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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
作者:  Jianping Li;  Jun Hao;  Qianqian Feng;  Xiaolei Sun;  Mingxi Liu
Adobe PDF(1654Kb)  |  收藏  |  浏览/下载:234/0  |  提交时间:2021/01/26
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
作者:  Chang Liu;  Jianping Li;  Xiaolei Sun;  Jianming Chen
Adobe PDF(1693Kb)  |  收藏  |  浏览/下载:153/1  |  提交时间:2022/03/01
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
作者:  Fengqi Liu;  Yuxin Kang;  Kun Guo;  Xiaolei Sun
Adobe PDF(1097Kb)  |  收藏  |  浏览/下载:181/0  |  提交时间:2022/03/01
Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia 期刊论文
APPLIED ECONOMICS LETTERS, 2020
作者:  Liu, Chang;  Li, Jianping;  Sun, Xiaolei;  Chen, Jianming
收藏  |  浏览/下载:152/0  |  提交时间:2021/01/16
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:224/0  |  提交时间:2021/01/16
Cryptocurrency  Trend forecasting  LightGBM  Forecasting performance  
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:166/0  |  提交时间:2021/01/16
不确定性与原油市场的交互影响测度:基于综合集成的多尺度方法论 期刊论文
管理评论, 2020, 卷号: 32, 期号: 07, 页码: 29-40
作者:  冯钰瑶;  刘畅;  孙晓蕾
Adobe PDF(2845Kb)  |  收藏  |  浏览/下载:182/0  |  提交时间:2021/01/16
不确定性  油价  多尺度  小波分析  分位数回归  
“一带一路”沿线资源国国家风险与出口潜力区位选择 期刊论文
中国能源, 2016, 期号: 3, 页码: 19-24
作者:  刘畅;  陈建明;  孙晓蕾;  北京市海淀区中关村北一条15号科研综合楼
Unknown(757Kb)  |  收藏  |  浏览/下载:241/0  |  提交时间:2017/07/18
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
作者:  Liu Chang;  Sun Xiaolei;  Chen Jianming;  Li Jianping
Adobe PDF(964Kb)  |  收藏  |  浏览/下载:262/0  |  提交时间:2017/08/30