Data analytics enhanced component volatility model | |
Yao, Yuan[1]; Zhai, Jia[2]; Cao, Yi[3]; Ding, Xuemei[4]; Liu, Junxiu[5]; Luo, Yuling[6] | |
刊名 | EXPERT SYSTEMS WITH APPLICATIONS |
2017 | |
卷号 | 84页码:232-241 |
关键词 | Autoregressive neural network Hybrid model Two-component Volatility model |
ISSN号 | 0957-4174 |
DOI | http://dx.doi.org/10.1016/j.eswa.2017.05.025 |
URL标识 | 查看原文 |
收录类别 | SCI(E) ; EI ; SSCI |
WOS记录号 | WOS:000403731900018 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5187664 |
专题 | 河南大学 |
作者单位 | [1]Institute of Management Science and Engineering, Business School, Henan University, Jinming District, Kaifeng, Henan Province, 475004, China [2]Salford Business School, University of Salford, 43 Crescent, Salford M5 4WT, United Kingdom [3]Department of Business Transformation and Sustainable Enterprise, Surrey Business School, University of Surrey, GU2 7XH, Guildford, Surrey, United Kingdom [4]School of Computing and Intelligent Systems, Ulster University, Magee campus, Northland Rd, Londonderry Northern Ireland, BT48 7JL, United Kingdom |Faculty of Software, Fujian Normal University, Upper 3rd Rd, Cangshan, Fuzhou, Fujian Province, 350108, China [5]School of Computing and Intelligent Systems, Ulster University, Magee campus, Northland Rd, Londonderry Northern Ireland, BT48 7JL, United Kingdom [6]Guangxi Key Lab of Multi-Source Information Mining & Security, Faculty of Electronic Engineering, Guangxi Normal University, Diecai, Guilin, Guangxi, 541000, China |
推荐引用方式 GB/T 7714 | Yao, Yuan[1],Zhai, Jia[2],Cao, Yi[3],et al. Data analytics enhanced component volatility model[J]. EXPERT SYSTEMS WITH APPLICATIONS,2017,84:232-241. |
APA | Yao, Yuan[1],Zhai, Jia[2],Cao, Yi[3],Ding, Xuemei[4],Liu, Junxiu[5],&Luo, Yuling[6].(2017).Data analytics enhanced component volatility model.EXPERT SYSTEMS WITH APPLICATIONS,84,232-241. |
MLA | Yao, Yuan[1],et al."Data analytics enhanced component volatility model".EXPERT SYSTEMS WITH APPLICATIONS 84(2017):232-241. |
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