Similar Search Results

Investor attention and carbon return : evidence from the EU-ETS

Zhang, Yinpeng; Chen, Ying; Wu, You; Zhu, Panpan - In: Economic research 35 (2022) 1,1, pp. 709-727

Persistent link: https://www.econbiz.de/10014380467

Reinforcement learning framework for freight demand forecasting to support operational planning decisions

Hassan, Lama Al Hajj; Mahmassani, Hani S.; Chen, Ying - In: Transportation research / E : an international journal 137 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012236690

Tail risk early warning system for capital markets based on machine learning algorithms

Zhang, Zongxin; Chen, Ying - In: Computational economics 60 (2022) 3, pp. 901-923

Persistent link: https://www.econbiz.de/10013380850

Can real-time investor sentiment help predict the high-frequency stock returns? : evidence from a mixed-frequency-rolling decomposition forecasting method

Cai, Yi; Tang, Zhenpeng; Chen, Ying - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014534832

An intelligent end-to-end neural architecture search framework for electricity forecasting model development

Yang, Jin; Jiang, Guangxin; Wang, Yinan; Ying, Chen - In: INFORMS journal on computing : JOC ; charting new … 37 (2025) 2, pp. 480-501

Persistent link: https://www.econbiz.de/10015434310

Prognose mit nichtparametrischen Verfahren

Chen, Ying (contributor); Härdle, Wolfgang (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003022951

Prognose mit nichtparametrischen Verfahren

Chen, Ying; Härdle, Wolfgang; Schulz, Rainer - In: Prognoserechnung, (pp. 113-124). 2005

Persistent link: https://www.econbiz.de/10002739375

Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional Autoregressive Dynamics

Chen, Ying - 2017

We develop a dynamic model to simultaneously characterize the liquidity demand and supply in limit order book. The joint dynamics is modelled in a unified Vector Functional AutoRegressive (VFAR) framework. We derive a closed-form maximum likelihood estimator under sieves and establish asymptotic...

Persistent link: https://www.econbiz.de/10012968564

Adaptive dynamic Nelson–Siegel term structure model with applications

Chen, Ying; Niu, Linlin - In: Journal of econometrics 180 (2014) 1, pp. 98-115

Persistent link: https://www.econbiz.de/10010379478

An adaptive approach to forecasting three key macroeconomic variables for transitional China

Niu, Linlin; Xu, Xiu; Chen, Ying - 2015

Persistent link: https://www.econbiz.de/10010506268