Zobrazeno 1 - 5
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pro vyhledávání: '"Xinyu Min"'
Publikováno v:
Communications in Computer and Information Science ISBN: 9789819924004
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bfe611f2df78e6ce8d386798275b60bb
https://doi.org/10.1007/978-981-99-2401-1_19
https://doi.org/10.1007/978-981-99-2401-1_19
Publikováno v:
International Journal of Forecasting. 31:568-574
We analyze the effectiveness of using fundamental variables of earnings forecasts for constructing mean–variance efficient portfolios. The performances of the Markowitz mean–variance optimal portfolios are examined by selecting stocks based on th
Autor:
Xinyu Min, Shijie Deng
Publikováno v:
The Journal of Investing. 22:104-114
The authors analyze the performance of an optimal global portfolio constructed from a 10-factor stock selection model that includes earning forecasts. Under the Markowitz mean–variance framework, applied optimization techniques are used to address
Publikováno v:
ITSC
This paper introduces a novel model—Generalized Space-Time Autoregressive Integrated Moving Average (GSTARIMA) methodology—into the field of short-term traffic flow forecasting in urban network. Compared to traditional STARIMA, GSTARIMA is a more
Publikováno v:
2009 12th International IEEE Conference on Intelligent Transportation Systems.
This paper puts forward a hybrid spatio-temporal method of short-term traffic forecasting, i.e., Dynamic Space-Time Autoregressive Integrated Moving Average Model (Dynamic STARIMA). This method combines STARIMA model and Dynamic Turn Ratio Prediction