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| 1 | Forecasting Container Throughput of Qingdao Port with a Hybrid Model显示文摘This paper proposes a hybrid forecasting method to forecast container throughput of Qingdao Port.To eliminate the influence of outliers,local outlier factor(lof) is extended to detect outliers in time series,and then different dummy variables are constructed to capture the effect of outliers based on domain knowledge.Next,a hybrid forecasting model combining projection pursuit regression(PPR) and genetic programming(GP) algorithm is proposed.Finally,the hybrid model is applied to forecasting container throughput of Qingdao Port and the results show that the proposed method significantly outperforms ANN,SARIMA,and PPR models. | HUANG Anqiang LAI Kinkeung LI Yinhua WANG Shouyang | 2015 | Journal of Systems Science & Complexity2015，28，1： | 10 |
| 2 | A BI-LEVEL FORMULATION AND QUASI-NEWTON ALGORITHM FOR STOCHASTIC EQUILIBRIUM NETWORK DESIGN PROBLEM WITH ELASTIC DEMAND显示文摘In this paper, a bi-level formulation of the continuous network design problem (NDP) is proposed on the basis of logit stochastic user equilibrium (SUE) assignment with elastic demand. The model determines the link capacity improvements by maximizing net economic benefit while considering changes in demand and traffic distribution in network. The derivatives of equilibrium link flows and objective function with respect to capacity expansion variables, which are analytically derived, can be computed without having to first find path choice information. These derivatives are employed to develop a quasi Newton algorithm with the BFG S (Broyden- Fletcher- Goldfarb-Shanno) formula for solving the nonlinear, nonconvex but differentiable SUE-constrained network design problem. The SUE assignment with elastic demand is solved by using the method of successive averages in conjunction with Bell’s matrix inversion logit assignment method. Simple and complex example networks are presented to illustrate the model and the algorithm. | HUANG Haijun (School of Management, Beijing University of Aeronautics and Astronautics, Beijing 100083, China) WANG Shouyang (Institute of Systems Science, Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Beijing 100080, China) Mi | 2001 | Journal of Systems Science & Complexity2001，14，1： | 6 |
| 3 | An Algorithm to Solve Linear Bilevel Programs | LIU Xiaomin WANG Rishuang(Dept. of Math. Beijing University of Aero.& Astro.,Beijing,100083,P.R.China)WANG Shouyang WANG Qian (Institute of Systems Science,Chinese Academy of Sciences. Beijing,100081, P.R. China) | 1995 | Systems Science and Systems Engineering1995，5，2： | 6 |
| 4 | Return and Volatility Spillovers Effects:Study of Asian Emerging Stock Markets显示文摘This paper examines the extent of contagion and interdependence across the six Asian emerging countries stock markets(e.g., Bangladesh, China, India, Malaysia, the Philippine, and South Korea) and then try to quantify the extent of the Asian emerging market fluctuations which are described by intra-regional contagion effect. These markets experienced both fast growth and key upheaval during the sample period, and thus, provide potentially rich information on the nature of border market interactions. Using the daily stock market index data from January 2002 to December 2016(breaking the 15 years data set into three sub periods; pre-crisis, crisis, and post crisis periods);particularly make attention to the global financial crisis of 2007~2008. The return and volatility spillovers are modeled through the GARCH(generalized autoregressive conditional heteroscedasticity),pairwise Granger causality tests, and the