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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
Favorite  |  View/Download:5/0  |  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:16/0  |  Submit date:2021/04/26
News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning  
Crude oil price analysis and forecasting: A perspective of "new triangle" 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 87, 页码: 14
Authors:  Lu, Quanying;  Li, Yuze;  Chai, Jian;  Wang, Shouyang
Favorite  |  View/Download:27/0  |  Submit date:2020/06/30
Crude oil  Dynamic Bayesian structural time series model  Google trend  Kalman filtering  Spike and slab prior  Bayesian model average  
Platform Competition in Peer-to-Peer Lending Considering Risk Control Ability 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 274, 期号: 1, 页码: 280-290
Authors:  Liu, He;  Qiao, Han;  Wang, Shouyang;  Li, Yuze
Favorite  |  View/Download:92/0  |  Submit date:2019/03/05
E-commerce  Peer-to-peer (P2P) lending  Risk control ability  Two-sided markets  game theory  
Text mining based theme logic structure identification: application in library journals 期刊论文
LIBRARY HI TECH, 2018, 卷号: 36, 期号: 3, 页码: 411
Authors:  Zhu, Qing;  Wu, Yiqiong;  Li, Yuze;  Han, Jing;  Zhou, Xiaoyang
Favorite  |  View/Download:26/0  |  Submit date:2019/12/31
Text mining based theme logic structure identification: application in library journals 期刊论文
LIBRARY HI TECH, 2018, 卷号: 36, 期号: 3, 页码: 411-425
Authors:  Zhu, Qing;  Wu, Yiqiong;  Li, Yuze;  Han, Jing;  Zhou, Xiaoyang
Favorite  |  View/Download:52/0  |  Submit date:2018/07/30
Big data  Knowledge management  Machine learning  Text mining  ANN  EEMD  
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets 期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
Authors:  Lu, Fengbin;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
Favorite  |  View/Download:20/0  |  Submit date:2018/07/30
Time-varying coefficient VAR  Dynamic lagged correlation  Granger causality  Crude oil  Stock market