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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  
Measuring the risk of Chinese Fintech industry: evidence from the stock index 期刊论文
Finance Research Letters, 2021, 卷号: 39, 页码: 101564
Authors:  Yinhong Yao;  Jianping Li;  Xiaolei Sun
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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
Authors:  Li, Jianping;  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
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Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective 期刊论文
Research in International Business and Finance, 2020, 期号: 52, 页码: 101114
Authors:  Qiang Ji;  Walid Bahloul;  Jiang-bo Geng;  Rangan Gupta
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Dependency, centrality and dynamic networks for international commodity futures prices 期刊论文
International Review of Economics and Finance, 2020, 期号: 67, 页码: 118-132
Authors:  Fei Wu;  Wan-Li Zhao;  Qiang Ji;  Dayong Zhang
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Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis 期刊论文
Physica A: Statistical Mechanics and its Applications, 2020, 卷号: 537, 期号: 537, 页码: 122298
Authors:  Tongshui Xia;  Qiang Ji;  Jiang-bo Geng
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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
Authors:  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
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Systemic risk in the Chinese financial system: a copula-based network approach 期刊论文
International Journal of Finance and Economics, 2020, 期号: 10.1002/ijfe.1892, 页码: 1-20
Authors:  Zhiwei Zhang;  Dayong Zhang;  Fei Wu;  Qiang Ji
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Copula-based local dependence between energy, agriculture and metal commodity markets 期刊论文
Energy, 2020, 期号: 202, 页码: 117762
Authors:  Claudiu T. Albulescu;  Aviral K. Tiwari;  Qiang Ji
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Searching for safe-haven assets during the COVID-19 pandemic 期刊论文
International Review of Financial Analysis, 2020, 期号: 71, 页码: 101526
Authors:  Qiang Ji;  Dayong Zhang;  Yuqian Zhao
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