolio selection 期刊论文
COMPUTERS & OPERATIONS RESEARCH, 2008, 卷号: 35, 期号: 1, 页码: 34-46
Authors:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
Favorite  |  View/Download:94/0  |  Submit date:2018/07/30
mean-variance-skewness model  portfolio selections  radial basis function neural network  forecasting  trading strategy  risk preference