Reverse restricted MIDAS model with application to US interest rate forecasts.
- Published in:
- Communications in Statistics: Simulation & Computation, 2021, v. 50, n. 2, p. 462, doi. 10.1080/03610918.2018.1563148
- By:
- Publication type:
- Article
Works by Xu, Qifa
Results: 32
1
2
A novel (U)MIDAS-SVR model with multi-source market sentiment for forecasting stock returns.
- Published in:
- Neural Computing & Applications, 2020, v. 32, n. 10, p. 5875, doi. 10.1007/s00521-019-04063-6
- By:
- Publication type:
- Article
3
Electrical load forecasting based on self-adaptive chaotic neural network using Chebyshev map.
- Published in:
- Neural Computing & Applications, 2018, v. 29, n. 7, p. 603, doi. 10.1007/s00521-016-2561-8
- By:
- Publication type:
- Article
4
Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 882, doi. 10.1002/asmb.2212
- By:
- Publication type:
- Article
5
Quantile regression neural network‐based fault detection scheme for wind turbines with application to monitoring a bearing.
- Published in:
- Wind Energy, 2019, v. 22, n. 10, p. 1390, doi. 10.1002/we.2375
- By:
- Publication type:
- Article
6
Systemic risk of China's commercial banks during financial turmoils in 2010-2020: A MIDAS-QR based CoVaR approach.
- Published in:
- Applied Economics Letters, 2021, v. 28, n. 18, p. 1600, doi. 10.1080/13504851.2020.1839629
- By:
- Publication type:
- Article
7
Conditional density forecast of China's energy demand via QRNN model.
- Published in:
- Applied Economics Letters, 2018, v. 25, n. 12, p. 867, doi. 10.1080/13504851.2017.1374532
- By:
- Publication type:
- Article
8
Social media Q&A text semantic similarity and corporate fraud: evidence from the Shanghai Stock Exchange E-interaction platform in China.
- Published in:
- Asia-Pacific Journal of Accounting & Economics, 2024, v. 31, n. 6, p. 1093, doi. 10.1080/16081625.2023.2216703
- By:
- Publication type:
- Article
9
Social media, interaction information and stock market efficiency: evidence from the Shenzhen stock exchange easy interaction platform in China.
- Published in:
- Asia-Pacific Journal of Accounting & Economics, 2022, v. 29, n. 6, p. 1469, doi. 10.1080/16081625.2020.1829976
- By:
- Publication type:
- Article
10
Sampling Lasso quantile regression for large-scale data.
- Published in:
- Communications in Statistics: Simulation & Computation, 2018, v. 47, n. 1, p. 92, doi. 10.1080/03610918.2016.1277750
- By:
- Publication type:
- Article
11
Improved local quantile regression.
- Published in:
- Statistical Modelling: An International Journal, 2019, v. 19, n. 5, p. 501, doi. 10.1177/1471082X18782057
- By:
- Publication type:
- Article
12
Portfolio selection based on predictive joint return distribution.
- Published in:
- Applied Economics, 2019, v. 51, n. 2, p. 196, doi. 10.1080/00036846.2018.1494812
- By:
- Publication type:
- Article
13
The impact of social media input intensity on reward-based crowdfunding performance: evidence from China.
- Published in:
- Electronic Commerce Research, 2023, v. 23, n. 3, p. 1753, doi. 10.1007/s10660-021-09515-7
- By:
- Publication type:
- Article
14
Dissecting click farming on the Taobao platform in China via PU learning and weighted logistic regression.
- Published in:
- Electronic Commerce Research, 2022, v. 22, n. 1, p. 157, doi. 10.1007/s10660-020-09418-z
- By:
- Publication type:
- Article
15
Asymptotic Properties of the M-estimation for an AR(1) Process with a General Autoregressive Coefficient.
- Published in:
- Methodology & Computing in Applied Probability, 2023, v. 25, n. 1, p. 1, doi. 10.1007/s11009-023-10005-6
- By:
- Publication type:
- Article
16
An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR.
