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Forecasting chlorophyll-a concentration using empirical wavelet transform and support vector regression

Yu, Jin-Won; Kim, Ju-Song; Jong, Yun-Chol; Li, Xia; … - In: Journal of forecasting 41 (2022) 8, pp. 1691-1700

Persistent link: https://www.econbiz.de/10013465740

A collaborative model for predictive maintenance of after-sales equipment based on digital twin

Li, Xiao; Liang, Hongfei; Chen, Yuchen; Ruan, Yuanpeng; … - In: European journal of industrial engineering : EJIE 17 (2023) 5, pp. 795-831

Persistent link: https://www.econbiz.de/10014391529

Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices

Buhr, Klaus E.; Li, Xiaoming; Rose, Lawrence Craig - 2005

Persistent link: https://www.econbiz.de/10003332229

Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets

Li, Xiaoming; Xu, Qing - In: Applied financial economics 18 (2008) 1/3, pp. 213-227

Persistent link: https://www.econbiz.de/10003739043

Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models

Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76

Persistent link: https://www.econbiz.de/10011662756

Multi-period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks

Uysal, Sinem; Li, Xiaoyue; Mulvey, John M. - 2021

We employ model predictive control for a multi-period portfolio optimization problem. In addition to the mean-variance objective, we construct a portfolio whose allocation is given by model predictive control with a risk-parity objective, and provide a successive convex program algorithm that...

Persistent link: https://www.econbiz.de/10013242836

Battle damage-oriented spare parts forecasting method based on wartime influencing factors analysis and ε-support vector regression

Li, Xiong; Zhao, Xiaodong; Pu, Wei - In: International journal of production research 58 (2020) 4, pp. 1178-1198

Persistent link: https://www.econbiz.de/10012194049

Algorithms comparison on intraday index return prediction : evidence from China

Li, Xiang; Yuan, Xianghui; Yuan, Jin; Xu, Hailun - In: Applied economics letters 28 (2021) 12, pp. 995-999

Persistent link: https://www.econbiz.de/10012589731

Sequential forecasting of downside extreme risk during overnight and daytime : evidence from the Chinese Stock Market

Jian, Zhihong; Li, Xupei; Zhu, Zhican - In: Pacific-Basin finance journal 64 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012493928

The role of news sentiment in oil futures returns and volatility forecasting : data-decomposition based deep learning approach

Li, Yuze; Jiang, Shangrong; Li, Xuerong; Wang, Shouyang - In: Energy economics 95 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012816879