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中国科学院科技战略咨询研究院机构知识库
Knowledge Management System of Institutes of Science and Development ,CAS
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系统分析与管理研究所 [2]
Authors
Liu MingXi [6]
Zhu XiaoQi... [3]
Sun XiaoLe... [2]
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2021 [1]
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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
Authors:
Jianping Li
;
Jun Hao
;
Qianqian Feng
;
Xiaolei Sun
;
Mingxi Liu
Adobe PDF(1654Kb)
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Submit date:2021/01/26
Multi-objective optimization
Ensemble forecasting
Machine learning
Evolutionary algorithm
Baltic Dry Index
Support Vector Machines Based Methodology for Credit Risk Analysis
专著章节/文集论文
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Technology, Singapore:World Scientific, 2020
Authors:
Jianping Li
;
Mingxi Liu
;
Cheng-Few Lee
;
Dengsheng Wu
Adobe PDF(696Kb)
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View/Download:341/0
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Submit date:2021/01/26
Support Vector Machines
Feature Extraction
Kernel Function Selection
Hyper-Parameter Optimization
Credit Risk Classification
Evolutionary Mechanism of Textual Risk Factor Disclosure in American Financial Company Annual Reports
专著章节/文集论文
出自: Communications in Computer and Information Science, Singapore:Springer, 2020
Authors:
Guowen Li
;
Jianping Li
;
Mingxi Liu
;
Xiaoqian Zhu
Adobe PDF(571Kb)
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Submit date:2021/01/26
Risk factor
Text mining
Regulation
Financial Crisis
Evolution ary Mechanism
A novel text-based framework for forecasting agricultural futures using massive online news headlines
期刊论文
International Journal of Forecasting, 2020, 期号: 4, 页码: 1-16
Authors:
Li, Jianping
;
Li, Guowen
;
Liu, Mingxi
;
Zhu, Xiaoqian
;
Wei, Lu
Adobe PDF(1780Kb)
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Submit date:2021/01/17
Agricultural futures
Price forecasting
Text analysis
Financial risk
Influential factors
Forecasting the price of Bitcoin using deep learning
期刊论文
Finance Research Letters, 2020, 期号: 9, 页码: 101755
Authors:
Liu, Mingxi
;
Li, Guowen
;
Li, Jianping
;
Zhu, Xiaoqian
;
Yao, Yinhong
Adobe PDF(880Kb)
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Submit date:2021/01/17
Bitcoin price prediction
Stacked denoising autoencoders
Feature learning
Deep extraction
A novel cryptocurrency price trend forecasting model based on LightGBM
期刊论文
FINANCE RESEARCH LETTERS, 2020, 卷号: 32, 期号: 101084, 页码: 1
Authors:
Sun Xiaolei
;
Liu Mingxi
;
Sima Zeqian
Adobe PDF(828Kb)
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Submit date:2021/01/16
Cryptocurrency
Trend forecasting
LightGBM
Forecasting performance