forecast error variance decomposition in a generalized VAR(vector auto regression) models. This paper shows that volatility and return spillovers behave very differently over time, during the pre-crisis, crisis, and post crisis periods. Importantly, Asian emerging stock markets interaction is less before the global financial crisis period. The return and volatility spillover indices touch their respective historical peaks during the global financial crisis 2007~2008,however Bangladeshi market faces this condition in 2009~2010. | Bhowmik RONI Ghulam ABBAS Shouyang WANG | 2018 | Journal of Systems Science and Information2018，9，2： | 6 |
| 5 | FORECASTING CHINA'S FOREIGN TRADE VOLUME WITH A KERNEL-BASED HYBRID ECONOMETRIC-AI ENSEMBLE LEARNING APPROACH显示文摘Due to the complexity of economic system and the interactive effects between all kinds of economic variables and foreign trade, it is not easy to predict foreign trade volume. However, the difficulty in predicting foreign trade volume is usually attributed to the limitation of many conventional forecasting models. To improve the prediction performance, the study proposes a novel kernel-based ensemble learning approach hybridizing econometric models and artificial intelligence (AI) models to predict China's foreign trade volume. In the proposed approach, an important econometric model, the co-integration-based error correction vector auto-regression (EC-VAR) model is first used to capture the impacts of all kinds of economic variables on Chinese foreign trade from a multivariate linear anal- ysis perspective. Then an artificial neural network (ANN) based EC-VAR model is used to capture the nonlinear effects of economic variables on foreign trade from the nonlinear viewpoint. Subsequently, for incorporating the effects of irregular events on foreign trade, the text mining and expert's judgmental adjustments are also integrated into the nonlinear ANN-based EC-VAR model. Finally, all kinds of economic variables, the outputs of linear and nonlinear EC-VAR models and judgmental adjustment model are used as input variables of a typical kernel-based support vector regression (SVR) for en- semble prediction purpose. For illustration, the proposed kernel-based ensemble learning methodology hybridizing econometric techniques and AI methods is applied to China's foreign trade volume predic- tion problem. Experimental results reveal that the hybrid econometric-AI ensemble learning approach can significantly improve the prediction performance over other linear and nonlinear models listed in this study. | Lean YU Shouyang WANG Kin Keung LAI | 2008 | Journal of Systems Science & Complexity2008，21，1： | 5 |
| 6 | A Demand Forecasting Method Based on Stochastic Frontier Analysis and Model Average: An Application in Air Travel Demand Forecasting显示文摘Demand forecasting is often difficult due to the unobservability of the applicable historical demand series. In this study, the authors propose a demand forecasting method based on stochastic frontier analysis(SFA) models and a model average technique. First, considering model uncertainty,a set of alternative SFA models with various combinations of explanatory variables and distribution assumptions are constructed to estimate demands. Second, an average estimate from the estimated demand values is obtained using a model average technique. Finally, future demand forecasts are achieved, with the average estimates used as historical observations. An empirical application of air travel demand forecasting is implemented. The results of a forecasting performance comparison show that in addition to its ability to estimate demand, the proposed method outperforms other common methods in terms of forecasting passenger traffic. | ZHANG Xinyu ZHENG Yafei WANG Shouyang | 2019 | Journal of Systems Science & Complexity2019，32，2： | 5 |
