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厦门大学 [16]
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中国科学院大学 [4]
沈阳自动化研究所 [4]
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期刊论文 [39]
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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:31/0
  |  
提交时间:2023/02/07
Carbon price forecast
Granger forecast
Real-time decomposition
Neural Granger causality
Causal temporal convolutional network
Stock Return Analysis Based on ARMA (2,2) Model
期刊论文
Lecture Notes on Data Engineering and Communications Technologies, 2022, 卷号: 129, 页码: 213-219
作者:
Yan, Haorui
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  |  
浏览/下载:20/0
  |  
提交时间:2022/06/20
Investments
ARMA (2,2)
Economy security
Investment returns
Logarithmic rates
Rate of return
Research object
Stock returns
Stocks yields
Time-periods
"hushen 300"
Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach
期刊论文
CHINA ECONOMIC REVIEW, 2020, 卷号: 62, 页码: 12
作者:
Sun, Yuying
;
Bao, Qin
;
Zheng, Jiali
;
Wang, Shouyang
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  |  
浏览/下载:9/0
  |  
提交时间:2021/01/14
RMB exchange rate
Onshore and offshore markets
Price dynamics, interval time series
Forecasting Method of Stock Market Volatility in Time Series Data Based on Mixed Model of ARIMA and XGBoost
期刊论文
CHINA COMMUNICATIONS, 2020, 卷号: 17, 期号: 3, 页码: 205-221
作者:
Wang, Yan
;
Guo, Yuankai
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  |  
浏览/下载:16/0
  |  
提交时间:2020/06/16
hybrid model
discrete wavelet transform
ARIMA
XGBoost
grid search
stock price forecast
A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM
期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 287-310
作者:
Xiao, Jihong
;
Zhu, Xuehong
;
Huang, Chuangxia
;
Yang, Xiaoguang
;
Wen, Fenghua
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  |  
浏览/下载:56/0
  |  
提交时间:2019/03/11
Stock price
singular spectrum analysis
support vector machine
combined model
Adaptive wavelet transform model for time series data prediction
期刊论文
Soft Computing, 2019
作者:
Liu X.
;
Liu H.
;
Guo Q.
;
Zhang C.
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Adaptive
Long short-term memory
Stock price prediction
Wavelet transform
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:34/0
  |  
提交时间:2018/11/16
Asymmetric reaction
Interval-valued data
Minimum distance estimation
Nonlinearity
Symbolic data
Threshold autoregressive interval models
Multi-step-ahead crude oil price forecasting using a hybrid grey wave model
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 501, 页码: 98-110
作者:
Chen, Yanhui
;
Zhang, Chuan
;
He, Kaijian
;
Zheng, Aibing
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Crude oil price forecasting
Grey wave forecasting model
Graphical prediction model
Hybrid model
Analysis of the impact of crude oil price fluctuations on China's stock market in different periods-Based on time series network model
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 492, 页码: 1016-1031
作者:
An, Yang[1]
;
Sun, Mei[2]
;
Gao, Cuixia[3]
;
Han, Dun[4]
;
Li, Xiuming[5]
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/24
Crude oil prices
China's blocks stock
Bivariate time series network model
Time delay
Coupling degree
A deep learning framework for financial time series using stacked autoencoders and long-short term memory
期刊论文
PLOS ONE, 2017
Bao, Wei
;
Yue, Jun
;
Rao, Yulei
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  |  
浏览/下载:7/0
  |  
提交时间:2017/12/03
ARTIFICIAL NEURAL-NETWORKS
STOCK-MARKET
COMPONENT ANALYSIS
CLASSIFICATION
MODEL
INDEX
REPRESENTATION
RECOGNITION
PREDICTION
REGRESSION
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