唐振鹏

2026

需求拉力与政策推力：数字人民币采纳路径研究

《计量经济学报》

2026

中国碳价格特征分析:基于湖北、广东碳市场数据

《系统工程学报》

2026

Interpretable forecasting of carbon allowance returns using multi-scale trend-aware network with dynamic variable selection and squeeze-excitation

Applied Energy

DOI

2026

Interval Carbon Price Forecasting Based on Multi-Task Learning

Mathematics

DOI

2026

Cryptocurrency Price Prediction Using Sliding Empirical Mode Decomposition with Economic Variables: A Machine Learning Approach

Fractal and Fractional

DOI

2026

The Impact of Grain Price Regulation Policies on U.S.-China Price Linkages

Systems

DOI

2026

International Price Transmission in Chinese Grain Futures Markets: Determinants, Channels, and Implications for Food Security

Agriculture

DOI

2025

基于多因素的中国碳市场价格预测模型构建与应用研究

《林业经济问题》

DOI

2025

随机市场深度下基于风险管理和交易约束的最优执行问题

《中国管理科学》，Vol. 33, No. 8

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2025

A Novel Multi-Task Learning Framework for Interval-Valued Carbon Price Forecasting Using Online News and Search Engine Data

Mathematics

DOI

2025

Enhancing Agricultural Futures Return Prediction: Insights from Rolling VMD, Economic Factors, and Mixed Ensembles

Agriculture

DOI

2025

Multiscale risk spillover analysis of China’s stock market industry: evidence supported by a novel hybrid model based on signal decomposition technology

Soft Computing - A Fusion of Foundations, Methodologies and Applications

DOI

2024

基于灰狼优化的混频支持向量机在股指预测与投资决策中的应用研究

《中国管理科学》，Vol. 32, No. 5

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2024

Integrating Weather Conditions to Forecast the Electricity Price in Belgium Market: A Novel Mixed-Frequency Machine Learning Algorithm

Journal of Systems Science and Complexity

DOI

2024

A novel hybrid optimization ensemble learning approach for energy futures price forecasting

Journal of Intelligent & Fuzzy Systems

DOI

2024

Agricultural commodity futures prices prediction based on a new hybrid forecasting model combining quadratic decomposition technology and LSTM model

Frontiers in Sustainable Food Systems

DOI

2024

Early warning of systemic risk in stock market based on EEMD-LSTM

PLoS ONE

DOI

2023

The dependence and risk spillover between economic uncertainties and the crude oil market: new evidence from a Copula-CoVaR approach incorporating the decomposition technique

Environmental science and pollution research international

DOI

2023

A new Copula-CoVaR approach incorporating the PSO-SVM for identifying systemically important financial institutions

Economic Research-Ekonomska Istraživanja

DOI

2023

Multi-step carbon price forecasting based on a new quadratic decomposition ensemble learning approach

Frontiers in Energy Research

DOI

2023

Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time

Journal of Computational and Applied Mathematics

DOI

2023

A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning

Energy

DOI

2022

基于分解-集成和混频数据采样的中国股票市场预测研究

《系统工程理论与实践》，Vol. 42, No. 11

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2022

基于EEMD-LSTM的中国保险业系统性风险预警研究

《管理评论》，Vol. 34, No. 9

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2022

贵金属期货价格预测方法及实证研究

《中国管理科学》，Vol. 30, No. 12

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2022

金融知识对农户信贷约束的影响研究——来自国家级普惠金融试验区的证据

《福州大学学报(哲学社会科学版)》

2022

Natural Gas Price Forecasting by a New Hybrid Model Combining Quadratic Decomposition Technology and LSTM Model

Mathematical Problems in Engineering

DOI

2022

An EEMD-CNN-BiLSTM-attention neural network for mixed frequency stock return forecasting

Journal of Intelligent & Fuzzy Systems

DOI

2022

Mechanism and Algorithm for Stable Trading Matching between Coal Mining and Power Generation Companies in China

Applied Sciences

DOI

2022

Research on China’s stock market crash warning based on LPPL-MS

Acta Physica Sinica

DOI

2022

Research on prediction of China’s financial systematic risk based on the hybrid model

Journal of Intelligent & Fuzzy Systems

DOI

2022

A New Hybrid Cryptocurrency Returns Forecasting Method Based on Multiscale Decomposition and an Optimized Extreme Learning Machine Using the Sparrow Search Algorithm

IEEE Access

DOI

2022

Spatial and temporal research on ecological total factor energy efficiency in China: Based on “Ecology-Economy-Geography” heterogeneity framework

Journal of Cleaner Production

DOI

2022

Short term electricity price forecasting using a new hybrid model based on two-layer decomposition technique and ensemble learning

Electric power systems research

DOI

2022

Do government policies drive institutional preferences on green investment? Evidence from China

Environmental Science and Pollution Research

DOI

2021

基于二次分解和集成学习的粮食期货价格预测研究

《系统工程理论与实践》，Vol. 41, No. 11

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2021

基于混合模型的原油价格多步预测研究

《计量经济学报》

2021

基于优化KELM模型的股票指数预测方法

《统计与决策》，No. 13

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2021

互联网金融信用风险测度研究

《福州大学学报(哲学社会科学版)》

2021

银行间市场系统性风险传染研究——基于矩阵网络分析法

《北京化工大学学报(社会科学版)》

2021

异质投资者情绪对股市的影响研究——基于文本语义分析

《系统科学与数学》

2021

Research on systemic risk contagion of Chinese financial institutions based on GARCH-VMD-Copula-CoVaR model

