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Bu Hui

PUBLICATIONS

Published Journal Paper

  1. [1]  Li, Yelin; Bu, Hui*; Li, Jiahong; Wu, Junjie. The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning[J]. International Journal of Forecasting. Accepted, 2020.5. (SSCI, 2018 IF 3.386, 5-Year IF 3.295, JCR Q1 Economics 40/363, Economics & Business ESI 108/652 Q1)

  2. [2] Bu Hui*, Yao Lei, Li Yingsen. The effects of CSI 300 ETFs on price discovery dynamics of stock index futures: Considering changes in trading mechanisms[J]. Journal of Econometrics and Finance, Forthcoming, June 2020. (Chinese Version)

  3. [3] Lei Wu, Hui Bu*. Evaluation of short selling: A state space approach from financial system engineering perspective[J]. Management Review. Accepted. May 21, 2020. (Chinese Version)

  4. [4] Junjie Wu, Guannan Liu, Jingyuan Wang, Yuan Zuo, Hui Bu, Hao Lin. Data Intelligence: Trends and Challenges[J]. Systems Engineering - Theory and Practice, Accepted, 2020.  (Chinese Version) (EI)

  5. [5] Hui Bu, Wenjin Tang, Junjie Wu*. Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method[J]. Economic Modelling, 2019, 81: 181-204. (SSCI, 2018 IF 2.056, 5-Year IF 2.188;2018 JCR Q2Economics 93/363, Economics & Business ESI 75/652 Q1)(Cited 1)

  6. [6] Hui Bu, Zheng Xie, Jiahong Li, Junjie Wu*. Investor sentiment and the predictability of stock returns:Evidence from Chinese stock market and online UGC[J]. Chinese Journal of Management Science, 2018, 21(4): 86-101. (Chinese Version) (CSSCI, Cited 27)

  7. [7] Hui Bu*. On backwardation and term structure of futures prices in Chinese copper futures market[J]. Journal of Systems Engineering, 2016, 31(2):191-226. (Chinese version) (CSCD, Cited 2)

  8. [8] Yi Xiao, John J. Liu*, Jin Xiao, Yi Hu, Hui Bu, Shouyang Wang. Application of multiscale analysis-based intelligent ensemble modeling on airport traffic forecast[J]. Transportation Letters-The International Journal of Transportation Research, 2015, 7(2): 73-79. (SCI, Cited 10)

  9. [9] Hui Bu*. Effect of inventory announcements on crude oil price volatility [J]. Energy Economics, 2014, 46: 485-494. (SSCI/ESI: WOS:000347579800042,2014 IF 2.862, 2018 IF 4.151, 5-Year IF 5.212, 2014 JCR Q1, Economics 26/333, Economics & Business ESI 36/589-Q1, Cited 32)

  10. [10] Hui Bu*, Li Pi. Does investor sentiment predict stock returns? The evidence from Chinese stock market[J]. Journal of Systems Science & Complexity, 2014, 27(1): 130-143. (SCIE,WOS:000331200200010, Q4, IF 0.542, Cited 18)

  11. [11] Hui Bu*, Xiaozhen Liang, Li Pi. A spatial statistics analysis on finance agglomeration and regional finance development disparities in China[J]. Systems Engineering - Theory and Practice, 2014, 34(5): 1171-1180. (Chinese version) (EI, Cited 27)

  12. [12] Xinwei Che, Hui Bu*, John J. Liu. A theoretical analysis of financial agglomeration in China based on information asymmetry[J]. Journal of Systems Science and Information, 2014, 2(2): 111-129. (Cited 2)

  13. [13] Xinwei Che, Hui Bu*, Xiaozhen Liang, Shuanhong Wang, Shouyang Wang. Theory of mechanism formation of finance agglomeration[J]. Journal of Management Sciences in China, 2012, 15(3): 16-29. (Chinese version) (CSSCI, Cited 114)

  14. [14] Wen Zhang, Jue Wang*, Hui Bu, Shouyang Wang. Multivariable model based on cross-correlogram for analyzing the change of relationship between factors and crude oil price during financial crisis[J], Systems Engineering - Theory and Practice, 2012, 32(6): 1166-1174. (Chinese version) (EI, Cited 16)

