机构

• 数学与系统科学研究院 [9]
• 中国科学院大学 [2]

采集方式

• OAI收割 [9]
• iSwitch采集 [2]

内容类型

• 期刊论文 [11]

发表日期

• 2022 [1]
• 2021 [4]
• 2020 [1]
• 2017 [1]
• 2008 [2]
• 2005 [2]
• 更多

学科主题

筛选

浏览/检索结果: 共11条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择提交时间升序提交时间降序发表日期升序发表日期降序题名升序题名降序作者升序作者降序 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;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang   |  收藏  |  浏览/下载：11/0  |  提交时间：2023/02/07 Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression   A novel multiscale forecasting model for crude oil price time series 期刊论文  OAI收割 TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 2021, 卷号: 173, 页码: 15 作者:  Li, Ranran   |  收藏  |  浏览/下载：18/0  |  提交时间：2022/04/02 Crude oil price forecasting  Decomposition-ensemble method  Support vector machine  Multiscale strategy  Complexity analysis   A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文  OAI收割 FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11 作者:     |  收藏  |  浏览/下载：11/0  |  提交时间：2022/04/02 crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting   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   |  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   The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文  OAI收割 ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11 作者:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang   |  收藏  |  浏览/下载：17/0  |  提交时间：2021/04/26 News sentiment  Returns and volatility forecasting  Variational mode decomposition  Deep learning   Crude oil price analysis and forecasting: A perspective of "new triangle" 期刊论文  OAI收割 ENERGY ECONOMICS, 2020, 卷号: 87, 页码: 14 作者:  Lu, Quanying;  Li, Yuze;  Chai, Jian;  Wang, Shouyang   |  收藏  |  浏览/下载：20/0  |  提交时间：2020/06/30 Crude oil  Dynamic Bayesian structural time series model  Google trend  Kalman filtering  Spike and slab prior  Bayesian model average   A hybrid transfer learning model for crude oil price forecasting 期刊论文  OAI收割 STATISTICS AND ITS INTERFACE, 2017, 卷号: 10, 期号: 1, 页码: 119-130 作者:  Xiao, Jin;  Hu, Yi;  Xiao, Yi;  Xu, Lixiang;  Wang, Shouyang   |  收藏  |  浏览/下载：24/0  |  提交时间：2018/07/30 Hybrid transfer learning model  Analog complexing  Genetic algorithm  Crude oil price forecasting  Transfer learning technique   Spillover effect of us dollar exchange rate on oil prices 期刊论文  iSwitch采集 Journal of policy modeling, 2008, 卷号: 30, 期号: 6, 页码: 973-991 作者:  Zhang, Yue-Jun;  Fan, Ying;  Tsai, Hsien-Tang;  Wei, Yi-Ming 收藏  |  浏览/下载：31/0  |  提交时间：2019/05/10 International crude oil price  Us dollar exchange rate  Mean spillover effect  Volatility spillover effect  Risk spillover effect   A generalized pattern matching approach for multi-step prediction of crude oil price 期刊论文  iSwitch采集 Energy economics, 2008, 卷号: 30, 期号: 3, 页码: 889-904 作者:  Fan, Ying;  Liang, Qiang;  Wei, Yi-Ming 收藏  |  浏览/下载：18/0  |  提交时间：2019/05/10 crudeoilpriceforecastingwithteiimethodology 期刊论文  OAI收割 journalofsystemsscienceandcomplexity, 2005, 卷号: 018, 期号: 002, 页码: 145 作者:  K K Lai;  Wang Shouyang;  Yu Lean   |  收藏  |  浏览/下载：10/0  |  提交时间：2020/01/10