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A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 287-310
Authors:  Xiao, Jihong;  Zhu, Xuehong;  Huang, Chuangxia;  Yang, Xiaoguang;  Wen, Fenghua;  Zhong, Meirui
Favorite  |  View/Download:17/0  |  Submit date:2019/03/11
Stock price  singular spectrum analysis  support vector machine  combined model  
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? 期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 8367-8382
Authors:  He, Zhifang;  Huang, Chuangxia;  Gong, Xu;  Yang, Xiaoguang;  Wen, Fenghua
Favorite  |  View/Download:10/0  |  Submit date:2018/07/30
downside realized semi variance  stock spot market  futures market  risk periods  forecasting power  
宏观经济投资者情绪和股票市场收益 期刊论文
系统科学与数学, 2017, 卷号: 37, 期号: 2, 页码: 370
Authors:  闵峰;  黄创霞;  文凤华;  杨晓光
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10
下行风险、符号跳跃风险与行业组合资产定价 期刊论文
中国管理科学, 2017, 卷号: 000, 期号: 010, 页码: 1
Authors:  龚旭;  文凤华;  黄创霞;  杨晓光
Favorite  |  View/Download:4/0  |  Submit date:2020/01/10
投资者情绪与时变风险补偿系数 期刊论文
管理科学学报, 2017, 卷号: 020, 期号: 012, 页码: 29
Authors:  贺志芳;  文凤华;  黄创霞;  杨晓光;  郑石明
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10
Extreme Return, Extreme Volatility and Investor Sentiment 期刊论文
FILOMAT, 2016, 卷号: 30, 期号: 15, 页码: 3949-3961
Authors:  Gong, Xu;  Wen, Fenghua;  He, Zhifang;  Yang, Jia;  Yang, Xiaoguang;  Pan, Bin
Favorite  |  View/Download:6/0  |  Submit date:2018/07/30
Extreme return  Extreme volatility  Investor sentiment  Quantile regression  
Asymptotic behavior for third-order quasi-linear differential equations 期刊论文
Advances in Difference Equations, 2013, 卷号: 2013, 期号: 1
Authors:  Qin,Guixiang;  Huang,Chuangxia;  Xie,Yongqin;  Wen,Fenghua
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
third-order quasi-linear differential equations  oscillation  nonoscillation  
股市信息流对收益率及其波动的影响研究① 期刊论文
管理科学学报, 2013, 卷号: 016, 期号: 011, 页码: 69
Authors:  文凤华;  龚旭;  黄创霞;  陈晓红;  杨晓光
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A multiscale neural network learning paradigm for financial crisis forecasting 期刊论文
NEUROCOMPUTING, 2010, 卷号: 73, 期号: 4-6, 页码: 716-725
Authors:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung;  Wen, Fenghua
Favorite  |  View/Download:7/0  |  Submit date:2018/07/30
Artificial neural networks  Empirical mode decomposition (EMD)  Hilbert-EMD transform  Multiscale learning  Financial crisis forecasting  
Skewness of return distribution and coefficient of risk premium 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 3, 页码: 360-371
Authors:  Wen, Fenghua;  Yang, Xiaoguang
Favorite  |  View/Download:2/0  |  Submit date:2018/07/30
Coefficient of risk premium  return distribution  robust skewness  speculation