  15. [15] Hui Bu*, Yanan He. Price dynamics and volatility of crude oil futures market: Inventory information shocks and trading activities of non-commercial traders[J]. Systems Engineering - Theory and Practice, 2011, 31(4), 691-701. (Chinese version) (EI, Cited 18)

  16. [16] Hui Bu*. Price Dynamics and Speculators in Crude Oil Futures Market [J]. Systems Engineering Procedia, 2011, 2: 114-121. (Cited 14)

  17. [17] Xiaozhen Liang, Fengmei Yang, Hui Bu*, Xinwei Che, Shuanhong Wang. Study on the multilayer financial center system in China based on evaluation of urban financial competitiveness[J]. Systems Engineering - Theory and Practice, 2011, 31(10): 1847-1857. (Chinese version) (EI, Cited 63)

  18. [18] Wen Zhang, Hui Bu*, Shouyang Wang. Quarterly crude oil price forecasting system based on optimally selected model[J]. Journal of Systems Engineering, 2011, 26(1), 9-16, 30. (Chinese version) (CSCD, Cited 6)

  19. [19] Haibin Xie, Chong Chen, Hui Bu, Shouyang Wang*. Testing market responses under extreme risks[J]. Systems Engineering - Theory and Practice, 2011, 31(4), 650-655. (Chinese version) (EI, Cited 10)

  20. [20] Hui Bu, Shouyang Wang*. Empirical study of inflation-hedging characteristics of commodity futures and its portfolio in China [J]. Journal of Management Sciences in China, 2010, 13(9): 26-36. (Chinese version) (CSSCI, Cited 46)

  21. [21] Wenjie Wang, Hui Bu, Fengbin Lu*. Empirical Analysis of the Volatility of Shanghai Gold Futures Market under Global Financial Crisis[J]. Management Review, 2009, 21(2): 77-83. (Chinese version) (CSSCI, Cited 39)

  22. [22] Hui Bu, Yi Li, Shouyang Wang *. Relationship between funds and commodity futures prices: an empirical study based on soybean futures market[J]. Management Review, 2008, 20(5): 3-8. (Chinese version) (CSSCI, Cited 12)

  23. [23] Yi Li, Hui Bu, Shouyang Wang*. The relationship between funds and futures prices: an empirical study based on copper futures market[J]. Systems Engineering - Theory and Practice, 2008, 28(9): 10-19. (Chinese version) (EI, Cited 21)

  24. [24] Hui Bu, Yi Li, Rui-gang Chen, Qing-wei Liu, Shuan-hong Wang, Shou-yang Wang*.The construction of the commodity futures index and study of its functions[J]. Chinese Journal of Management Science, 2007, 15(4): 1-8. (Chinese version) (CSSCI, Cited 20)

  25. [25] Hui Bu, Yi Li, Shuanhong Wang, Shouyang Wang*, A comparison study on the international commodity index[J]. Management Review, 2007, 19(1): 3-8. (Chinese version) (CSSCI, Cited 17)

  26. [26] Yan Yan, Wei Xu, Hui Bu, Yang Song, Wen Zhang, Hong Yuan, Shouyang Wang*. Housing Price Forecasting Method Based on TEI@I Methodology[J]. Systems Engineering - Theory and Practice, 2007, 27(7): 1-9. (Chinese version & English version) (EI, Cited 68)

  27. [27] Li Yi, Yang Liexun, Chen Xiaojian, Chen Ruigang, Liu Qingwei, Wang Shuanhong, Bu Hui. Why did China′s Advantage Become Disadvantage in the "Soybean Event" of 2004?[J]. Management Review, 2006, 18(6), 37-42. (Chinese version) (CSSCI, Cited 10)

 Conference Paper

  1. [28] Hui Bu*, Lei Yao, Zhanjie Shen. What Make Investors Trade in Futures Market?[C]. The 8th International Conference on Futures and Other derivatives (ICFOD 2019), Oct. 19-20, 2019, Hangzhou, China.

