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A discrete-time and finite-state Markov chain based in-play prediction model for NBA basketball matches 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021, 卷号: 50, 期号: 11, 页码: 3768-3776
作者:  Shi, Jian;  Song, Kai
收藏  |  浏览/下载：99/0  |  提交时间：2022/04/02
Betting  In-play predictions  Markov chain  Positive returns  Uncertainty analysis  
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  
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载：127/0  |  提交时间：2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
作者:  Bhowmik, Roni;  Wang, Shouyang
收藏  |  浏览/下载：157/0  |  提交时间：2020/09/23
stock returns  volatility  GARCH family model  complexity in market volatility forecasting  
The return and volatility nexus among stock market and macroeconomic fundamentals for China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
作者:  Abbas, Ghulam;  Bashir, Usman;  Wang, Shouyang;  Zebende, Gilney Figueira;  Ishfaq, Muhammad
收藏  |  浏览/下载：177/0  |  提交时间：2020/01/10
Returns  Volatility  Macroeconomic variables  Generalized VAR  China  
Response pattern of stock returns to international oil price shocks: From the perspective of China's oil industrial chain 期刊论文
APPLIED ENERGY, 2017, 卷号: 185, 页码: 1821-1831
作者:  Li, Qiming;  Cheng, Ke;  Yang, Xiaoguang
收藏  |  浏览/下载：147/0  |  提交时间：2018/07/30
Oil price shock  China's oil sector  Industrial chain  Stock returns  
A new approach to model financial markets 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2013, 卷号: 26, 期号: 3, 页码: 432-440
作者:  Xie Habin;  Wang Shouyang
收藏  |  浏览/下载：77/0  |  提交时间：2021/01/14
SECURITY PRICE VOLATILITIES  DOLLAR EXCHANGE-RATE  TIME-SERIES ANALYSIS  CONDITIONAL HETEROSKEDASTICITY  VARIANCE  MONEY  RETURNS  INCOME  Granger causality  range  range decomposition  VAR  
A Comprehensive Dea Approach for the Resource Allocation Problem based on Scale Economies Classification 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2008, 卷号: 21, 期号: 4, 页码: 540-557
作者:  Li, Xiaoya;  Cui, Jinchuan
收藏  |  浏览/下载：115/0  |  提交时间：2018/07/30
Common weights analysis (CWA)  date envelopment analysis (DEA)  decision making unit (DMU)  efficiency score  inverse DEA model  multiple-objective linear programming (MOLP)  resource allocation problem  returns to scale (RTS)  
Modeling returns of merchandise in an inventory system 期刊论文
OR SPEKTRUM, 1998, 卷号: 20, 期号: 3, 页码: 147-154
作者:  Yuan, XM;  Cheung, KL
收藏  |  浏览/下载：64/0  |  提交时间：2018/07/30
inventory  returns  stochastics