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科研机构
数学与系统科学研究... [43]
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期刊论文 [43]
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2023 [1]
2022 [4]
2021 [6]
2020 [2]
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专题:数学与系统科学研究院
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Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks
期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
作者:
Li, Dan
;
Li, Yijun
;
Wang, Chaoqun
;
Chen, Min
;
Wu, Qi
收藏
  |  
浏览/下载:24/0
  |  
提交时间:2023/02/07
Carbon price forecast
Granger forecast
Real-time decomposition
Neural Granger causality
Causal temporal convolutional network
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Wang, Meihua
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
augmented Lagrangian algorithm
equity and liability
optimal portfolio liquidation
price impact
A survey of supply chain operation and finance with Fintech: Research framework and managerial insights
期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2022, 卷号: 247, 页码: 9
作者:
Li, Jian
;
He, Zhou
;
Wang, Shouyang
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2022/06/21
Supply chain finance
Fintech
Investment element
Operation capacity
Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading
期刊论文
Financial Innovation, 2022, 卷号: 8, 期号: 1
作者:
Li,Yuze
;
Jiang,Shangrong
;
Li,Xuerong
;
Wang,Shouyang
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2022/04/29
Bitcoin price
Variational mode decomposition
Deep learning
Price forecasting
Algorithmic trading
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:
Huang, Chuangxia
;
Zhao, Xian
;
Deng, Yunke
;
Yang, Xiaoguang
;
Yang, Xin
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  |  
浏览/下载:20/0
  |  
提交时间:2022/04/02
Complex network
Chinese energy stock market
High-frequency data
Jump volatility
Entropy weight TOPSIS
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
作者:
Fei Chen
;
Fei Weiyin
;
Zhang Fanhong
;
Yang Xiaoguang
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2022/04/02
Equity incentive
inflation risk
Ito formula
principal-agent problem
the martingale representation theorem
Estimating the reaction of Bitcoin prices to the uncertainty of fiat currency
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 卷号: 58, 页码: 16
作者:
Jin, Xuejun
;
Zhu, Keer
;
Yang, Xiaolan
;
Wang, Shouyang
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  |  
浏览/下载:14/0
  |  
提交时间:2022/04/02
Bitcoin
Fiat currency
Empirical mode decomposition
Event analysis
Multi-step metal prices forecasting based on a data preprocessing method and an optimized extreme learning machine by marine predators algorithm
期刊论文
RESOURCES POLICY, 2021, 卷号: 74, 页码: 10
作者:
Du, Pei
;
Guo, Ju'e
;
Sun, Shaolong
;
Wang, Shouyang
;
Wu, Jing
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  |  
浏览/下载:14/0
  |  
提交时间:2022/04/02
Metal prices forecasting
Data processing method
Optimized extreme learning machine
Hybrid forecasting model
Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets
期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:
Li,Yuze
;
Jiang,Shangrong
;
Wei,Yunjie
;
Wang,Shouyang
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2021/10/26
Portfolio optimization
Bitcoin
Deep learning
Reinforcement learning
Variational mode decomposition
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns
期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 19
作者:
Wang, Yingli
;
Lu, Chang
;
Yang, Xiaoguang
;
Zhang, Qingpeng
收藏
  |  
浏览/下载:43/0
  |  
提交时间:2021/10/26
asymmetric response
Chinese stock market
economic period
individual investors
PMI announcements
rise-chasing and down-freezing
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