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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, 2020, 期号: 166, 页码: 114091
Authors:  Jianping Li;  Jun Hao;  Qianqian Feng;  Xiaolei Sun;  Mingxi Liu
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Multi-objective optimization  Ensemble forecasting  Machine learning  Evolutionary algorithm  Baltic Dry Index  
不确定性与原油市场的交互影响测度:基于综合集成的多尺度方法论 期刊论文
管理评论, 2020, 卷号: 32, 期号: 07, 页码: 29-40
Authors:  冯钰瑶;  刘畅;  孙晓蕾
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不确定性  油价  多尺度  小波分析  分位数回归  
青海省“十三五”科技创新态势分析与发展建议 期刊论文
科技促进发展, 2020, 卷号: 16, 期号: 06, 页码: 601-608
Authors:  索玮岚;  孙晓蕾;  李建平
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科技创新  态势分析  发展建议  青海省  
重要数据跨境流动背景下风险路径的识别与分级 期刊论文
中国管理科学, 2020, 页码: 11
Authors:  李金;  申苏浩;  孙晓蕾;  邢潇
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重要数据  跨境流动  路径识别  风险管理  预警管理  
Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
Authors:  Sun, Xiaolei;  Wang, Jun;  Yao, Yanzhen;  Li, Jingyu;  Li, Jianping
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Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 68
Authors:  Sun, Xiaolei;  Liu, Chang;  Wang, Jun;  Li, Jianping
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Financial stress dynamics in China: An interconnectedness perspective 期刊论文
International Review of Economics & Finance, 2020, 期号: 68, 页码: 217-238
Authors:  Yao, Xiaoyang;  Le, Wei;  Sun, Xiaolei;  Li, Jianping
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How does economic policy uncertainty react to oil price shocks? A multi-scale perspective 期刊论文
Applied Economics Letters, 2020, 卷号: 27, 期号: 3, 页码: 188-193
Authors:  Chen, Xiuwen;  Sun, Xiaolei;  Li, Jianping
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Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51
Authors:  Sun, Xiaolei;  Chen, Xiuwen;  Wang, Jun;  Li, Jianping
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A Novel Ensemble Approach for the Forecasting of Energy Demand Based on the Artificial Bee Colony Algorithm 期刊论文
ENERGIES, 2020, 卷号: 13
Authors:  Hao, Jun;  Sun, Xiaolei;  Feng, Qianqian
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