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Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究院 [7]
成都山地灾害与环境研... [1]
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中国科学院大学 [1]
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OAI收割 [10]
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期刊论文 [10]
会议论文 [1]
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2022 [1]
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Gesture Re... [1]
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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets
期刊论文
OAI收割
ENERGY ECONOMICS, 2022, 卷号: 117
作者:
Luo, Jiawen
;
Marfatia, Hardik A.
;
Ji, Qiang
;
Klein, Tony
  |  
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2023/05/30
Futures markets
MHAR-CSV model
Co-volatility
Time-varying volatility connectedness
Asymmetric volatility spillover
Commodity markets
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:30/0
  |  
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)
沪深300股指期现货市场时变信息溢出因果检验-基于时变DCC-GARCH-Hong方法和LRSM断点检验
期刊论文
OAI收割
系统科学与数学, 2020, 卷号: 40, 期号: 11, 页码: 1901-1917
作者:
朱莉
;
陈占寿
;
刘向丽
;
杨晓光
  |  
收藏
  |  
浏览/下载:37/0
  |  
提交时间:2021/04/26
Stock index futures
information spillover
time-varying DCC-GARCH-Hong causality test
LRSM breakpoint test
股指期货
信息溢出
时变DCC-GARCH-Hong因果检验
LRSM断点检验
A hybrid VMD-BiGRU model for rubber futures time series forecasting
期刊论文
OAI收割
APPLIED SOFT COMPUTING, 2019, 卷号: 84, 页码: 13
作者:
Zhu, Qing
;
Zhang, Fan
;
Liu, Shan
;
Wu, Yiqiong
;
Wang, Lin
  |  
收藏
  |  
浏览/下载:76/0
  |  
提交时间:2020/01/10
BiGRU
Rubber futures
Time series
VMD
Volatility prediction
MEGC 2019 - The second facial micro-expressions grand challenge
会议论文
OAI收割
Lille, France, May 14, 2019 - May 18, 2019
作者:
See, John
;
Yap, Moi Hoon
;
Li, Jingting
;
Hong, Xiaopeng
;
Wang, Su-Jing
  |  
收藏
  |  
浏览/下载:172/0
  |  
提交时间:2019/11/08
Evaluation protocol - Face and gesture recognition - Micro-expressions - Participating teams - Performing work - Possible futures - Rigorous evaluation - Robust technique
Crude oil price forecasting based on internet concern using an extreme learning machine
期刊论文
OAI收割
INTERNATIONAL JOURNAL OF FORECASTING, 2018, 卷号: 34, 期号: 4, 页码: 665-677
作者:
Wang, Jue
;
Athanasopoulos, George
;
Hyndman, Rob J.
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:67/0
  |  
提交时间:2018/11/16
Crude oil futures price
Internet concern
BEMD
ELM
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk?
期刊论文
OAI收割
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 8367-8382
作者:
He, Zhifang
;
Huang, Chuangxia
;
Gong, Xu
;
Yang, Xiaoguang
;
Wen, Fenghua
  |  
收藏
  |  
浏览/下载:38/0
  |  
提交时间:2018/07/30
downside realized semi variance
stock spot market
futures market
risk periods
forecasting power
Assessing the sustainability of underground space usage - A toolkit for testing possible urban futures
期刊论文
OAI收割
JOURNAL OF MOUNTAIN SCIENCE, 2011, 卷号: 8, 期号: 2, 页码: 211–222
Hunt, D. V. L.
;
Jefferson, I.
;
Rogers, C. D. F.
收藏
  |  
浏览/下载:29/0
  |  
提交时间:2013/08/12
urban futures
toolkit
underground space
sustainability
Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection
期刊论文
OAI收割
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148
作者:
Yan, Wei
;
Li, Shurong
  |  
收藏
  |  
浏览/下载:23/0
  |  
提交时间:2018/07/30
four-factor model
multi-period semi-variance portfolio
exchange rate
futures
hybrid GA with PSO
economic systems
finance
partial differential equations
genetic algorithms
A class of portfolio selection with a four-factor futures price model
期刊论文
OAI收割
ANNALS OF OPERATIONS RESEARCH, 2008, 卷号: 164, 期号: 1, 页码: 139-165
作者:
Yan, Wei
;
Li, Shurong
  |  
收藏
  |  
浏览/下载:24/0
  |  
提交时间:2018/07/30
Four-factor model
Multi-period semi-variance portfolio
Exchange rate
Futures
Numerical algorithm