Q. Xu

发表

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

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

Reservoir flood control operation based on chaotic particle swarm optimization algorithm

Shanlin Yang, Q. Xu, Yaoyao He, 2014 .

An elastic-net penalized expectile regression with applications

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

Short-term power load probability density forecasting based on quantile regression neural network and triangle kernel function

Shanlin Yang, Jinhong Wan, Q. Xu, 2016 .

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.

A novel chaotic differential evolution algorithm for short-term cascaded hydroelectric system scheduling

Shanlin Yang, Qifa Xu, Li Yang, 2014 .

Forecasting energy consumption in Anhui province of China through two Box-Cox transformation quantile regression probability density methods

Qifa Xu, Yaoyao He, Q. Xu, 2019, Measurement.

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 .

Improved local quantile regression

Keming Yu, Q. Xu, Xi Liu, 2018, Statistical Modelling.