Search Results - person:"Wang, Jianzhou"

Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis

Wang, Jianzhou; Wang, Shuai; Lv, Mengzheng; Jiang, He - In: Financial innovation : FIN 10 (2024), pp. 1-35

Value at risk (VaR) and expected shortfall (ES) have emerged as standard measures for detecting the market risk of financial assets and play essential roles in investment decisions, external regulations, and risk capital allocation. However, existing VaR estimation approaches fail to accurately...

Persistent link: https://www.econbiz.de/10014530222

Power grid operation optimization and forecasting using a combined forecasting system

Zhang, Lifang; Wang, Jianzhou; Liu, Zhenkun - In: Journal of forecasting 42 (2023) 1, pp. 124-153

Persistent link: https://www.econbiz.de/10013465771

Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy

Dong, Yuqi; Wang, Jianzhou; Niu, Xinsong; Zeng, Bo - In: Journal of forecasting 42 (2023) 2, pp. 260-287

Persistent link: https://www.econbiz.de/10014292161

Multi-step air quality index forecasting via data preprocessing, sequence reconstruction, and improved multi-objective optimization algorithm

Wang, Ying; Wang, Jianzhou; Li, Hongmin; Yang, Hufang; … - In: Journal of forecasting 41 (2022) 7, pp. 1483-1511

Persistent link: https://www.econbiz.de/10013465709

Profit-driven weighted classifier with interpretable ability for customer churn prediction

Jiang, Ping; Liu, Zhenkun; Abedin, Mohammad Zoynul; … - In: Omega : the international journal of management science 125 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014533655

Extreme gradient boosting trees with efficient Bayesian optimization for profit-driven customer churn prediction

Liu, Zhenkun; Jiang, Ping; De Bock, Koen W.; Wang, Jianzhou - In: Technological forecasting and social change : an … 198 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015076450

Hospitality order cancellation prediction from a profit-driven perspective

Liu, Zhenkun; Jiang, Ping; Wang, Jianzhou; Du, Zhiyuan; … - In: International journal of contemporary hospitality management 35 (2023) 6, pp. 2084-2112

Persistent link: https://www.econbiz.de/10014280927

Multivariable short-term electricity price forecasting using artificial intelligence and multi-input multi-output scheme

Jiang, Ping; Nie, Ying; Wang, Jianzhou; Huang, Xiaojia - In: Energy economics 117 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014436651

A novel hybrid fine particulate matter (PM2.5) forecasting and its further application system : case studies in China

Du, Pei; Wang, Jianzhou; Yang, Wendong; Niu, Tong - In: Journal of forecasting 41 (2022) 1, pp. 64-85

Persistent link: https://www.econbiz.de/10012796269

Interval forecasts of a novelty hybrid model for wind speeds

Qin, Shanshan; Liu, Feng; Wang, Jianzhou; Song, Yiliao - In: Energy reports 1 (2015), pp. 8-16

The utilization of wind energy, as a booming technology in the field of renewable energies, has been highly regarded around the world. Quantification of uncertainties associated with accurate wind speed forecasts is essential for regulating wind power generation and integration. However, it...

Persistent link: https://www.econbiz.de/10011863037