| 7 | AN INTERVAL METHOD FOR STUDYING THE RELATIONSHIP BETWEEN THE AUSTRALIAN DOLLAR EXCHANGE RATE AND THE GOLD PRICE显示文摘这份报纸建议一个间隔方法对美元和金价格探索在澳大利亚的美元的汇率之间的关系,用每周、每月、季度的数据。与间隔方法,间隔样品数据被形成介绍变量的轻快。ILS 途径被扩大到多模型评价,计算计划被提供。实验证据建议 ILS 估计很好描绘汇率怎么联系到金价格,两个在长期间并且短期。在间隔和点方法之间的比较显示 OLS 和 ILS 估计之间的差别从每周的数据正在增加到季度的数据,自从最低频率点数据失去了轻快的大多数信息。 | Ai HAN K.K.LAI Shouyang WANG Shanying XU | 2012 | Journal of Systems Science & Complexity2012，25，1： | 4 |
| 8 | High-entropy(Y_(0.2)Gd_(0.2)Dy_(0.2)Er_(0.2)Yb_(0.2))2Hf_(2)O_(7) ceramic: A promising thermal barrier coating material显示文摘Thermal barrier coating(TBC)materials perform an increasingly important role in the thermal or chemical protection of hot components in a gas turbine.In this study,a novel high entropy hafnate(Y_(0.2)Gd_(0.2)Dy_(0.2)Er_(0.2)Yb_(0.2))_(2)Hf_(2)O_(7) was synthesized by solution combustion method and investigated as a potential TBC layer.The as-synthesized(Y_(0.2)Gd_(0.2)Dy_(0.2)Er_(0.2)Yb_(0.2))_(2)Hf_(2)O_(7) possesses a pure single disordered fluorite phase with a highly homogeneous distribution of rare earth(RE)cations,exhibiting prominent phase stability and excellent chemical compatibility with Al_(2)O_(3) even at 1300°C.Moreover,(Y_(0.2)Gd_(0.2)Dy_(0.2)Er_(0.2)Yb_(0.2))_(2)Hf_(2)O_(7) demonstrates a more sluggish grain growth rate than Y_(2)Hf_(2)O_(7).The thermal conductivity of(Y_(0.2)Gd_(0.2)Dy_(0.2)Er_(0.2)Yb_(0.2))_(2)Hf_(2)O_(7)(0.73-0.93 W m^(-1)K^(-1))is smaller than those of components RE_(2)Hf_(2)O_(7) and many high entropy TBC materials.Beside,the calculated thermal expansion coefficient(TEC)of(Y_(0.2)Gd_(0.2)Dy_(0.2)Er_(0.2)Yb_(0.2))_(2)Hf_(2)O_(7)(10.68×10^(-6)/K,1100°C)is smaller than that of yttriastabilized zirconia(YSZ).Based on the results of this work,(Y_(0.2)Gd_(0.2)Dy_(0.2)Er_(0.2)Yb_(0.2))_(2)Hf_(2)O_(7) is suitable for the next generation TBC materials with outstanding properties. | Longkang Cong Wei Li Jiancheng Wang Shengyue Gu Shouyang Zhang | 2022 | Journal of Materials Science & Technology2022，，6： | 4 |
| 9 | A MULTISCALE MODELING APPROACH INCORPORATING ARIMA AND ANNS FOR FINANCIAL MARKET VOLATILITY FORECASTING显示文摘 | XIAO Yi XIAO Jin LIU John WANG Shouyang | 2014 | Journal of Systems Science & Complexity2014，27，1： | 4 |
| 10 | EFFICIENCY DECOMPOSITION WITH SHARED INPUTS AND OUTPUTS IN TWO-STAGE DEA显示文摘数据包封分析(DEA ) 是为与多重输入和产量测量决策单位(DMU ) 的相对效率的一个有效非参量的方法。处于许多真实状况, DMU 的内部结构是二阶段的网络进程,分享的输入在两个阶段生产的阶段和普通产量使用了。例如,医院有二阶段的网络结构。舞台 1 消费象产生象医药记录,洗衣店和家务那样的产量的信息技术系统,植物,设备和主管人员那样的资源。舞台 2 消费舞台 1 使用的资源(命名分享的输入) 和舞台 1 产生的产量(命名中间的措施) 的一样的集合提供耐心的服务。而且,一些例如,输出耐心的满足度,被二个单个阶段一起产生(命名分享的产量) 。因为一些分享的输入和产量努力被分开并且分配到各单个的舞台,它需要为处于如此的问题评估二阶段的网络进程的性能开发二阶段的 DEA 方法。这份报纸扩大集中的模型测量二阶段的过程的 DEA 效率与非, splittable 分享了输入和产量。一条加权的添加剂途径被用来联合二个单个阶段。而且,添加剂效率分解模型被开发同时评估最大并且为单个阶段的最小的可完成的效率。最后,中国建设的分支在安徽省存的 17 城市的一个例子被采用说明建议途径。 | Lin Li Qianzhi Dai Haijun Huang Shouyang Wang | 2016 | Journal of Systems Science and Systems Engineering2016，25，1： | 4 |
| 11 | DID SPECULATIVE ACTIVITIES CONTRIBUTE TO HIGH CRUDE OIL PRICES DURING 1993 TO 2008?显示文摘By applying two nonlinear Granger causality testing methods and rolling window strat-egy to explore the relationship between speculative activities and crude oil prices,the unidirectionalGranger causality from speculative activities to returns of crude oil prices during the high price phase isdiscovered.It is proved that speculative activities did contribute to high crude oil prices after the Asianfinancial crisis and OPEC's output cut in 1998.The unidirectional Granger causality from returns ofcrude oil prices to speculative activities is significant in general.But after 2000,with the sharp rise incrude oil prices,this unidirectional Granger causality became a complex nonlinear relationship,whichcannot be detected by any linear Granger causality test. | Xun ZHANG Kin Keung LAI Shouyang WANG | 2009 | Journal of Systems Science & Complexity2009，22，4： | 4 |
