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Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
Authors:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang
Favorite  |  View/Download:5/0  |  Submit date:2021/10/26
Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition  
Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 期刊论文
NATURE COMMUNICATIONS, 2021, 卷号: 12, 期号: 1, 页码: 10
Authors:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Hong, Yongmiao;  Guan, Dabo;  Xiong, Yu;  Wang, Shouyang
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The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
Authors:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
Favorite  |  View/Download:16/0  |  Submit date:2021/04/26
News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning  
Exploring evolution trends in cryptocurrency study: From underlying technology to economic applications 期刊论文
FINANCE RESEARCH LETTERS, 2021, 卷号: 38, 页码: 8
Authors:  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
Favorite  |  View/Download:13/0  |  Submit date:2021/04/26
Cryptocurrency  Bibliometric  Co-citation analysis  Co-word analysis