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A dynamic ensemble learning with multi-objective optimization for oil prices prediction 期刊论文
RESOURCES POLICY, 2022, 卷号: 79
作者:  Hao, Jun;  Feng, Qianqian;  Yuan, Jiaxin;  Sun, Xiaolei;  Li, Jianping
收藏  |  浏览/下载：78/0  |  提交时间：2023/05/30
Ensemble forecasting  Dynamic ensemble  Time-varying weight  Oil price forecasting  Multi-objective optimization  
基于多元驱动因素的主权CDS利差预测研究 期刊论文
计量经济学报, 2021, 卷号: 1, 期号: 02, 页码: 362-376
作者:  李建平;  王军;  冯倩倩;  孙晓蕾
Adobe PDF(718Kb)  |  收藏  |  浏览/下载：295/0  |  提交时间：2022/01/26
主权CDS  主权风险  MIV算法  多元驱动因素  
Optimal selection of heterogeneous ensemble strategies of time series forecasting with multi-objective programming 期刊论文
Expert Systems with Applications, 2021, 卷号: 166, 页码: 114091
作者:  Jianping Li;  Jun Hao;  Qianqian Feng;  Xiaolei Sun;  Mingxi Liu
Adobe PDF(1654Kb)  |  收藏  |  浏览/下载：238/0  |  提交时间：2021/01/26
Multi-objective optimization  Ensemble forecasting  Machine learning  Evolutionary algorithm  Baltic Dry Index  
Understanding country risk assessment: a historical review 期刊论文
APPLIED ECONOMICS, 2021, 卷号: 53, 期号: 37, 页码: 4329
作者:  Sun, Xiaolei;  Feng, Qianqian;  Li, Jianping
Adobe PDF(766Kb)  |  收藏  |  浏览/下载：160/0  |  提交时间：2022/02/10
Multi scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
Applied Economics Letters, 2021, 卷号: 28, 期号: 7, 页码: 599-607
作者:  Chang Liu;  Jianping Li;  Xiaolei Sun;  Jianming Chen
Adobe PDF(1693Kb)  |  收藏  |  浏览/下载：156/1  |  提交时间：2022/03/01
Understanding country risk assessment: a historical review 期刊论文
Applied Economics, 2021, 卷号: 53, 期号: 37, 页码: 4329-4341
作者:  Xiaolei Sun;  Qianqian Feng;  Jianping Li
Adobe PDF(766Kb)  |  收藏  |  浏览/下载：133/0  |  提交时间：2022/03/01
Forecasting China's sovereign CDS with a decomposition reconstruction strategy 期刊论文
APPLIED SOFT COMPUTING, 2021, 卷号: 105, 期号: 7, 页码: 107291
作者:  Li, Jianping;  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
Adobe PDF(5310Kb)  |  收藏  |  浏览/下载：173/0  |  提交时间：2022/02/10
Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51, 期号: 1, 页码: 100854
作者:  Sun, Xiaolei;  Chen, Xiuwen;  Wang, Jun;  Li, Jianping
Adobe PDF(4928Kb)  |  收藏  |  浏览/下载：144/0  |  提交时间：2021/01/16
A Novel Ensemble Approach for the Forecasting of Energy Demand Based on the Artificial Bee Colony Algorithm 期刊论文
ENERGIES, 2020, 卷号: 13, 页码: 550
作者:  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
Adobe PDF(3034Kb)  |  收藏  |  浏览/下载：207/0  |  提交时间：2021/01/16
How does economic policy uncertainty react to oil price shocks? A multi-scale perspective 期刊论文
Applied Economics Letters, 2020, 卷号: 27, 期号: 3, 页码: 188-193
作者:  Chen, Xiuwen;  Sun, Xiaolei;  Li, Jianping
Adobe PDF(1131Kb)  |  收藏  |  浏览/下载：157/1  |  提交时间：2021/01/17