Qifa Xu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Forecasting SMEs' credit risk in supply chain finance with a sampling strategy based on machine learning techniques Annals of Operations Research	2024-02-08	Paper
Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient Methodology and Computing in Applied Probability	2023-07-04	Paper
Tail dependence network of new energy vehicle industry in mainland China Annals of Operations Research	2022-08-01	Paper
Reverse restricted MIDAS model with application to US interest rate forecasts Communications in Statistics. Simulation and Computation	2022-06-21	Paper
Improved local quantile regression Statistical Modelling	2020-12-30	Paper
Block average quantile regression for massive dataset Statistical Papers	2020-04-29	Paper
Portfolio selection via D-vine copula-quantile regression method	2019-10-02	Paper
scientific article; zbMATH DE number 7071613 (Why is no real title available?)	2019-06-21	Paper
Time-varying portfolio selection based on DCC-MIDAS and parametric scheme	2019-02-22	Paper
Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Reservoir flood control operation based on chaotic particle swarm optimization algorithm Applied Mathematical Modelling	2018-12-17	Paper
Sampling Lasso quantile regression for large-scale data Communications in Statistics. Simulation and Computation	2018-06-01	Paper
Research on money demand conditional density prediction based on support vector quantile regression	2017-10-20	Paper
An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR Statistical Methods and Applications	2017-08-08	Paper
Credit evaluation of listed company via binary quantile regression approach	2017-05-17	Paper
A new method for extreme value at risk measure: QRNN+POT Journal of Systems Engineering	2016-10-06	Paper
Evaluating multiperiod VaR via support vector quantile regression	2015-02-11	Paper
Short-term cascaded hydroelectric system scheduling based on chaotic particle swarm optimization using improved logistic map Communications in Nonlinear Science and Numerical Simulation	2013-10-31	Paper
Multivariate conditional higher moments volatility modeling	2008-04-04	Paper
scientific article; zbMATH DE number 5118993 (Why is no real title available?)	2007-01-26	Paper

Research outcomes over time

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