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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  
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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