Yanlin Shi

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 9

Top Topics

Exponential Smoothing

Unsupervised Word Sense Disambiguation

State Space Model

Top Venues

Ann. Oper. Res.

J. Oper. Res. Soc.

Oper. Res. Lett.

Publications

Le Chang, Yanlin Shi
A discussion on the robust vector autoregressive models: novel evidence from safe haven assets. Ann. Oper. Res. 339 (3) (2024)
Yanlin Shi
A simulation study on the Markov regime-switching zero-drift GARCH model. Ann. Oper. Res. 330 (1) (2023)
Caixia Zhang, Yanlin Shi
Modeling Long Memory and Regime Switching with an MRS-FIEGARCH Model: A Simulation Study. Axioms 12 (5) (2023)
Yanlin Shi
A closed-form solution for the stochastic volatility model with applications on international stock markets. J. Oper. Res. Soc. 74 (4) (2023)
Yanlin Shi, Qingjin Peng
Conceptual design of product structures based on WordNet hierarchy and association relation. J. Intell. Manuf. 34 (6) (2023)
Yanlin Shi
Long memory and regime switching in the stochastic volatility modelling. Ann. Oper. Res. 320 (2) (2023)
Yanlin Shi
Forecasting mortality rates with the penalized exponential smoothing state space model. J. Oper. Res. Soc. 73 (5) (2022)
Yanlin Shi, Qingjin Peng
Enhanced customer requirement classification for product design using big data and improved Kano model. Adv. Eng. Informatics 49 (2021)
Le Chang, Yanlin Shi
Does Bitcoin dominate the price discovery of the Cryptocurrencies market? A time-varying information share analysis. Oper. Res. Lett. 48 (5) (2020)