Economic Research-Ekonomska Istraživanja

DOI

2021

Multi-Step-Ahead Crude Oil Price Forecasting Based on Hybrid Model

DOI

2021

Multi-step-ahead crude oil price forecasting based on two-layer decomposition technique and extreme learning machine optimized by the particle swarm optimization algorithm

DOI

2020

基于矩阵法的我国银行系统性风险传染效应检验

《统计与决策》，No. 2

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2020

考虑投资者情绪的中国股市自激发效应研究

《中国管理科学》，No. 7

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2020

中国股灾回顾、证监会政策评价及启示--基于2015年中国股票市场案例分析

《亚太经济》，No. 3

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2020

A scientometric review on literature of macroprudential policy

Economic Research-Ekonomska Istraživanja

DOI

2020

Multistep-Ahead Stock Price Forecasting Based on Secondary Decomposition Technique and Extreme Learning Machine Optimized by the Differential Evolution Algorithm

DOI

2019

中国股市流动性协同效应归因研究

《东南学术》，No. 2

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2019

基于多分形的资产组合风险度量建模与实证研究

《系统工程学报》

DOI

2019

The Influence of Trading Volume, Market Trend, and Monetary Policy on Characteristics of the Chinese Stock Exchange

International Conference on Industrial Engineering and Systems Management

DOI

2019

The Influence of Trading Volume, Market Trend, and Monetary Policy on Characteristics of the Chinese Stock Exchange: An Econophysics Perspective

Open Physics

DOI

2018

基于不同市场状态机制的金融机构风险溢出效应研究

《当代财经》，No. 5

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2018

基于支持向量机的银行系统重要性评估研究

《系统科学与数学》

2017

Microscopic characteristics of Chinese capital market based on the high frequency data of Shanghai composite index

DOI

2016

金融机构系统性风险研究述评——基于机制、测度与监管视角

《当代财经》，No. 5

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2016

利用高频数据和copula度量资产组合市场风险：建模与实证

《运筹与管理》，Vol. 25, No. 5

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2016

网络视角下我国上市银行间市场系统性风险实证研究

《中国管理科学》

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2016

基于藤copula–已实现GARCH的组合收益分位数预测

《系统工程学报》

DOI

2016

上市公司信用风险的度量

《统计与决策》

2016

资产组合优化的多分形模型及实证分析

《系统科学与数学》

2016

上市公哥信用风险的度量

《统计与决策》

2015

基于偏t分布realized GARCH模型的尾部风险估计

《系统工程理论与实践》，Vol. 35, No. 9

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2015

基于小波方法的中国股市与亚太股市联动性实证研究

《中国管理科学》

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2014

基于Pair-Copula的一篮子货币权重确定研究

《东南学术》，No. 6

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2014

企业专利投资的期权博弈研究——基于不对称双寡头模型的分析

《中国管理科学》，Vol. 22, No. 10

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2014

基于厚尾分布多分形模型的上证综指波动率预测

《中国管理科学》

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2014

外汇冲销干预有效性的实证研究

《中共福建省委党校(福建行政学院)学报》

2014

风险投资对科技成果转化作用机制的实证研究

《福建论坛(人文社会科学版)》，No. 12

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2013

组合信用风险测度的藤copula方法

《系统工程学报》

2013

海西经济区服务型制造模式的发展思路与对策

《东南学术》，No. 5

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2013

Testing for relationships between Shanghai and Shenzhen stock markets: A threshold cointegration perspective

DOI

2013

The jump characteristics of stock market from views of high frequency data

2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings

DOI

2012

企业公民行为研究中的几个理论问题

《现代经济探讨》，No. 3

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2012

福建省金融产业集聚对区域经济发展的影响研究

《福建论坛(人文社会科学版)》，No. 12

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2012

基于POT模型的股票市场风险价值研究

《东南学术》，No. 4

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2012

产学研合作成效关键影响因素研究——基于合作开展与合作满意的视角

《科学学研究》，Vol. 30, No. 12

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2012

期权博弈视角下的企业专利投资研究

《经济科学出版社》

2012

企业利益相关者互动关系及利益均衡博弈

《福州大学学报(哲学社会科学版)》

2012

企业公民行为与公司治理及财务业绩的关系研究——基于中国涉农上市企业的实证研究

《江西财经大学学报》

2012

基于广义动态因子模型的中国股市流动性度量研究

《福建江夏学院学报》

2011

海西经济增长与能源消费关系的实证分析

《福建论坛(人文社会科学版)》，No. 8

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2010

基于CVaR的RAROC对我国开放式基金绩效评价

《系统工程理论与实践》，No. 8

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2010

我国专利发展现状的统计分析

《东南学术》，No. 6

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2009

The empirical study on the credit risk discrimination of listed SMEs based on the distance to default

International Conference on Service Systems and Service Management

DOI

2008

High Frequency and Ultra-high Frequency Financial Data:Its Current Development and Future Prospects

2005

On Investm ent Decision and Portfolio On Investment Decision and Portfolio Managem ent of Self-determ ination Innovation Based on Real Options