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Support Vector Machines Based Methodology for Credit Risk Analysis 专著章节/文集论文
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Technology, Singapore:World Scientific, 2020
作者:  Jianping Li;  Mingxi Liu;  Cheng-Few Lee;  Dengsheng Wu
Adobe PDF(696Kb)  |  收藏  |  浏览/下载:275/0  |  提交时间:2021/01/26
Support Vector Machines  Feature Extraction  Kernel Function Selection  Hyper-Parameter Optimization  Credit Risk Classification  
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
作者:  Sun Xiaolei;  Liu Mingxi;  Sima Zeqian
Adobe PDF(828Kb)  |  收藏  |  浏览/下载:219/0  |  提交时间:2021/01/16
Cryptocurrency  Trend forecasting  LightGBM  Forecasting performance  
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model 期刊论文
ENERGY ECONOMICS, 2017, 期号: 68, 页码: 53-65
作者:  Liu, Bing-Yue;  Ji, Qiang;  Fan, Ying
Adobe PDF(1073Kb)  |  收藏  |  浏览/下载:280/0  |  提交时间:2018/06/11
China's Sovereign Wealth Fund Investments in overseas energy: The energy security perspective 期刊论文
ENERGY POLICY, 2014, 期号: 65, 页码: 654-661
作者:  Sun, XL;  Li, JP;  Wang, YF;  Clark, WW;  北京8712信箱
Adobe PDF(289Kb)  |  收藏  |  浏览/下载:285/0  |  提交时间:2016/09/19
How does oil price volatility affect non-energy commodity markets? 期刊论文
APPLIED ENERGY, 2012, 卷号: 89, 期号: 1, 页码: 8,273-280
作者:  Ji, Q;  Fan, Y
Adobe PDF(376Kb)  |  收藏  |  浏览/下载:867/7  |  提交时间:2012/11/12
Crude Oil Market  Non-energy Commodity Market  Volatility Spillover  Dynamic Correlation  
Technology Transfer from China to Pakistan 学位论文
管理科学与工程, 北京: 中国科学院, 2011
作者:  Mansoor Shahab
Adobe PDF(8435Kb)  |  收藏  |  浏览/下载:222/0  |  提交时间:2019/07/08
A dynamic hedging approach for refineries in multiproduct oil markets 期刊论文
ENERGY, 2011, 卷号: 36, 期号: 2, 页码: 7,881-887
作者:  Ji, QA;  Fan, Y
Adobe PDF(230Kb)  |  收藏  |  浏览/下载:458/3  |  提交时间:2012/11/12
Hedge  Garch  Dynamic Conditional Correlation  
Optimization of China's generating portfolio and policy implications based on portfolio theory 期刊论文
ENERGY, 2010, 卷号: 35, 期号: 3, 页码: 12,1391-1402
作者:  Zhu, L;  Fan, Y
Adobe PDF(1611Kb)  |  收藏  |  浏览/下载:499/1  |  提交时间:2012/11/12
Generating Portfolio  Renewable Power  Generation Planning  Generating Risk