机构

• 金属研究所 [2]
• 数学与系统科学研究院 [2]
• 中国科学院大学 [1]
• 广州能源研究所 [1]

采集方式

• OAI收割 [5]
• iSwitch采集 [1]

内容类型

• 期刊论文 [6]

发表日期

• 2021 [2]
• 2016 [1]
• 2008 [3]

学科主题

筛选

浏览/检索结果: 共6条，第1-6条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 Optimal coordination strategy for multiple distributed energy systems considering supply, demand, and price uncertainties 期刊论文  OAI收割 ENERGY, 2021, 卷号: 227, 页码: 14 作者:  Li, Longxi;  Cao, Xilin;  Wang, Peng   |  收藏  |  浏览/下载：26/0  |  提交时间：2021/10/27 Coordination strategy  Energy trading prices  Robust bilevel programming  Energy management system  Distributed energy systems   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：25/0  |  提交时间：2021/10/26 ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast   Trading strategy based on dynamic mode decomposition: tested in chinese stock market 期刊论文  iSwitch采集 Physica a-statistical mechanics and its applications, 2016, 卷号: 461, 页码: 498-508 作者:  Cui, Ling-xiao;  Long, Wen 收藏  |  浏览/下载：30/0  |  提交时间：2019/05/09 Dynamic mode decomposition  Technical analysis  Trading strategy  Superior predictive ability   Neural network-based mean-variance-skewness model for portfolio selection 期刊论文  OAI收割 COMPUTERS & OPERATIONS RESEARCH, 2008, 卷号: 35, 期号: 1, 页码: 34-46 作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung   |  收藏  |  浏览/下载：13/0  |  提交时间：2018/07/30 mean-variance-skewness model  portfolio selections  radial basis function neural network  forecasting  trading strategy  risk preference   Neural network-based mean-variance-skewness model for portfolio selection 期刊论文  OAI收割 COMPUTERS & OPERATIONS RESEARCH, 2008, 卷号: 35, 期号: 1, 页码: 34-46 作者:  Yu, Lean;  Wang, Shouyang   |  收藏  |  浏览/下载：33/0  |  提交时间：2021/02/02 mean-variance-skewness model  portfolio selections  radial basis function neural network  forecasting  trading strategy  risk preference   Neural network-based mean-variance-skewness model for portfolio selection 期刊论文  OAI收割 COMPUTERS & OPERATIONS RESEARCH, 2008, 卷号: 35, 期号: 1, 页码: 34-46 作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung   |  收藏  |  浏览/下载：12/0  |  提交时间：2021/02/02 mean-variance-skewness model  portfolio selections  radial basis function neural network  forecasting  trading strategy  risk preference