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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:21/0  |  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:12/0  |  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:14/0  |  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:13/0  |  Submit date:2022/04/02
Blockchain  Supply chain management  Pricing strategy  Game theory  
A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
Authors:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing
Favorite  |  View/Download:14/0  |  Submit date:2022/04/02
Gold  Forecasting  Autoregressive processes  Predictive models  Signal resolution  Deep learning  Mathematical model  Algorithmic trading  bidirectional gated recurrent unit (BiGRU)  gold futures price forecasting  variational mode decomposition (VMD)  
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:27/0  |  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:24/0  |  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:40/0  |  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:53/0  |  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:115/0  |  Submit date:2019/03/05
E-commerce  Peer-to-peer (P2P) lending  Risk control ability  Two-sided markets  game theory