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Social media sentiment, model uncertainty, and volatility forecasting 期刊论文
ECONOMIC MODELLING, 2021, 卷号: 102, 页码: 13
Authors:  Lehrer, Steven;  Xie, Tian;  Zhang, Xinyu
Favorite  |  View/Download:1/0  |  Submit date:2021/10/26
Model averaging  Volatility forecasting  Social media  Big data  Sentiment analysis  
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty 期刊论文
JOURNAL OF EMPIRICAL FINANCE, 2021, 卷号: 62, 页码: 179-201
Authors:  Qiu, Yue;  Wang, Zongrun;  Xie, Tian;  Zhang, Xinyu
Favorite  |  View/Download:1/0  |  Submit date:2021/10/26
HARQ  Model averaging  &  nbsp  Bitcoin  Realized volatility  
Modeling basketball games by inverse Gaussian processes 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2020, 页码: 11
Authors:  Tian, Xinyu;  Gao, Yiran;  Shi, Jian
Favorite  |  View/Download:21/0  |  Submit date:2020/09/23
Bayesian method  Betting  In-game prediction  Inverse Gaussian process  
Relationship between increase rate of human plague in China and global climate index as revealed by cross-spectral and cross-wavelet analyses 期刊论文
INTEGRATIVE ZOOLOGY, 2007, 卷号: 2, 期号: 3, 页码: 144-153
Authors:  Zhang, Zhibin;  Li, Zhenqing;  Tao, Yi;  Chen, Min;  Wen, Xinyu;  Xu, Lei;  Tian, Huidong;  Stenseth, Nils Chr
Favorite  |  View/Download:43/0  |  Submit date:2018/07/30
El Nino/Southern Oscillation  global climate variation  human plague  northern hemisphere air tempe rature  sea surface temperature  southern oscillation index