Wang Shou-Yang

Shou-Yang Wang

Information about the author Shou-Yang Wang will soon be added to the site.
Found 9 papers in total
Exploring the core factors and its dynamic effects on oil price: An application on path analysis and BVAR-TVP model
Exploring the core factors and its dynamic effects on oil price: An application on path analysis and BVAR-TVP model
2011
As the uncertainty of oil price increases, impacts of the influential factors on oil...
Neural network-based mean–variance–skewness model for portfolio selection
Neural network-based mean–variance–skewness model for portfolio selection
2008
In this study, a novel neural network-based mean–variance–skewness model...
A partition approach to the inventory/routing problem
A partition approach to the inventory/routing problem
2007
In this study we focus on the integration of inventory control and vehicle routing...
Portfolio rebalancing model with transaction costs based on fuzzy decision theory
Portfolio rebalancing model with transaction costs based on fuzzy decision theory
2006
The fuzzy set is one of the powerful tools used to describe an uncertain environment....
Forecasting stock market movement direction with support vector machune
Forecasting stock market movement direction with support vector machune
2005
Support vector machine (SVM) is a very specific type of learning algorithms...
A novel nonlinear ensemble forecasting model incorporating generalized linear autoregression and artificial neural networks for foreign exchange rates
A novel nonlinear ensemble forecasting model incorporating generalized linear autoregression and artificial neural networks for foreign exchange rates
2005
In this study, we propose a novel nonlinear ensemble forecasting model integrating...
A minimax portfolio selection strategy with equilibrium
A minimax portfolio selection strategy with equilibrium
2005
A new minimax model on optimal portfolio selection with uncertainty of both randomness...
Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs
Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs
2005
In this paper we consider a finite-state financial market with non-proportional...
Model and algorithm of an inventory problem with the consideration of transportation cost
Model and algorithm of an inventory problem with the consideration of transportation cost
2004
In this paper, we address the problem of deciding the optimal ordering quantity and...
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