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A dynamic ensemble learning with multi-objective optimization for oil prices prediction 期刊论文
RESOURCES POLICY, 2022, 卷号: 79
Authors:  Hao, Jun;  Feng, Qianqian;  Yuan, Jiaxin;  Sun, Xiaolei;  Li, Jianping
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Ensemble forecasting  Dynamic ensemble  Time-varying weight  Oil price forecasting  Multi-objective optimization  
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  
Multi scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
Applied Economics Letters, 2021, 卷号: 28, 期号: 7, 页码: 599-607
Authors:  Chang Liu;  Jianping Li;  Xiaolei Sun;  Jianming Chen
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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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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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How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries 期刊论文
FINANCE RESEARCH LETTERS, 2020, 卷号: 34
Authors:  Wang, Jun;  Sun, Xiaolei;  Li, Jianping
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Multi-objective optimization of crude oil-supply portfolio based on interval prediction data 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2020
Authors:  Sun, Xiaolei;  Hao, Jun;  Li, Jianping
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Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
APPLIED ECONOMICS LETTERS, 2020
Authors:  Liu, Chang;  Li, Jianping;  Sun, Xiaolei;  Chen, Jianming
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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  
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
Authors:  Sun, Xiaolei;  Wang, Jun;  Yao, Yanzhen;  Li, Jingyu;  Li, Jianping
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