| 12 | INTERVAL TIME SERIES ANALYSIS WITH AN APPLICATION TO THE STERLING-DOLLAR EXCHANGE RATE显示文摘传统的经济计量学长采用了“点”测量时间系列数据。处于真实生活状况,然而,它承受轻快信息的损失,自从许多变量被间隔在一个给定的时期围住。处理这个问题,这篇论文为间隔时间系列分析提供新方法论。这个概念“间隔随机的过程”正式在基于点的经济计量学被定义为“随机的过程”的一个对应物。作者介绍间隔 stationarity 的概念,间隔统计(包括间隔平均数,间隔变化,等等) 并且建议间隔调查在间隔过程之间的动态关系的线性模型。为评价的一条新基于间隔的优化途径被建议,并且相应评估标准被导出。证明新间隔方法提供有效结果,英磅美元汇率上的一个实验例子被举。 | Ai HAN Yongmiao HONG K. K. LAI Shouyang WANG | 2008 | Journal of Systems Science & Complexity2008，21，4： | 4 |
| 13 | A trust region algorithm for bilevel programing problems显示文摘A trust region algorithm is proposed for solving bilevel programming problems where the lower level programming problem is a strongly convex programming problem with linear constraints. This algorithm is based on a trust region algorithm for nonsmooth unconstrained optimization problems, and its global convergence is also proved. | LIU Guoshan 1, HAN Jiye 2 and WANG Shouyang 3 1. Department of Mathematics, Beijing Normal University, Beijing 100875, China 2. Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China 3. Institute of Systems Science, Chi | 1998 | Chinese Science Bulletin1998，43，10： | 3 |
| 14 | CHARACTERIZATIONS OF SEMI-PREQUASI-INVEXITY显示文摘Because of its importance in optimization theory,the concept of convexity has been generalized in various ways.With these generalizations,to seek some practical criteria for them is especially important.In this paper,some criteria are developed for semi-prequasi-invexity,which includes prequasi-invexity as the special case.Mutual characterizations among semi-prequasi-invex functions,strictly semi-prequasi-invex functions,and strongly semi-prequasi-invex functions are presented. | ZHAO Yingxue MENG Xiaoge QIAO Han WANG Shouyang COLADAS URIA Luis | 2014 | Journal of Systems Science & Complexity2014，27，5： | 3 |
| 15 | Impacts of border carbon adjustments on China’s sectoral emissions: Simulations with a dynamic computable general equilibrium model显示文摘 | Qin Bao Ling Tang ZhongXiang Zhang Shouyang Wang | 2013 | China Economic Review2013，，： | 3 |
| 16 | A WEIGHTED PRODUCT METHOD FOR BIDDING STRATEGIES IN MULTI-ATTRIBUTE AUCTIONS显示文摘To eliminate computational problems involved in evaluating multi-attribute bids with differentmeasures,this article first normalizes each individual component of a bid,and then makes use ofthe weighted product method to present a new scoring function that converts each bid into a score.Twokinds of multi-attribute auction models are introduced in terms of scoring rules and bidding objectivefunctions.Equilibrium bidding strategies,procurer's revenue comparisons and optimal auction designare characterized in these two models.Finally,this article discusses some improvement of robustnessof our models,with respect to the assumptions. | Mingxi WANG Shulin LIU Shouyang WANG Kin Keung LAI | 2010 | Journal of Systems Science & Complexity2010，23，1： | 3 |
| 17 | A Hybrid Approach for Studying the Lead-Lag Relationships Between China’s Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events显示文摘 | WEI Yunjie WEI Qi WANG Shouyang LAI Kin Keung | 2018 | Journal of Systems Science & Complexity2018，31，3： | 3 |
