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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
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Model averaging  Volatility forecasting  Social media  Big data  Sentiment analysis  
Multimodel inference based on smoothed information criteria 期刊论文
SCIENCE CHINA-MATHEMATICS, 2021, 页码: 16
Authors:  Zhao, Shangwei;  Zhang, Xinyu
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information criterion  model averaging  multimodel inference  variance estimation  weight  
Model averaging prediction for time series models with a diverging number of parameters 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221
Authors:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu
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Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  Model averaging  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
Authors:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
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Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
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
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HARQ  Model averaging  &  nbsp  Bitcoin  Realized volatility  
A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING 期刊论文
ECONOMETRIC THEORY, 2021, 卷号: 37, 期号: 2, 页码: 388-407
Authors:  Zhang, Xinyu
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Reducing Simulation Input-Model Risk via Input Model Averaging 期刊论文
INFORMS JOURNAL ON COMPUTING, 2021, 卷号: 33, 期号: 2, 页码: 672-684
Authors:  Nelson, Barry L.;  Wan, Alan T. K.;  Zou, Guohua;  Zhang, Xinyu;  Jiang, Xi
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input modeling  stochastic simulation  input uncertainty  
Model averaging based on generalized method of moments 期刊论文
ECONOMICS LETTERS, 2021, 卷号: 200, 页码: 5
Authors:  Wang, Weiwei;  Zhang, Qi;  Zhang, Xinyu;  Li, Xinmin
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Generalized method of moments  Model averaging  Cross-validation criterion  Asymptotic optimality  
Model averaging estimation for high-dimensional covariance matrices with a network structure 期刊论文
ECONOMETRICS JOURNAL, 2021, 卷号: 24, 期号: 1, 页码: 177-197
Authors:  Zhu, Rong;  Zhang, Xinyu;  Ma, Yanyuan;  Zou, Guohua
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asymptotic optimality  consistency  covariance regression network model  Mallows criterion  model averaging  
Modes of genetic adaptations underlying functional innovations in the rumen 期刊论文
SCIENCE CHINA-LIFE SCIENCES, 2020, 页码: 21
Authors:  Pan, Xiangyu;  Cai, Yudong;  Li, Zongjun;  Chen, Xianqing;  Heller, Rasmus;  Wang, Nini;  Wang, Yu;  Zhao, Chen;  Wang, Yong;  Xu, Han;  Li, Songhai;  Li, Ming;  Li, Cunyuan;  Hu, Shengwei;  Li, Hui;  Wang, Kun;  Chen, Lei;  Wei, Bin;  Zheng, Zhuqing;  Fu, Weiwei;  Yang, Yue;  Zhang, Tingting;  Hou, Zhuoting;  Yan, Yueyang;  Lv, Xiaoyang;  Sun, Wei;  Li, Xinyu;  Huang, Shisheng;  Liu, Lixiang;  Mao, Shengyong;  Liu, Wenqing;  Hua, Jinlian;  Li, Zhipeng;  Zhang, Guojie;  Chen, Yulin;  Wang, Xihong;  Qiu, Qiang;  Dalrymple, Brian P.;  Wang, Wen;  Jiang, Yu
Favorite  |  View/Download:36/0  |  Submit date:2021/01/14
rumen innovations  comparative transcriptomics  comparative genomics  evo-devo  evolution of organs