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A portfolio optimization model based on information entropy and fuzzy time series

Zhou, Rongxi; Yang, Zebin; Yu, Mei; Ralescu, Dan A. - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 4, pp. 381-397

Persistent link: https://www.econbiz.de/10011538467

Variance Risk Premium and Return Predictability : Evidence from the Chinese SSE 50 ETF Options

Cui, Zhenyu - 2019

The variance risk premium (VRP) reflects the degree of risk aversion of investors and the overestimation of the probability of extreme losses. We examine a variety of variance risk premiums, including both the upside and downside variance risk premiums, in the Chinese stock market. We find that...

Persistent link: https://www.econbiz.de/10012866014

Beyond rocket science : a factor model for convertible bond returns

Li, Zhiyong; Wang, Haixu; Yu, Mei - In: Economics letters 233 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014505094

A new PM2.5 concentration forecasting system based on AdaBoost-ensemble system with deep learning approach

Li, Zhongfei; Gan, Kai; Sun, Shaolong; Wang, Shouyang - In: Journal of forecasting 42 (2023) 1, pp. 154-175

Persistent link: https://www.econbiz.de/10013465774

Forecasting interval-valued crude oil prices using asymmetric interval models

Lu, Quanying; Sun, Yuying; Hong, Yongmiao; Wang, Shouyang - In: Quantitative finance 22 (2022) 11, pp. 2047-2061

Persistent link: https://www.econbiz.de/10013490921

A confidence-based rbf neural network ensemble learning paradigm with application to delinquent prediction for credit risk management

Yu, Lean; Wang, Shouyang - In: Business intelligence in economic forecasting : …, (pp. 105-117). 2010

Persistent link: https://www.econbiz.de/10003994008

Analysis and forecasting of port logistics using TEII methodology

Tian, Xin; Xu, Lizhi; Liu, Liming; Wang, Shouyang - In: Business intelligence in economic forecasting : …, (pp. 248-264). 2010

Persistent link: https://www.econbiz.de/10003994086

Applications of artificial neural networks to forecasting in finance and economics

Huang, Wei; Lai, Kin Keung; Nakamori, Yoshiteru; Wang, … - In: Future of economic science, (pp. 165-198). 2009

Persistent link: https://www.econbiz.de/10009613574

A hybrid model for time series forecasting

Xiao, Yi; Xiao, Jin; Wang, Shouyang - In: Human systems management : HSM 31 (2012) 2, pp. 133-143

Persistent link: https://www.econbiz.de/10009619756

A neuro-fuzzy combination model based on singular spectrum analysis for air transport demand forecasting

Xiao, Yi; Liu, John J.; Wang, Yingfeng; Lai, Kin Keung; … - In: Journal of air transport management 39 (2014), pp. 1-11

Persistent link: https://www.econbiz.de/10010400146