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Multi-objective approaches to portfolio optimization with market impact costs 期刊论文
MEMETIC COMPUTING, 2022, 页码: 11
作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke
收藏  |  浏览/下载:59/0  |  提交时间:2023/02/07
Portfolio optimization  Market impact cost  Multi-objective optimization  Evolutionary computation  Memetic algorithm  
Multilayer Financial Complex Networks and Their Applications 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14
作者:  Li, Xuerong;  Xu, Xiaoyue;  Liu, Jiaqi;  Dong, Jichang;  Lu, Jinhu
收藏  |  浏览/下载:91/0  |  提交时间:2023/02/07
Couplings  Complex networks  Biological system modeling  Banking  Entropy  Analytical models  Urban areas  Financial networks  maximum entropy approach  multi-layer networks  risk contagion  spillover effects  
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
作者:  Li,Yuze;  Jiang,Shangrong;  Li,Xuerong;  Wang,Shouyang
收藏  |  浏览/下载:111/0  |  提交时间:2022/04/29
Bitcoin price  Variational mode decomposition  Deep learning  Price forecasting  Algorithmic trading  
How cryptocurrency affects economy? A network analysis using bibliometric methods 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 77, 页码: 12
作者:  Yue, Yao;  Li, Xuerong;  Zhang, Dingxuan;  Wang, Shouyang
收藏  |  浏览/下载:124/0  |  提交时间:2022/04/02
Cryptocurrency  Economic  Bibliometric  Network analysis  Bitcoin  
20 Years of Research on Real Estate Bubbles, Risk and Exuberance: A Bibliometric Analysis 期刊论文
SUSTAINABILITY, 2021, 卷号: 13, 期号: 17, 页码: 24
作者:  Li, Shengguo;  Liu, Jiaqi;  Dong, Jichang;  Li, Xuerong
收藏  |  浏览/下载:106/0  |  提交时间:2022/04/02
real estate  risk  bubble  exuberant  bibliometric  
A bibliometric analysis of 30 years of platform research: Developing the research agenda for platforms, the associated technologies and social impacts 期刊论文
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2021, 卷号: 169, 页码: 22
作者:  Liu, He;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载:127/0  |  提交时间:2021/10/26
Platform research  Bibliometric analysis  Co-citation analysis  Research agenda  
Discovering research trends and opportunities of green finance and energy policy: A data-driven scientometric analysis 期刊论文
ENERGY POLICY, 2021, 卷号: 154, 页码: 12
作者:  Wang, Moran;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载:133/0  |  提交时间:2021/10/26
Green finance policy  Green bonds  Data-driven scientometric analysis  co2 emissions  Fintech  
Evaluating Performances and Importance of Venture Capitals: A Complex Network Approach 期刊论文
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2021, 卷号: 68, 期号: 5, 页码: 2060-2068
作者:  Liu, Jiaqi;  Li, Xuerong;  Lu, Linyuan;  Dong, Jichang;  Lu, Jinhu
收藏  |  浏览/下载:121/0  |  提交时间:2021/10/26
Venture capital  Investment  Complex networks  Companies  Industries  Technological innovation  Data models  Venture capital  co-investment network  investment performance  investment behavior  
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
作者:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载:148/0  |  提交时间: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
作者:  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载:134/0  |  提交时间:2021/04/26
Cryptocurrency  Bibliometric  Co-citation analysis  Co-word analysis