CSpace

Browse/Search Results:  1-10 of 30 Help

Selected(0)Clear Items/Page:    Sort:
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:9/0  |  Submit date:2020/09/23
Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR  
Levi-Civita Ricci-flat metrics on compact complex manifolds 期刊论文
JOURNAL OF GEOMETRIC ANALYSIS, 2020, 卷号: 30, 期号: 1, 页码: 646-666
Authors:  He, Jie;  Liu, Kefeng;  Yang, Xiaokui
Favorite  |  View/Download:8/0  |  Submit date:2020/05/24
Levi-Civita connection  Ricci flat  Classification  
A UNIFIED PROBABILISTIC DISCRETIZATION SCHEME FOR FBSDEs: STABILITY, CONSISTENCY, AND CONVERGENCE ANALYSIS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020, 卷号: 58, 期号: 4, 页码: 2351-2375
Authors:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
Favorite  |  View/Download:0/0  |  Submit date:2021/01/14
forward backward stochastic differential equations  numerical schemes  stability  consistency  convergence analysis  
基于杠杆效应和结构突变的HAR族模型及其对股市波动率的预测研究 期刊论文
系统工程理论与实践, 2020, 卷号: 40.0, 期号: 005, 页码: 1113-1133
Authors:  龚旭;  曹杰;  文凤华;  杨晓光
Favorite  |  View/Download:0/0  |  Submit date:2021/01/14
HAR-RV模型  杠杆效应  结构突变  ICSS算法  MCS检验  
Motion deviation of test body induced by spin and cosmological constant in extreme mass ratio inspiral binary system 期刊论文
EUROPEAN PHYSICAL JOURNAL C, 2019, 卷号: 79, 期号: 10, 页码: 11
Authors:  Zhang, Yu-Peng;  Wei, Shao-Wen;  Amaro-Seoane, Pau;  Yang, Jie;  Liu, Yu-Xiao
Favorite  |  View/Download:23/0  |  Submit date:2020/01/10
A new multiscale decomposition ensemble approach for forecasting exchange rates 期刊论文
ECONOMIC MODELLING, 2019, 卷号: 81, 页码: 49-58
Authors:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
Favorite  |  View/Download:16/0  |  Submit date:2020/01/10
Exchange rates forecasting  Variational mode decomposition  Support vector regression  Support vector neural network  Ensemble learning  
Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432
Authors:  Yang, Jie;  Zhao, Weidong;  Zhou, Tao
Favorite  |  View/Download:17/0  |  Submit date:2020/01/10
Deferred correction method  Second-order forward backward stochastic differential equations  Euler scheme  High-order rate of convergence  
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
Favorite  |  View/Download:32/0  |  Submit date:2019/03/11
G-7 return  volatility  connectedness  macroeconomic factors  generalized VAR  
Forecasting tourist arrivals with machine learning and internet search index 期刊论文
TOURISM MANAGEMENT, 2019, 卷号: 70, 页码: 1-10
Authors:  Sun, Shaolong;  Wei, Yunjie;  Tsui, Kwok-Leung;  Wang, Shouyang
Favorite  |  View/Download:30/0  |  Submit date:2019/01/11
Tourism demand forecasting  Kernel extreme learning machine  Search query data  Big data analytics  Composite search index  
returnandvolatilityconnectednessbetweenstockmarketsandmacroeconomicfactorsintheg7countries 期刊论文
journalofsystemsscienceandsystemsengineering, 2019, 卷号: 28, 期号: 1, 页码: 1
Authors:  Abbas Ghulam;  Hammoudeh Shawkat;  Shahzad Syed Jawad Hussain;  Wang Shouyang;  Wei Yunjie
Favorite  |  View/Download:17/0  |  Submit date:2020/01/10