Fangzheng Cheng

Economics and Econometrics · 2019

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Fangzheng Cheng trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Chin Wen Cheong
  2. Youngho Chang
  3. Jinliang Zhang
  4. Lean Yu
  5. G. Zhang
  6. Yue‐Jun Zhang

Papers from Fangzheng Cheng's perspective

Ordered by how strongly the researchers Fangzheng Cheng trusts endorse each paper. Same corpus, a different order for every researcher.

  1. International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models
  2. A novel hybrid method for crude oil price forecasting
  3. Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm
  4. Time series forecasting using a hybrid ARIMA and neural network model
  5. Modeling and forecasting crude oil markets using ARCH-type models
  6. Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations
  7. Comparing Predictive Accuracy
  8. Oil price fluctuations and Singapore economy
  9. Impacts of OPEC's political risk on the international crude oil prices: An empirical analysis based on the SVAR models
  10. A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting

Their papers