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Optimal selection of heterogeneous ensemble strategies of time series forecasting with multi-objective programming 期刊论文
Expert Systems with Applications, 2021, 卷号: 166, 页码: 114091
作者:  Jianping Li;  Jun Hao;  Qianqian Feng;  Xiaolei Sun;  Mingxi Liu
Adobe PDF(1654Kb)  |  收藏  |  浏览/下载:228/0  |  提交时间:2021/01/26
Multi-objective optimization  Ensemble forecasting  Machine learning  Evolutionary algorithm  Baltic Dry Index  
Understanding country risk assessment: a historical review 期刊论文
APPLIED ECONOMICS, 2021, 卷号: 53, 期号: 37, 页码: 4329
作者:  Sun, Xiaolei;  Feng, Qianqian;  Li, Jianping
Adobe PDF(766Kb)  |  收藏  |  浏览/下载:155/0  |  提交时间:2022/02/10
Aggregating risk matrices under a normative framework 期刊论文
Journal of Risk Research, 2021, 卷号: 24, 期号: 8, 页码: 999-1015
作者:  Wu DS(吴登生)
Adobe PDF(2619Kb)  |  收藏  |  浏览/下载:264/1  |  提交时间:2022/03/09
risk matrix  
Dependency, centrality and dynamic networks for international commodity futures prices 期刊论文
International Review of Economics and Finance, 2020, 期号: 67, 页码: 118-132
作者:  Fei Wu;  Wan-Li Zhao;  Qiang Ji;  Dayong Zhang
Adobe PDF(2400Kb)  |  收藏  |  浏览/下载:200/0  |  提交时间:2021/01/17
Systemic risk in the Chinese financial system: a copula-based network approach 期刊论文
International Journal of Finance and Economics, 2020, 期号: 10.1002/ijfe.1892, 页码: 1-20
作者:  Zhiwei Zhang;  Dayong Zhang;  Fei Wu;  Qiang Ji
Adobe PDF(3275Kb)  |  收藏  |  浏览/下载:161/0  |  提交时间:2021/01/17
Searching for safe-haven assets during the COVID-19 pandemic 期刊论文
International Review of Financial Analysis, 2020, 期号: 71, 页码: 101526
作者:  Qiang Ji;  Dayong Zhang;  Yuqian Zhao
Adobe PDF(8340Kb)  |  收藏  |  浏览/下载:133/0  |  提交时间:2021/01/17
Financial stress dynamics in China: An interconnectedness perspective 期刊论文
International Review of Economics & Finance, 2020, 卷号: 68, 期号: 7, 页码: 217-238
作者:  Yao, Xiaoyang;  Le, Wei;  Sun, Xiaolei;  Li, Jianping
Adobe PDF(2899Kb)  |  收藏  |  浏览/下载:141/0  |  提交时间:2021/01/17
Simultaneously capturing multiple dependence features in bank risk integration: A mixture copula framework 专著章节/文集论文
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Technology, Singapore:World Scientific, 2020
作者:  Zhu, Xiaoqian;  Li, Jianping;  Wu, Dengsheng
Adobe PDF(2192Kb)  |  收藏  |  浏览/下载:163/0  |  提交时间:2021/01/17
Support Vector Machines Based Methodology for Credit Risk Analysis 专著章节/文集论文
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Technology, Singapore:World Scientific, 2020
作者:  Jianping Li;  Mingxi Liu;  Cheng-Few Lee;  Dengsheng Wu
Adobe PDF(696Kb)  |  收藏  |  浏览/下载:271/0  |  提交时间:2021/01/26
Support Vector Machines  Feature Extraction  Kernel Function Selection  Hyper-Parameter Optimization  Credit Risk Classification  
Supply chain coordination with insurance contract 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2010, 卷号: 205, 期号: 2, 页码: 7,339-345
作者:  Lin, ZB;  Cai, C;  Xu, BG
Adobe PDF(499Kb)  |  收藏  |  浏览/下载:372/2  |  提交时间:2012/11/12
Supply Chain Management  Game Theory  Risk Analysis  Insurance Contract