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Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading 期刊论文
Financial Innovation, 2022, 卷号: 8, 期号: 1
Authors:  Li,Yuze;  Jiang,Shangrong;  Li,Xuerong;  Wang,Shouyang
Favorite  |  View/Download:35/0  |  Submit date:2022/04/29
Bitcoin price  Variational mode decomposition  Deep learning  Price forecasting  Algorithmic trading  
Blockchain competition: The tradeoff between platform stability and efficiency 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 296, 期号: 3, 页码: 1084-1097
Authors:  Jiang, Shangrong;  Li, Yuze;  Wang, Shouyang;  Zhao, Lin
Favorite  |  View/Download:24/0  |  Submit date:2022/04/02
Game theory  Blockchain  Platform competition  Empirical analysis  
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
Authors:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download:24/0  |  Submit date:2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
Pricing strategies for blockchain payment service under customer heterogeneity 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2021, 卷号: 242, 页码: 14
Authors:  Li, Yuze;  Jiang, Shangrong;  Shi, Jianming;  Wei, Yunjie
Favorite  |  View/Download:23/0  |  Submit date:2022/04/02
Blockchain  Supply chain management  Pricing strategy  Game theory  
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:33/0  |  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
Favorite  |  View/Download:37/0  |  Submit date:2021/10/26
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:48/0  |  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:48/0  |  Submit date:2021/04/26
Cryptocurrency  Bibliometric  Co-citation analysis  Co-word analysis