成果/Result
- Forecasting the crude oil prices with an EMD-ISBM-FNN model被引量：52收藏
- 作者：Fang, Tianhui Zheng, Chunling Wang, Donghua
- 机构：East China Univ Sci & Technol;Jingdezhen Univ;East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：ENERGY 2023
- 关键词：Crude oil prices forecasting EMD-ISBM-FNN Forecasting strategy
- Price-volume cross-correlation analysis of CSI300 index futures被引量：42收藏
- 作者：Wang, Dong-Hua Suo, Yuan-Yuan Yu, Xiao-Wen Lei, Man
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2013
- 关键词：Econophysics CSI300 index futures Cross-correlation Scaling analysis Multifractal analysis
- The lead-lag relationship between the spot and futures markets in China被引量：39收藏
- 作者：Wang, Donghua Tu, Jingqing Chang, Xiaohui Li, Saiping
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Oregon State Univ;Acad Sinica
- 来源：QUANTITATIVE FINANCE 2017
- 关键词：Causality Lead-lag relationship Thermal optimal path CSI 300
- Correlation between agricultural markets in dynamic perspective-Evidence from China and the US futures markets被引量：34收藏
- 作者：Jia, Rui-Lin Wang, Dong-Hua Tu, Jing-Qing Li, Sai-Ping
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Acad Sinica
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2016
- 关键词：Agricultural futures Lead-lag relationship Thermal optimal path method
- Statistical properties of the yuan exchange rate index被引量：24收藏
- 作者：Wang, Dong-Hua Yu, Xiao-Wen Suo, Yuan-Yuan
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2012
- 关键词：Econophysics Exchange rate index Probability distribution Long-range correlations Multifractal analysis
- Double correlation model for operational risk: Evidence from Chinese commercial banks被引量：10收藏
- 作者：Xu, Chi Zheng, Chunling Wang, Donghua Ji, Jingru Wang, Nuan
- 机构：East China Univ Sci & Technol;Jingdezhen Univ;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019
- 关键词：Operational risk LDA Double correlation t-copula
- Forecasting Crude Oil Prices with a WT-FNN Model被引量：7收藏
- 作者：Wang, Donghua Fang, Tianhui
- 机构：East China Univ Sci & Technol
- 来源：ENERGIES 2022
- 关键词：crude oil prices forecasting the stochastic time effective function WT-FNN
- Study on influencing factors and forecast of global crude oil prices based on the hybrid model被引量：2收藏
- 作者：Wang, Donghua Fang, Tianhui
- 机构：East China Univ Sci & Technol;Shanghai Univ Finance & Econ
- 来源：ENERGY 2025
- 关键词：Midstream and downstream products of crude oil LASSO model TVP model LASSO-TVP model
- Can frugal innovations trigger corporate innovation? The dockless bike-sharing services experience in China被引量：0收藏
- 作者：Ling, Xiaoxu Min, Tian Sharma, Piyush Wang, Donghua Yan, Siyuan
- 机构：Shanghai Univ Finance & Econ;East China Univ Sci & Technol;Curtin Univ
- 来源：TECHNOVATION 2025
- 关键词：Bike-sharing services Corporate innovation Emerging economies Frugal innovations Sharing economy
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets被引量：0收藏
- 作者：Ji, JingRu Wang, Donghua Tu, JingQing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：QUANTITATIVE FINANCE 2018
- 关键词：Agent-based model Method of simulated moments GSL-div CSI 300 S&P 500
