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The capital flow of stock market studies based on epidemic model with double delays 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 18
Authors:  Zhou, Qi;  Sun, Shaolong;  Liu, Qian
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Epidemic model  Fund contagion  Herd behaviour  Parameter inversion  
Evolutionary support vector machine for RMB exchange rate forecasting 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 521, 页码: 692-704
Authors:  Fu, Sibao;  Li, Yongwu;  Sun, Shaolong;  Li, Hongtao
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Exchange rate forecasting  Evolutionary support vector regression  Particle swarm optimization  Genetic algorithm  Phase space reconstruction  
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
Authors:  Abbas, Ghulam;  Hammoudeh, Shawkat;  Shahzad, Syed Jawad Hussain;  Wang, Shouyang;  Wei, Yunjie
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G-7 return  volatility  connectedness  macroeconomic factors  generalized VAR  
A secondary-decomposition-ensemble learning paradigm for forecasting PM2.5 concentration 期刊论文
ATMOSPHERIC POLLUTION RESEARCH, 2018, 卷号: 9, 期号: 6, 页码: 989-999
Authors:  Gan, Kai;  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download:19/0  |  Submit date:2018/11/16
Secondary-decomposition-ensemble learning paradigm  Complementary ensemble empirical mode decomposition  Phase space reconstruction  Least square support vector regression  Hybrid intelligent algorithm  
Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion 期刊论文
IEEE SYSTEMS JOURNAL, 2017, 卷号: 11, 期号: 3, 页码: 1492-1504
Authors:  Li, Yongwu;  Wang, Shouyang;  Zeng, Yan;  Qiao, Han
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Dynamic equilibrium  dynamic programming  Kalman filters  optimal control  portfolios  
Application of decomposition-ensemble learning paradigm with phase space reconstruction for day-ahead PM2.5 concentration forecasting 期刊论文
JOURNAL OF ENVIRONMENTAL MANAGEMENT, 2017, 卷号: 196, 页码: 110-118
Authors:  Niu, Mingfei;  Gan, Kai;  Sun, Shaolong;  Li, Fengying
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PM2.5 concentration forecasting  Decomposition-ensemble learning paradigm  EEMD  PSR  LSSVM  
Multi-period mean variance portfolio selection under incomplete information 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774
Authors:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu
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hidden Markov chain  regime switching  sufficient statistics  portfolio optimization  
A novel hybrid decomposition-and-ensemble model based on CEEMD and GWO for short-term PM2.5 concentration forecasting 期刊论文
ATMOSPHERIC ENVIRONMENT, 2016, 卷号: 134, 页码: 168-180
Authors:  Niu, Mingfei;  Wang, Yufang;  Sun, Shaolong;  Li, Yongwu
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Complementary ensemble empirical mode decomposition  Grey wolf optimizer  Support vector regression  Hybrid decomposition-ensemble model  PM2.5 concentration forecasting  
Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston's SV Model 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2016, 页码: 18
Authors:  Sun, Jingyun;  Li, Zhongfei;  Li, Yongwu
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Time-consistent investment strategy under partial information 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2015, 卷号: 65, 页码: 187-197
Authors:  Li, Yongwu;  Qiao, Han;  Wang, Shouyang;  Zhang, Ling
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
Time inconsistency  Mean-variance  Partial information  Equilibrium strategy  Extended HJB system of equations