  2. [29] Hui Bu*, Yuqiong Ji, Wenjin Tang. Futures Price Forecasting with Temporal Hierarchies[C]. The 8th International Conference on Futures and Other Derivatives (ICFOD 2019), Oct 19-20, 2019, Hangzhou, China.

  3. [30] Hui Bu, Wenjin Tang, Junjie Wu*. Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method[C]. FMA Asia/Pacific Conference 2019, July 10-12, Ho Chi Minh, Vietnam.

  4. [31] Chen C, Li Y, Bu H*, Wang J.Y., Wu, J., & Xiong, Z., Forecasting on Trading: A Parameter Adaptive Framework Based on Q-Iearning[C]//The 15th International Conference on Service Systems and Service Management (ICSSSM 2018). IEEE, 2018: 1-6. (EI: 20184105920767)

  5. [32] Chen Y, Wu J, Bu H.* Stock Market Embedding and Prediction: A Deep Learning Method[C]//The 15th International Conference on Service Systems and Service Management (ICSSSM 2018). IEEE, 2018: 1-6.EI20184105920882(Cited 2)

  6. [33] Hui Bu*, Yingsen Li. The monetary driving force in asset price and its impact channels[C]. The 16th International Conference of Financial System Engineering and Risk Management (FSERM’ 2018), 2018.10.13-14, Xiamen.

  7. [34] Li J, Bu H*, Wu J. Sentiment-aware stock market prediction: A deep learning method[C]//Service Systems and Service Management (ICSSSM), 2017 International Conference on. IEEE, 2017: 1-6. (EI:20173604119519, Cited 13)(Cited 30)

  8. [35] Li Y, Bu H*, Wu J. A two-stage multi-view prediction method for investment strategy[C]//Service Systems and Service Management (ICSSSM), 2017 International Conference on. IEEE, 2017: 1-6. EI20173604119520, Cited 1

  9. [36] Tang W, Bu H*. On building causal networks for Chinese stock market understanding[C]//Service Systems and Service Management (ICSSSM), 2017 International Conference on. IEEE, 2017: 1-6. EI20173604119521

  10. [37]  Zhang Y*, Bu H*. Can extracted sentimental features from stock forum account for the stock return?[C]//Service Systems and Service Management (ICSSSM), 2017 International Conference on. IEEE, 2017: 1-6. EI: 20173604119522)(Cited 1)

  11. [38] Li, Yelin, Junjie Wu, Hui Bu*. When quantitative trading meets machine learning: A pilot survey[C].  The 13th International Conference on Service Systems and Service Management (ICSSSM 2016), IEEE, 2016: 1-6. Kunming, 2016.  (EI: 20163702808589; Cited 8)

  12. [39] Hui Bu*; Wenjun Zhou; Yi Xiao; John J. Liu. An SSA-SARIMA method for double seasonal ARIMA model to forecast the demand for airline traffic[C], The Second International Conference on Forecasting Economic and Financial Systems, Beijing, China, Nov. 2015.

  13. [40] Hui Bu*, Li Pi. The effect of introduction of CSI 300 index futures on spot market [C]. The 9th International Conference of Financial System Engineering and Risk Management, Oct. 2011. The Forum of Financial Engineering of University of International Business and Economics, Dec. 2013.

  14. [41] Hui Bu, John J. Liu*, Gilbert Wang, Laser Yuan. Characteristics of Risk Contagion along an Industrial Chain: Empirical Evidences from Shipbuilding of China, Japan and South Korea[C]. INFORMS Annual Meeting 2013, Minneapolis of USA, Oct. 2013; Annual Conference of International Association of Transport, Trade and Service Studies (IATTSS2013) in Hong Kong, Nov. 2013.

  15. [42] Bo Wen, Xue Gong, Hui Bu, Lean Yu, Shouyang Wang*. Weekly crude oil futures price forecast based on trader positions of COT report [C]. Proceedings of the 2008 International Conference on e-Risk Management (IceRM 2008). Atlantis Press, 2008.