Yuan-Hai Shao

Datos Biográficos

ID7544527
NOMBREYuan-Hai Shao
NOMBRESYuan-Hai
APELLIDOShao
FIRMASHAO Y
AFILIACIONESHainan University
ORCID0000-0002-1628-6133
VERIFICADOSí
TOTAL DE OBRAS2
TOTAL DE CITAS0
TOTAL COMO AUTOR2
TOTAL COMO EDITOR0
PRIMER AÑO DE PUBLICACIÓN2022
AÑO MÁS RECIENTE DE PUBLICACIÓN2023
ÍNDICE H0

  • Volatility forecasting using deep neural network with time-series feature embedding

    Open AccessWei-Jie Chen, Jingjing Yao et al.ARTICLEEconomic Research-Ekonomska…2023

    Volatility is usually a proxy indicator for market variation or tendency, containing essential information for investors and policy-makers. This paper proposes a novel hybrid deep neural network model (HDNN) with temporal embedding for volatility forecasting. The main idea of our HDNN is that it encodes one-dimensional time-series data as two-dimensional GAF images, which enables the follow-up convolution neural network (CNN) to learn volatility-…

  • A sparse approach for high-dimensional data with heavy-tailed noise

    Open AccessYafen Ye, Yuanhai Shao et al.ARTICLEEconomic Research-Ekonomska…2022

    High-dimensional data have commonly emerged in diverse fields, such as economics, finance, genetics, medicine, machine learning, and so on. In this paper, we consider the sparse quantile regression problem of high-dimensional data with heavy-tailed noise, especially when the number of regressors is much larger than the sample size. We bring the spirit of -norm support vector regression into quantile regression and propose a robust -norm support v…