C. Jiang

发表

A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection

C. Jiang, X. Ding, Q. Xu, 2020 .

Quantile regression for large-scale data via sparse exponential transform method

C. Jiang, Q. Xu, C. Cai, 2018, Statistics.

Does automatic bidding mechanism affect herding behavior? Evidence from online P2P lending in China

Qifa Xu, Cuixia Jiang, Mengting Li, 2018, Journal of Behavioral and Experimental Finance.

Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach

C. Jiang, Q. Xu, Yaoyao He, 2019, Physica A: Statistical Mechanics and its Applications.

Portfolio selection based on predictive joint return distribution

C. Jiang, X. Ding, Q. Xu, 2018, Applied Economics.

Conditional density forecast of China’s energy demand via QRNN model

C. Jiang, Q. Xu, Yaoyao He, 2018 .

Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk

Keming Yu, C. Jiang, Q. Xu, 2016 .

Quantile autoregression neural network model

Keming Yu, C. Jiang, Q. Xu, 2016 .

Mixed data sampling expectile regression with applications to measuring financial risk

Keming Yu, C. Jiang, Qifa Xu, 2020 .

A large constrained time‐varying portfolio selection model with DCC‐MIDAS : Evidence from Chinese stock market

C. Jiang, Yaoyao He, Qifa Xu, 2020 .

Tail dependence network of new energy vehicle industry in mainland China

C. Jiang, Fu Jia, Lu Chen, 2022, Annals of Operations Research.

Home bias in reward-based crowdfunding and its impact on financing performance: Evidence from China

C. Jiang, Qifa Xu, Li Zhou, 2022, Pacific-Basin Finance Journal.

An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR

C. Jiang, Yaoyao He, Qifa Xu, 2015, Statistical Methods & Applications.

Block average quantile regression for massive dataset

C. Jiang, C. Cai, Qifa Xu, 2017, Statistical Papers.

The fault frequency priors fusion deep learning framework with application to fault diagnosis of offshore wind turbines

C. Jiang, Shi-xiang Lu, Qifa Xu, 2022, Renewable Energy.

Class-Imbalance Privacy-Preserving Federated Learning for Decentralized Fault Diagnosis With Biometric Authentication

C. Jiang, Xiangxiang Wang, A. Zhang, 2022, IEEE Transactions on Industrial Informatics.

The Phillips curve in the US: A nonlinear quantile regression approach

X. Niu, C. Jiang, Qifa Xu, 2015 .

An elastic-net penalized expectile regression with applications

C. Jiang, X. Ding, Q. Xu, 2020, Journal of applied statistics.

Sampling Lasso quantile regression for large-scale data

Chao Cai, Qifa Xu, Cuixia Jiang, 2018, Commun. Stat. Simul. Comput..

Few-shot fault diagnosis of rotating machinery with two-branch prototypical networks

C. Jiang, Qifa Xu, Hao Chen, 2022, Journal of Intelligent Manufacturing.

Which goods are most likely to be subject to click farming? An evidence from the Taobao platform

Qifa Xu, Cuixia Jiang, Jun Zhu, 2021, Electron. Commer. Res. Appl..

The impact of soft information extracted from descriptive text on crowdfunding performance

Cuixia Jiang, Yezheng Liu, Ranran Han, 2020, Electron. Commer. Res. Appl..

Reverse restricted MIDAS model with application to US interest rate forecasts

Qifa Xu, Cuixia Jiang, Xue Huang, 2019, Commun. Stat. Simul. Comput..

Weighted quantile regression via support vector machine

Qifa Xu, Cuixia Jiang, Xue Huang, 2015, Expert Syst. Appl..

Weighted quantile discrepancy-based deep domain adaptation network for intelligent fault diagnosis

S. Ding, C. Jiang, Qifa Xu, 2022, Knowl. Based Syst..

Does Google search index really help predicting stock market volatility? Evidence from a modified mixed data sampling model on volatility

Qifa Xu, Zhongpu Bo, Cuixia Jiang, 2019, Knowl. Based Syst..

Fault detection of wind turbines via multivariate process monitoring based on vine copulas

Qifa Xu, Cuixia Jiang, Weiyin Jia, 2020 .

Adaptive fault detection in wind turbine via RF and CUSUM

Qifa Xu, Cuixia Jiang, Shixiang Lu, 2020, IET Renewable Power Generation.

Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model

C. Jiang, Yezheng Liu, Qifa Xu, 2021 .

Block average quantile regression for massive dataset

Qifa Xu, Cuixia Jiang, C. Jiang, 2017, Statistical Papers.

