Chinese | English

Search in the results

CSpace

Browse/Search Results:  1-10 of 26 Help

  Show only claimed items
Selected(0)Clear Items/Page:    Sort:
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：24/0  |  Submit date：2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
Capture the contagion network of bitcoin - Evidence from pre and mid COVID-19 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 14
Authors:  Guo, Xiaochun;  Lu, Fengbin;  Wei, Yunjie
Favorite  |  View/Download：33/0  |  Submit date：2022/04/02
Bitcoin  COVID-19  Contagion  DAG  Financial market risk  
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：23/0  |  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：27/0  |  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：34/0  |  Submit date：2021/10/26
Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition  
A new ensemble deep learning approach for exchange rates forecasting and trading 期刊论文
ADVANCED ENGINEERING INFORMATICS, 2020, 卷号: 46, 页码: 10
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download：43/0  |  Submit date：2021/04/26
Ensemble learning  Forecasting  Trading  Deep learning  LSTM  
Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12
Authors:  Zhang, Bingjie;  Wang, Shouyang;  Wei, Yunjie;  Zhao, Xueting
Favorite  |  View/Download：53/0  |  Submit date：2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
Knowledge mapping of tourism demand forecasting research 期刊论文
TOURISM MANAGEMENT PERSPECTIVES, 2020, 卷号: 35, 页码: 15
Authors:  Zhang, Chengyuan;  Wang, Shouyang;  Sun, Shaolong;  Wei, Yunjie
Favorite  |  View/Download：52/0  |  Submit date：2020/09/23
Bibliometric analysis  Tourist arrival  Hospitality demand  Knowledge map  CiteSpace  Infographic  
A Clustering-Based Nonlinear Ensemble Approach for Exchange Rates Forecasting 期刊论文
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2020, 卷号: 50, 期号: 6, 页码: 2284-2292
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie;  Zhang, Guowei
Favorite  |  View/Download：52/0  |  Submit date：2020/06/30
Forecasting  Exchange rates  Predictive models  Self-organizing feature maps  Clustering algorithms  exchange rates forecasting  kernel-based extreme learning machine (KELM)  nonlinear ensemble  
Interval forecasting of exchange rates: a new interval decomposition ensemble approach 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 页码: 28
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download：62/0  |  Submit date：2020/05/24
Exchange rate forecasting  Interval-valued data  Autoregressive model  Neural networks  Bivariate empirical mode decomposition