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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  
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  
How does economic policy uncertainty react to oil price shocks? A multi-scale perspective 期刊论文
Applied Economics Letters, 2020, 卷号: 27, 期号: 3, 页码: 188-193
Authors:  Chen, Xiuwen;  Sun, Xiaolei;  Li, Jianping
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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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Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51, 期号: 1, 页码: 100854
Authors:  Sun, Xiaolei;  Chen, Xiuwen;  Wang, Jun;  Li, Jianping
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