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A novel robust structural quadratic forecasting model and applications

Jiang, He - In: Journal of forecasting 41 (2022) 6, pp. 1156-1180

Persistent link: https://www.econbiz.de/10013465690

Deep learning with regularized robust long- and short-term memory network for probabilistic short-term load forecasting

Jiang, He; Zheng, Weihua - In: Journal of forecasting 41 (2022) 6, pp. 1201-1216

Persistent link: https://www.econbiz.de/10013465692

Forecasting global solar radiation using a robust regularization approach with mixture kernels

Jiang, He - In: Journal of forecasting 42 (2023) 8, pp. 1989-2010

Persistent link: https://www.econbiz.de/10014432828

Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis

Wang, Jianzhou; Wang, Shuai; Lv, Mengzheng; Jiang, He - In: Financial innovation : FIN 10 (2024), pp. 1-35

Value at risk (VaR) and expected shortfall (ES) have emerged as standard measures for detecting the market risk of financial assets and play essential roles in investment decisions, external regulations, and risk capital allocation. However, existing VaR estimation approaches fail to accurately...

Persistent link: https://www.econbiz.de/10014530222

Robust forecasting in spatial autoregressive model with total variation regularization

Jiang, He - In: Journal of forecasting 42 (2023) 2, pp. 195-211

Persistent link: https://www.econbiz.de/10014292141

Electricity price forecasting using quantile regression averaging with nonconvex regularization

Jiang, He; Dong, Yao; Wang, Jianzhou - In: Journal of forecasting 43 (2024) 6, pp. 1859-1879

Persistent link: https://www.econbiz.de/10015110330

Probabilistic electricity price forecasting based on penalized temporal fusion transformer

Jiang, He; Pan, Sheng; Dong, Yao; Wang, Jianzhou - In: Journal of forecasting 43 (2024) 5, pp. 1465-1491

Persistent link: https://www.econbiz.de/10015108399

Data-driven predictive modeling of citywide crowd flow for urban safety management : a case study of Beijing, China

Jiang, He; Zhang, Xuxilu; Dong, Yao; Wang, Jianzhou - In: Journal of forecasting 44 (2025) 2, pp. 730-752

Persistent link: https://www.econbiz.de/10015374083