百晓学者学者目录

吕梦正

讲师，山东财经大学

精选作品

期刊论文

2026

Forecasting Financial Risk With Minute‐Level Transaction Data and Economic Policy Uncertainty: A New Mixed‐Frequency Time‐Varying Forecasting Framework

Shuai Wang, Jianzhou Wang, Mengzheng Lv, Dongxue Zhang

Journal of Forecasting

DOI

2026

A Nonuniform Diffusion Model Based on Frequency Domain and Kernel Feature Integration for Long-sequence Load Probability Forecasting

Kang Wang, Jianzhou Wang, Mengzheng Lv, Haiyan Lu, Zhiwu Li

IEEE Transactions on Smart Grid

DOI

2025

Using explainable deep learning to improve decision quality: Evidence from carbon trading market

Yang Zhao, Jianzhou Wang, Shuai Wang, Jingwei Zheng, Mengzheng Lv

Omega-International Journal Of Management Science，Vol. 133

DOI

2025

[Review] How to optimize modern portfolio theory? A systematic review and research agenda

Yang Zhao, Jianzhou Wang, Yong Wang, Mengzheng Lv

Expert Systems With Applications，Vol. 263

DOI

2025

An interpretable dual-output multivariate wind speed interval prediction scheme using hyper-heuristic optimization algorithm and deep neural networks

Mengzheng Lv, Jianzhou Wang, Shuai Wang, Yang Zhao, Jialu Gao, Yuansheng Qian

Applied Soft Computing

DOI

2025

A multi-input and three-output wind speed point-interval prediction system based on constrained many-objective optimization problem

Mengzheng Lv, Jianzhou Wang, Shuai Wang, Kang Wang, Yang Zhao, Jialu Gao

Information Sciences

DOI

2024

Can multi-period auto-portfolio systems improve returns? Evidence from Chinese and US stock markets

Jianzhou Wang, Mengzheng Lv, Shuai Wang, Jialu Gao, Yang Zhao, Qiangqiang Wang

International Review Of Financial Analysis，Vol. 95

DOI

2024

Enhancing investment performance of Black-Litterman model with AI hybrid system: Can it be done?

Jialu Gao, Jianzhou Wang, Yilin Zhou, Mengzheng Lv, Danxiang Wei

Expert Systems With Applications，Vol. 244

DOI

2024

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

Jianzhou Wang, Shuai Wang, Mengzheng Lv, He Jiang

Financial Innovation，Vol. 10, No. 1

DOI

研究方向

时间序列预测金融投资组合优化机器学习

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