13 results on '"Tang, Zhenpeng"'
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2. Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China
3. Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach
4. A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning
5. Quantifying the international stock market risk spillover: An analysis based on G-expectation upper variances
6. Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time
7. An Efficient Lagrangian Relaxation Algorithm for the Shared Parking Problem
8. Spatial and temporal research on ecological total factor energy efficiency in China: Based on “Ecology-Economy-Geography” heterogeneity framework
9. Short term electricity price forecasting using a new hybrid model based on two-layer decomposition technique and ensemble learning
10. Multi-step-ahead crude oil price forecasting based on two-layer decomposition technique and extreme learning machine optimized by the particle swarm optimization algorithm
11. Stock trading dynamics and pedestrian counterflows: Analogies and differences
12. Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market
13. Testing for relationships between Shanghai and Shenzhen stock markets: A threshold cointegration perspective
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