CASISD OpenIR
(本次检索基于用户作品认领结果)

浏览/检索结果: 共9条,第1-9条 帮助

限定条件        
已选(0)清除 条数/页:   排序方式:
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
作者:  Jianping Li;  Jun Hao;  Qianqian Feng;  Xiaolei Sun;  Mingxi Liu
Adobe PDF(1654Kb)  |  收藏  |  浏览/下载:230/0  |  提交时间:2021/01/26
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
作者:  Li, Jianping;  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
Adobe PDF(5310Kb)  |  收藏  |  浏览/下载:162/0  |  提交时间:2022/02/10
Financial stress dynamics in China: An interconnectedness perspective 期刊论文
International Review of Economics & Finance, 2020, 卷号: 68, 期号: 7, 页码: 217-238
作者:  Yao, Xiaoyang;  Le, Wei;  Sun, Xiaolei;  Li, Jianping
Adobe PDF(2899Kb)  |  收藏  |  浏览/下载:145/0  |  提交时间:2021/01/17
Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68, 期号: 3, 页码: 101271
作者:  Sun, Xiaolei;  Wang, Jun;  Yao, Yanzhen;  Li, Jingyu;  Li, Jianping
Adobe PDF(1549Kb)  |  收藏  |  浏览/下载:160/0  |  提交时间:2021/01/16
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
作者:  Sun, Xiaolei;  Liu, Chang;  Wang, Jun;  Li, Jianping
Adobe PDF(3245Kb)  |  收藏  |  浏览/下载:161/0  |  提交时间:2021/01/16
主客观权重的组合方式及其合理性研究 期刊论文
管理评论, 2017, 卷号: 29, 期号: 12, 页码: 17-26,61
作者:  李刚;  李建平;  孙晓蕾;  赵萌
Adobe PDF(371Kb)  |  收藏  |  浏览/下载:308/0  |  提交时间:2018/05/29
Risk integration and optimization of oil-importing maritime system: a multi-objective programming approach 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2015, 期号: 234, 页码: 57-76
作者:  Li, Jianping;  Sun, Xiaolei;  Wang, Fei;  Wu, Dengsheng
Adobe PDF(923Kb)  |  收藏  |  浏览/下载:303/0  |  提交时间:2016/09/08
Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance 期刊论文
ECONOMIC MODELLING, 2014, 期号: 42, 页码: 287-295
作者:  Sun, XL;  Tang, L;  Yang, YY;  Wu, DS;  Li, JP;  北京8712信箱
Adobe PDF(1591Kb)  |  收藏  |  浏览/下载:291/0  |  提交时间:2016/09/19
MODELING DYNAMIC CORRELATIONS AND SPILLOVER EFFECTS OF COUNTRY RISK: EVIDENCE FROM RUSSIA AND KAZAKHSTAN 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2009, 卷号: 8, 期号: 4, 页码: 16,803-818
作者:  Li, JP;  Sun, XL;  He, W;  Tang, L;  Xu, WX
Adobe PDF(230Kb)  |  收藏  |  浏览/下载:516/2  |  提交时间:2012/11/12
Country Risk  Oil Economy  Dynamic Correlation  Structural Break  Spillovers