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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
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Multi-objective optimization  Ensemble forecasting  Machine learning  Evolutionary algorithm  Baltic Dry Index  
Identifying the influential factors of commodity futures prices through a new text mining approach 期刊论文
QUANTITATIVE FINANCE, 2020, 卷号: 20, 期号: 12, 页码: 1967-1981
Authors:  Li, Jianping;  Li, Guowen;  Zhu, Xiaoqian;  Yao, Yanzhen
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Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68, 期号: 3, 页码: 101453
Authors:  Sun, Xiaolei;  Liu, Chang;  Wang, Jun;  Li, Jianping
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中国石油进口系统性风险度量与组合优化研究 学位论文
, 北京: 中国科学院大学, 2016
Authors:  刘畅
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Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance 期刊论文
ECONOMIC MODELLING, 2014, 期号: 42, 页码: 287-295
Authors:  Sun, XL;  Tang, L;  Yang, YY;  Wu, DS;  Li, JP;  北京8712信箱
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