| 18 | Study on the Intraday Pattern and the Dynamic Correlation Among Return,Volume and Open Interest——Evidence from Chinese Commodity Futures Markets显示文摘This paper uses minute by minute data series from Chinese commodity futures markets to study patterns of intraday effect and discovers the L pattern of absolute return and volume.It is different from stock market,which has a distinctive pattern of U-shaped.The financial market microstructure theory,traders' psychology and trading mechanism are applied to explain it.Then this paper studies the factors that influence volatility of return and the lagged orders.The results show that there is a bilateral Granger causality among any two of the absolute return,volume and open interest,and it is different from the empirical results of the stock market,in the sense that there is only a unilateral Granger causal relationship from volume to absolute return.The authors also analyze the dynamic relationship among these three factors.The empirical results tell that the influence of open interest on volatility of absolute return and volume is weak,and there is a strong correlation between absolute return and volume.Some investment suggestions are offered from the analysis mentioned above. | LIU Xiangli WANG Shouyang | 2015 | Journal of Systems Science & Complexity2015，28，1： | 3 |
| 19 | Evaluating the Role of International Trade in the Growth of China's CO_2 Emissions显示文摘International trade matters in assessing the extent of China’s responsibility for CO2 emissions.A determining factor is whether emissions are measured in production or in consumption terms.Based on a series of input-output tables,an empirical analysis is conducted to measure the impact of international trade on China’s emissions growth during the period 1997 to 2007.The authors also measure the impact on emissions of bilateral trade between China and US,European Union and Japan.As the largest of the developing countries,China has a trade surplus that can substantially influence its measured responsibility for emissions.The authors consider some policy implications for international negotiations to reduce global greenhouse gas emissions. | JIANG Xuemei LIU Yifang ZHANG Jin ZU Lei WANG Shouyang GREEN Christopher | 2015 | Journal of Systems Science & Complexity2015，28，4： | 3 |
| 20 | A Hierarchical Forecasting Model for China's Foreign Trade显示文摘Analyzing the underlying characteristics of trade values movements has attracted much attention in the domestic research.However,the proposed understanding of these characteristics is limited by the intrinsic complexity of the imports/exports.Since economic systems are naturally organized by hierarchies,a novel hierarchical model is proposed in this paper to forecast China's foreign trade.First,the foreign trade data are disaggregated from perspectives of trading partners and trading products,forming two independent hierarchical models with total exports and imports as target variables.Second,a bottom-up strategy is applied.All bottom time series are modelled by corresponding control variables according to trading theories.Forecasts for bottom time series are then combined to generate initial forecasts for total exports and imports.Finally,forecasts for total imports and exports from the two hierarchical models,plus a single VECM model are combined to generate final forecasts.Empirical experiments show that this proposed forecasting model approach significantly outperforms benchmark models and produces consistent forecasts for both total imports and exports or detailed items,which helps a lot for analyzing future trading structure evolution and making foreign trade policies. | SUN Yuying ZHANG Xun WANG Shouyang | 2020 | Journal of Systems Science & Complexity2020，33，3： | 3 |
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