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Bayesian regularisation neural network based on artificial intelligence optimisation

Yan, Dingqi; Zhou, Qi; Wang, Jianzhou; Zhang, Na - In: International journal of production research 55 (2017) 7/8, pp. 2266-2287

Persistent link: https://www.econbiz.de/10011648545

A hybrid short-term electricity price forecasting framework : Cuckoo search-based feature selection with singular spectrum analysis and SVM

Zhang, Xiaobo; Wang, Jianzhou; Gao, Yuyang - In: Energy economics 81 (2019), pp. 899-913

Persistent link: https://www.econbiz.de/10012173023

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

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