Shiyi Chen

Fudan University

Beijing West District Baiyun Load 10th

Shanghai, 100045

China

SCHOLARLY PAPERS

10

DOWNLOADS

395

SSRN CITATIONS
Rank 45,929

SSRN RANKINGS

Top 45,929

in Total Papers Citations

8

CROSSREF CITATIONS

7

Scholarly Papers (10)

1.

Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns

Computational Statistics, Vol. 30, No. 3, 2015
Number of pages: 23 Posted: 02 Mar 2016
Fudan University, Kyungpook National University and Blockchain Research Center
Downloads 109 (303,413)

Abstract:

Loading...

Recurrent support vector regression, Non-linear ARMA, Financial forecasting

2.

Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns

SFB 649 Discussion Paper 2008-014
Number of pages: 27 Posted: 09 Jan 2017
Fudan University, Kyungpook National University and Blockchain Research Center
Downloads 102 (317,458)
Citation 4

Abstract:

Loading...

recurrent support vector regression, GARCH model, volatility forecasting

3.

The Influence of Oil Price Shocks on China's Macroeconomy: A Perspective of International Trade

Number of pages: 29 Posted: 24 Jul 2015 Last Revised: 06 Jun 2016
Fudan University, Fudan University and Blockchain Research Center
Downloads 77 (377,512)

Abstract:

Loading...

Oil price shocks, International trade, China’s macro-economy

4.

Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk

Number of pages: 51 Posted: 24 Jul 2015
Shiyi Chen, Wolfgang K. Härdle and Wang Li
Fudan University, Blockchain Research Center and Fudan University
Downloads 56 (445,343)
Citation 4

Abstract:

Loading...

Total Factor Efficiency, Unbalanced Development, Shadow Banking, Global SBM

5.

Estimation of Default Probabilities with Support Vector Machines

SFB 649 Discussion Paper 2006-077
Number of pages: 43 Posted: 09 Jan 2017
Fudan University, Blockchain Research Center and German Institute for Economic Research (DIW Berlin)
Downloads 41 (506,812)
Citation 7

Abstract:

Loading...

Support Vector Machine, Bankruptcy, Default Probabilities Prediction, Expected Profitability, CAPM.

6.

Dynamic Activity Analysis Model Based Win-Win Development Forecasting Under the Environmental Regulation in China

SFB 649 Discussion Paper 2012-002
Number of pages: 23 Posted: 07 Jan 2017
Shiyi Chen and Wolfgang K. Härdle
Fudan University and Blockchain Research Center
Downloads 7 (724,103)
Citation 6

Abstract:

Loading...

Dynamic Activity Analysis Model, Energy-Saving and Emission-Abating, Environmental Regulation, Win-Win Development

7.

The Abatement of Carbon Dioxide Intensity in China: Factors Decomposition and Policy Implications

The World Economy, Vol. 34, Issue 7, pp. 1148-1167, 2011
Number of pages: 20 Posted: 24 Jul 2011
Shiyi Chen
Fudan University
Downloads 2 (765,018)
  • Add to Cart

Abstract:

Loading...

8.

Assessment of Local Public Finance Performance in China When Undesirable Fiscal Phenomena are Taken into Account

China & World Economy, Vol. 20, Issue 6, pp. 82-101, 2012
Number of pages: 20 Posted: 07 Dec 2012
Shujian Zhang, Jun Zhang and Shiyi Chen
affiliation not provided to SSRN, Fudan University - China Center for Economic Studies (CCES) and Fudan University
Downloads 1 (776,594)
  • Add to Cart

Abstract:

Loading...

efficiency scores, fiscal decentralization, local governments, public finance performance, undesirable outputs

9.

What is the Potential Impact of a Taxation System Reform on Carbon Abatement and Industrial Growth in China?

Economic Systems, Vol. 37, No. 3, 2013
Posted: 13 Oct 2015
Shiyi Chen
Fudan University

Abstract:

Loading...

Environmental taxation system, Industrial carbon tax, Marginal abatement cost, Economic and environmental influence

10.

Energy Consumption and Carbon Emission Based Industrial Productivity in China: A Sustainable Development Analysis

Review of Development Economics, Vol. 17, Issue 4, pp. 644-661, 2013
Number of pages: 18 Posted: 18 Oct 2013
United Nations - Conference on Trade and Development (UNCTAD) and Fudan University
Downloads 0 (793,642)
  • Add to Cart

Abstract:

Loading...