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厦门大学 [10]

数学与系统科学研究院 [7]

北京航空航天大学 [3]

清华大学 [2]

上海财经大学 [2]

北京大学 [1]

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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 收藏 \| 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 收藏 \| 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 收藏 \| 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 收藏 \| 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 收藏 \| 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 收藏 \| 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 收藏 \| 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 收藏 \| 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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