Composite quantile regression neural network with applications

Qifa Xu, Cuixia Jiang, Fang Sun, 2017, Expert Syst. Appl..

Surname relationship and trade credit: Evidence from China

C. Jiang, Qinna Zhao, Qifa Xu, 2022, Research in International Business and Finance.

The impact of social media input intensity on reward-based crowdfunding performance: evidence from China

C. Jiang, Qifa Xu, Ranran Han, 2021, Electronic Commerce Research.

The role of long‐ and short‐run correlation networks in international portfolio selection

C. Jiang, Mengting Li, Qifa Xu, 2023, International Journal of Finance & Economics.

The role of tail network topological characteristic in portfolio selection: A TNA‐PMC model

C. Jiang, Qinna Zhao, Mengting Li, 2022, International Review of Finance.

Dissecting click farming on the Taobao platform in China via PU learning and weighted logistic regression

Qifa Xu, Cuixia Jiang, Jun Zhu, 2020, Electron. Commer. Res..

Dissecting click farming on the Taobao platform in China via PU learning and weighted logistic regression

C. Jiang, Qifa Xu, Jun-lin Zhu, 2020, Electronic Commerce Research.

Imbalanced fault diagnosis of rotating machinery via multi-domain feature extraction and cost-sensitive learning

Qifa Xu, Cuixia Jiang, Shixiang Lu, 2020, J. Intell. Manuf..

Deep learning on mixed frequency data

C. Jiang, Qifa Xu, Yezheng Liu, 2023, Journal of Forecasting.

An artificial neural network for mixed frequency data

Qifa Xu, Cuixia Jiang, Yezheng Liu, 2019, Expert Syst. Appl..

Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach

C. Jiang, Qifa Xu, Lu Chen, 2018, Pacific-Basin Finance Journal.

QRNN-MIDAS: A novel quantile regression neural network for mixed sampling frequency data

Qifa Xu, Cuixia Jiang, Xingxuan Zhuo, 2021, Neurocomputing.

Probabilistic load forecasting with a non-crossing sparse-group Lasso-quantile regression deep neural network

A. Kusiak, C. Jiang, Yezheng Liu, 2021, Energy.

Expectile regression neural network model with applications

Qifa Xu, Cuixia Jiang, Ming Jiang, 2017, Neurocomputing.

A composite quantile regression long short-term memory network with group lasso for wind turbine anomaly detection

C. Jiang, Qifa Xu, Xiangxiang Wang, 2022, Journal of Ambient Intelligence and Humanized Computing.

High-frequency monitoring of China's green growth-at-risk.

C. Jiang, Qifa Xu, Cheng Wang, 2023, Environmental science and pollution research international.

Social media, interaction information and stock market efficiency: evidence from the Shenzhen stock exchange easy interaction platform in China

C. Jiang, Jun Wu, Qianqian Li, 2020, Asia-Pacific Journal of Accounting & Economics.

Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model

Qifa Xu, Cuixia Jiang, Yezheng Liu, 2021 .

A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility

Qifa Xu, Cuixia Jiang, Xin Zhang, 2019, Expert Syst. Appl..

Systemic risk of China’s commercial banks during financial turmoils in 2010-2020: A MIDAS-QR based CoVaR approach

C. Jiang, Qifa Xu, Shuting Liu, 2020, Applied Economics Letters.

Deep Mixed Domain Generalization Network for Intelligent Fault Diagnosis Under Unseen Conditions

S. Ding, C. Jiang, Qifa Xu, 2024, IEEE Transactions on Industrial Electronics.

Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth

Qifa Xu, Cuixia Jiang, Yezheng Liu, 2018, Economic Modelling.

Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market

Qifa Xu, Cuixia Jiang, Mengting Li, 2021 .

The determinants and consequences of firms’ boilerplate answers: Evidence from online interactive platforms in China

C. Jiang, Qifa Xu, Nan Xie, 2023, Finance Research Letters.

Social media, investor-company interaction and insider trading profitability: Evidence from China

C. Jiang, H. Fu, Qifa Xu, 2023, Research in International Business and Finance.

An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR

Qifa Xu, Cuixia Jiang, Yaoyao He, 2015, Statistical Methods & Applications.

An unrestricted MIDAS ordered logit model with applications to credit ratings

C. Jiang, Ting Zhao, Qifa Xu, 2023, International Journal of Finance & Economics.

Social media Q&A text semantic similarity and corporate fraud: evidence from the Shanghai Stock Exchange E-interaction platform in China

C. Jiang, Qifa Xu, Shanlin Yang, 2023, Asia-Pacific Journal of Accounting & Economics.