
魏云捷,助理研究員
人工智能、宏觀經(jīng)濟(jì)分析與預(yù)測(cè)、外匯市場(chǎng)分析與預(yù)測(cè)
獲得中國(guó)科學(xué)院大學(xué)和香港城市大學(xué)雙博士學(xué)位。主要研究方向?yàn)楹暧^經(jīng)濟(jì)分析與預(yù)測(cè)、外匯市場(chǎng)的分析與預(yù)測(cè)等。在相關(guān)領(lǐng)域重要學(xué)術(shù)期刊發(fā)表論文十余篇,包括Appiled Energy, IEEE Transactions on Systems, Man and Cybernetics: Systems等。參與9項(xiàng)中科院重大項(xiàng)目、外管局、商務(wù)部、人民銀行等部委委托項(xiàng)目。作為主筆完成的多篇政策研究報(bào)告得到了中央領(lǐng)導(dǎo)人的重要批示,部分政策建議被商務(wù)部、央行及國(guó)家外匯管理局所采納,有效地支持了國(guó)家高層決策。
【代表性論文】
[1] "A Clustering-based Nonlinear Ensemble Approach for Exchange Rates Forecasting", IEEE Transactions on Systems, Man and Cybernetics: Systems, 2018.
[2] "A Hybrid Approach for Studying the Lead-lag Relationships between China’s Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events", Journal of Systems Science and Complexity, 2018, 31(3): 734-749.
[3] "A New Dynamic Integrated Approach for Wind Speed Forecasting in China",Applied Energy, 2017, 197:151-162.