百晓学者学者目录

李学荣

助理研究员、教授，中国科学院大学

精选作品

期刊论文

2022

Multi-objective approaches to portfolio optimization with market impact costs

Hongze Wang, Xuerong Li, Wenjing Hong, Ke Tang

Memetic Computing，Vol. 140, No. 40

DOI

2022

Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading

Yuze Li, Shangrong Jiang, Xuerong Li, Shouyang Wang

Financial Innovation，Vol. 8, No. 1

DOI

2022

The Value of “Brand” in the Chinese Stock Market: The Impact of Brand Attention on Stock Performance and the Moderation Role of Investor Sentiment

Shuqin Liu, Diandian Ma, Xuerong Li, Xuerong Li, Xiuting Li, Xiuting Li, Lijun Yin

Journal of Behavioral Finance

DOI

2021

The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach

Yuze Li, Shangrong Jiang, Xuerong Li, Shouyang Wang

Energy Economics，Vol. 95

DOI

2019

Text-based crude oil price forecasting: A deep learning approach

Xuerong Li, Wei Shang, Shouyang Wang

International Journal Of Forecasting，Vol. 35, No. 4

DOI

研究方向

金融市场经济预测多模态数据

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