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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
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载:128/0  |  提交时间:2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
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
作者:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing
收藏  |  浏览/下载:111/0  |  提交时间: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)  
Clustering Hidden Markov Models With Variational Bayesian Hierarchical EM 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2021, 页码: 15
作者:  Lan, Hui;  Liu, Ziquan;  Hsiao, Janet H.;  Yu, Dan;  Chan, Antoni B.
收藏  |  浏览/下载:147/0  |  提交时间:2022/04/02
Hidden Markov models  Bayes methods  Data models  Computational modeling  Mixture models  Clustering algorithms  Analytical models  Clustering  hidden Markov mixture model (H3M)  hierarchical EM  variational Bayesian (VB)  
A New Variational Model for Joint Image Reconstruction and Motion Estimation in Spatiotemporal Imaging 期刊论文
SIAM JOURNAL ON IMAGING SCIENCES, 2019, 卷号: 12, 期号: 4, 页码: 1686-1719
作者:  Chen, Chong;  Gris, Barbara;  Oktem, Ozan
收藏  |  浏览/下载:119/0  |  提交时间:2020/09/23
spatiotemporal imaging  image reconstruction  motion estimation  joint variational model  shape theory  large diffeomorphic deformations  
A novel hybrid decomposition-ensemble model based on VMD and HGWO for container throughput forecasting 期刊论文
APPLIED MATHEMATICAL MODELLING, 2018, 卷号: 57, 页码: 163-178
作者:  Niu, Mingfei;  Hu, Yueyong;  Sun, Shaolong;  Liu, Yu
收藏  |  浏览/下载:143/0  |  提交时间:2018/07/30
Container throughput forecasting  Variational mode decomposition  Support vector regression  Hybridizing grey wolf optimization  Hybrid decomposition-ensemble model  
A Nonlocal TV-Based Variational Method for PolSAR Data Speckle Reduction 期刊论文
IEEE TRANSACTIONS ON IMAGE PROCESSING, 2016, 卷号: 25, 期号: 6, 页码: 2620-2634
作者:  Nie, Xiangli;  Qiao, Hong;  Zhang, Bo;  Huang, Xiayuan
收藏  |  浏览/下载:176/0  |  提交时间:2018/07/30
Polarimetric synthetic aperture radar (PolSAR)  speckle reduction  nonlocal total variation (NLTV)  complex Wishart distribution  conjugate function  variational model  
Image Segmentation and Selective Smoothing Based on Variational Framework 期刊论文
JOURNAL OF SIGNAL PROCESSING SYSTEMS FOR SIGNAL IMAGE AND VIDEO TECHNOLOGY, 2009, 卷号: 54, 期号: 1-3, 页码: 145-158
作者:  Chen, Bo;  Yuen, Pong C.;  Lai, Jian-Huang;  Chen, Wen-Sheng
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
Image segmentation  Image smoothing  Variational framework  Active contour model  Fourth-order PDE model  Median filtering  
ON RELATIONS BETWEEN MULTICLASS, MULTICRITERIA TRAFFIC NETWORK EQUILIBRIUM MODELS AND VECTOR VARIATIONAL INEQUALITIES 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2006, 卷号: 15, 期号: 3, 页码: 284-297
作者:  Li, Shengjie;  Chen, Guangya
收藏  |  浏览/下载:94/0  |  提交时间:2018/07/30
Traffic network equilibrium model  equilibrium principle  vector variational inequality