中文版 | English

在结果中检索

CASISD OpenIR
（本次检索基于用户作品认领结果）

浏览/检索结果: 共13条，第1-10条 帮助

限定条件        
已选(0)清除 条数/页：   排序方式：
A dynamic ensemble learning with multi-objective optimization for oil prices prediction 期刊论文
RESOURCES POLICY, 2022, 卷号: 79
作者:  Hao, Jun;  Feng, Qianqian;  Yuan, Jiaxin;  Sun, Xiaolei;  Li, Jianping
收藏  |  浏览/下载：70/0  |  提交时间：2023/05/30
Ensemble forecasting  Dynamic ensemble  Time-varying weight  Oil price forecasting  Multi-objective optimization  
基于多元驱动因素的主权CDS利差预测研究 期刊论文
计量经济学报, 2021, 卷号: 1, 期号: 02, 页码: 362-376
作者:  李建平;  王军;  冯倩倩;  孙晓蕾
Adobe PDF(718Kb)  |  收藏  |  浏览/下载：268/0  |  提交时间：2022/01/26
主权CDS  主权风险  MIV算法  多元驱动因素  
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：228/0  |  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：159/0  |  提交时间：2022/02/10
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
作者:  Sun, Xiaolei;  Chen, Xiuwen;  Wang, Jun;  Li, Jianping
Adobe PDF(4928Kb)  |  收藏  |  浏览/下载：134/0  |  提交时间：2021/01/16
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
作者:  Hao, Jun;  Li, Jianping;  Wu, Dengsheng;  Sun, Xiaolei
收藏  |  浏览/下载：140/0  |  提交时间：2021/01/17
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
作者:  Wang, Jun;  Sun, Xiaolei;  Li, Jianping
收藏  |  浏览/下载：115/0  |  提交时间：2021/01/16
Multi-objective optimization of crude oil-supply portfolio based on interval prediction data 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2020
作者:  Sun, Xiaolei;  Hao, Jun;  Li, Jianping
收藏  |  浏览/下载：152/0  |  提交时间：2021/01/16
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：158/0  |  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：158/0  |  提交时间：2021/01/16