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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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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
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Cryptocurrency  Trend forecasting  LightGBM  Forecasting performance  
Risk dependence between energy corporations: A text-based measurement approach 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2020, 期号: 68, 页码: 33-46
Authors:  Li, Jingyu;  Li, Jianping;  Zhu, Xiaoqian
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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
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Bitcoin price prediction  Stacked denoising autoencoders  Feature learning  Deep extraction  
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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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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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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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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