Qifa Xu (0000-0001-7476-4511)

Personal information

No personal information available

Biography

Qifa Xu is a professor of Management at the Hefei University of Technology of China. He received his Ph.D. from the Tianjin University of China in 2006. He has held visiting position of statistics at the Florida State University from May, 2012 to May, 2013. His research interests are in the fields of time series analysis, applied statistics and applied econometrics. Some of his recent research focused on financial econometrics and quantile regression.

Activities

Collapse all

Enhancing Multivariate Time Series Anomaly Detection With an Inference Stacked Recurrent-Autoencoder in Strong Mechanistic Contexts

IEEE Transactions on Industrial Informatics

2025-02 | Journal article

DOI: 10.1109/TII.2024.3485808

Contributors: Tianming Xie; Zhiwei Gao; Qifa Xu; Cuixia Jiang; Aihua Zhang

Qifa Xu

https://orcid.org/0000-0001-7476-4511

Personal information

Biography

Activities

Works (44)

Enhancing Multivariate Time Series Anomaly Detection With an Inference Stacked Recurrent-Autoencoder in Strong Mechanistic Contexts

A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings

A Robust Anomaly Detection Model for Pumps Based on the Spectral Residual With Self-Attention Variational Autoencoder

Adaptive Working Condition Recognition With Clustering-Based Contrastive Learning for Unsupervised Anomaly Detection

Remaining Useful Life Prediction Via Interactive Attention-Based Deep Spatio-Temporal Network Fusing Multisource Information

China's risk contagion using the mixed-frequency macro-financial network

Does environmental protection tax impact corporate ESG greenwashing? A quasi-natural experiment in China

Data-driven predictive maintenance framework considering the multi-source information fusion and uncertainty in remaining useful life prediction

Can we rest easy under the registration-based IPO reform? