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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  
The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors 期刊论文
Energy Policy, 2021, 卷号: 156, 页码: 112430
Authors:  Fengqi Liu;  Yuxin Kang;  Kun Guo;  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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Tourism companies' risk exposures on text disclosure 期刊论文
Annals of Tourism Research, 2020, 期号: 84, 页码: 102986
Authors:  Li, Jianping;  Feng, Yuyao;  Li, Guowen;  Sun, Xiaolei
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Portfolio optimisation of material purchase considering supply risk – A multi-objective programming model 期刊论文
International Journal of Production Economics, 2020, 卷号: 230, 页码: 107803
Authors:  Hao, Jun;  Li, Jianping;  Wu, Dengsheng;  Sun, Xiaolei
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Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries 期刊论文
ENERGY POLICY, 2016, 卷号: 92, 期号: 3, 页码: 234-245
Authors:  Liu Chang;  Sun Xiaolei;  Chen Jianming;  Li Jianping
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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
Authors:  Li, JP;  Sun, XL;  He, W;  Tang, L;  Xu, WX
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Country Risk  Oil Economy  Dynamic Correlation  Structural Break  Spillovers