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期刊论文 [26]
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Foreign Trade Survey Data: Do They Help in Forecasting Exports and Imports?
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2022, 页码: 24
作者:
Bai Yun
;
Wang Shouyang
;
Zhang Xun
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
ARIMAX
artificial neural network
composite index
forecasting
foreign trade
Granger causality test
survey data
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, Shouyang
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  |  
浏览/下载:57/0
  |  
提交时间:2021/10/26
ACI model
interval-valued crude oil prices
range
trading strategy
volatility forecast
A Clustering-Based Nonlinear Ensemble Approach for Exchange Rates Forecasting
期刊论文
IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS, 2020, 卷号: 50, 期号: 6, 页码: 2284-2292
作者:
Sun, Shaolong
;
Wang, Shouyang
;
Wei, Yunjie
;
Zhang, Guowei
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  |  
浏览/下载:19/0
  |  
提交时间:2020/06/30
Forecasting
Exchange rates
Predictive models
Self-organizing feature maps
Clustering algorithms
exchange rates forecasting
kernel-based extreme learning machine (KELM)
nonlinear ensemble
Reexamining time-varying bond risk premia in the post-financial crisis era
期刊论文
Journal of Economic Dynamics and Control, 2019, 页码: 103777
作者:
Han Zhang
;
Xiaoyun Fan
;
Bin Guo
;
Wei Zhang
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  |  
浏览/下载:3/0
  |  
提交时间:2019/11/21
Bond risk premia predictability
2008 financial crisis
Out-of-sample forecasts
Affine model
The predictive performance of the currency futures basis for spot returns
期刊论文
QUANTITATIVE FINANCE, 2019, 卷号: 19, 页码: 391-405
作者:
Han, Liyan
;
Jiang, Xue
;
Yin, Libo
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  |  
浏览/下载:13/0
  |  
提交时间:2019/12/30
Currency spot returns
Futures basis
Out-of-sample forecasts
Time-varying predictability
Economic value
Time-varying risk premium
Can skewness of the futures-spot basis predict currency spot returns?
期刊论文
JOURNAL OF FUTURES MARKETS, 2019, 卷号: 39, 页码: 1435-1449
作者:
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/30
currency spot returns
futures-spot basis
out-of-sample forecasts
skewness
time-varying risk premium
Can skewness of the futures-spot basis predict currency spot returns?
会议论文
JOURNAL OF FUTURES MARKETS, 2019-11-01
作者:
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
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  |  
浏览/下载:12/0
  |  
提交时间:2019/12/30
currency spot returns
futures-spot basis
out-of-sample forecasts
skewness
time-varying risk premium
Threshold autoregressive models for interval-valued time series data
期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
作者:
Sun, Yuying
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
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  |  
浏览/下载:33/0
  |  
提交时间:2018/11/16
Asymmetric reaction
Interval-valued data
Minimum distance estimation
Nonlinearity
Symbolic data
Threshold autoregressive interval models
A decomposition-clustering-ensemble learning approach for solar radiation forecasting
期刊论文
SOLAR ENERGY, 2018, 卷号: 163, 页码: 189-199
作者:
Sun, Shaolong
;
Wang, Shouyang
;
Zhang, Guowei
;
Zheng, Jiali
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  |  
浏览/下载:35/0
  |  
提交时间:2018/07/30
Solar radiation forecasting
Decomposition-clustering-ensemble learning approach
Ensemble empirical mode decomposition
Least square support vector regression
Improving equity premium forecasts by incorporating structural break uncertainty
期刊论文
Accounting and Finance, 2018, 卷号: 58, 页码: 619-656
作者:
Tian, Jing
;
Zhou, Qing
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/11/19
Equity premium
Out-of-sample forecast
Structural break uncertainty
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