- Published in:
- Statistical Methods & Applications, 2016, v. 25, n. 2, p. 285, doi. 10.1007/s10260-015-0332-9
- By:
- Publication type:
- Article
17
Deep learning on mixed frequency data.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 8, p. 2099, doi. 10.1002/for.3003
- By:
- Publication type:
- Article
18
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 3, p. 407, doi. 10.1002/for.2817
- By:
- Publication type:
- Article
19
The role of tail network topological characteristic in portfolio selection: A TNA‐PMC model.
- Published in:
- International Review of Finance, 2023, v. 23, n. 1, p. 37, doi. 10.1111/irfi.12379
- By:
- Publication type:
- Article
20
Few-shot fault diagnosis of rotating machinery with two-branch prototypical networks.
- Published in:
- Journal of Intelligent Manufacturing, 2023, v. 34, n. 4, p. 1667, doi. 10.1007/s10845-021-01904-x
- By:
- Publication type:
- Article
21
Imbalanced fault diagnosis of rotating machinery via multi-domain feature extraction and cost-sensitive learning.
- Published in:
- Journal of Intelligent Manufacturing, 2020, v. 31, n. 6, p. 1467, doi. 10.1007/s10845-019-01522-8
- By:
- Publication type:
- Article
22
The role of long‐ and short‐run correlation networks in international portfolio selection.
- Published in:
- International Journal of Finance & Economics, 2024, v. 29, n. 3, p. 3147, doi. 10.1002/ijfe.2820
- By:
- Publication type:
- Article
23
An unrestricted MIDAS ordered logit model with applications to credit ratings.
- Published in:
- International Journal of Finance & Economics, 2024, v. 29, n. 3, p. 2722, doi. 10.1002/ijfe.2801
- By:
- Publication type:
- Article
24
A large constrained time‐varying portfolio selection model with DCC‐MIDAS: Evidence from Chinese stock market.
- Published in:
- International Journal of Finance & Economics, 2021, v. 26, n. 3, p. 3417, doi. 10.1002/ijfe.1968
- By:
- Publication type:
- Article
25
Adaptive fault detection in wind turbine via RF and CUSUM.
- Published in:
- IET Renewable Power Generation (Wiley-Blackwell), 2020, v. 14, n. 10, p. 1789, doi. 10.1049/iet-rpg.2019.0913
- By:
- Publication type:
- Article
26
Adaptive fault detection in wind turbine via RF and CUSUM.
- Published in:
- IET Renewable Power Generation (Wiley-Blackwell), 2020, v. 14, n. 9, p. 1789, doi. 10.1049/iet-rpg.2019.0913
- By:
- Publication type:
- Article
27
Forecasting SMEs' credit risk in supply chain finance with a sampling strategy based on machine learning techniques.
- Published in:
- Annals of Operations Research, 2023, v. 331, n. 1, p. 1, doi. 10.1007/s10479-022-04518-5
- By:
- Publication type:
- Article
28
Tail dependence network of new energy vehicle industry in mainland China.
- Published in:
- Annals of Operations Research, 2022, v. 315, n. 1, p. 565, doi. 10.1007/s10479-022-04729-w
- By:
- Publication type:
- Article
29
Measuring China's GaR with the threshold quantile regression model.
- Published in:
- Applied Economics, 2024, v. 56, n. 60, p. 9230, doi. 10.1080/00036846.2023.2300769
- By:
- Publication type:
- Article
30
Block average quantile regression for massive dataset.
- Published in:
- Statistical Papers, 2020, v. 61, n. 1, p. 141, doi. 10.1007/s00362-017-0932-6
- By:
- Publication type:
- Article
31
Does environmental protection tax impact corporate ESG greenwashing? A quasi-natural experiment in China.
- Published in:
- Economic Analysis & Policy, 2024, v. 84, p. 774, doi. 10.1016/j.eap.2024.09.029
- By:
- Publication type:
- Article
32
Can we rest easy under the registration-based IPO reform? Evidence from the Chinese growth enterprise market.
- Published in:
- Economic Analysis & Policy, 2024, v. 83, p. 990, doi. 10.1016/j.eap.2024.08.007
- By:
- Publication type:
- Article