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• 数学与系统科学研究... [60]

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• OAI收割 [60]

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• 期刊论文 [60]

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• 2022 [3]
• 2021 [6]
• 2020 [4]
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浏览/检索结果: 共60条，第1-10条 帮助 限定条件 专题：数学与系统科学研究院    第一署名单位    第一作者单位    通讯作者单位     条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择提交时间升序提交时间降序题名升序题名降序作者升序作者降序发表日期升序发表日期降序 Model averaging for interval-valued data 期刊论文  OAI收割 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784 作者:  Sun, Yuying   |  收藏  |  浏览/下载：12/0  |  提交时间：2023/02/07 Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression   Foreign Trade Survey Data: Do They Help in Forecasting Exports and Imports? 期刊论文  OAI收割 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   DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER 期刊论文  OAI收割 SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2022, 卷号: 60, 期号: 3, 页码: 1519-1545 作者:  Gan, D. I. E.;  Liu, Zhixin   |  收藏  |  浏览/下载：5/0  |  提交时间：2023/02/07 distributed order estimation  cooperative excitation condition  distributed least squares  convergence   A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading 期刊论文  OAI收割 IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368 作者:  Li, Yuze;  Wang, Shouyang;  Wei, Yunjie;  Zhu, Qing   |  收藏  |  浏览/下载：14/0  |  提交时间：2022/04/02 Gold  Forecasting  Autoregressive processes  Predictive models  Signal resolution  Deep learning  Mathematical model  Algorithmic trading  bidirectional gated recurrent unit (BiGRU)  gold futures price forecasting  variational mode decomposition (VMD)   Research on imbalance between supply and demand in China's natural gas market under the double-track price system 期刊论文  OAI收割 ENERGY POLICY, 2021, 卷号: 155, 页码: 11 作者:  Chai, Jian;  Zhang, Xiaokong;  Lu, Quanying;  Zhang, Xuejun;  Wang, Yabo   |  收藏  |  浏览/下载：103/0  |  提交时间：2021/10/26 Natural gas  Double-track price system  Imbalance  NARDL  China   Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文  OAI收割 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：16/0  |  提交时间：2021/10/26 ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast   Model averaging prediction for time series models with a diverging number of parameters 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221 作者:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu   |  收藏  |  浏览/下载：50/0  |  提交时间：2021/10/26 Asymptotic optimality  Autoregressive process  Consistency  Mallows criterion  Model averaging   Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty 期刊论文  OAI收割 JOURNAL OF EMPIRICAL FINANCE, 2021, 卷号: 62, 页码: 179-201 作者:  Qiu, Yue;  Wang, Zongrun;  Xie, Tian;  Zhang, Xinyu   |  收藏  |  浏览/下载：8/0  |  提交时间：2021/10/26 HARQ  Model averaging  &  nbsp  Bitcoin  Realized volatility   Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文  OAI收割 INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15 作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang   |  收藏  |  浏览/下载：21/0  |  提交时间：2021/04/26 Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions   Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain 期刊论文  OAI收割 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 15 作者:  Zhang, Yaqi;  Guo, Lei   |  收藏  |  浏览/下载：18/0  |  提交时间：2021/01/14 ARCH model  conditional heteroscedasticity  convergence  self-tuning regulator  weighted least-squares algorithm