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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
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  
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:227/0  |  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:151/1  |  提交时间:2022/03/01
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
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
作者:  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
Adobe PDF(3034Kb)  |  收藏  |  浏览/下载:196/0  |  提交时间:2021/01/16
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:151/0  |  提交时间:2021/01/16
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:146/0  |  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:214/0  |  提交时间:2021/01/16
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
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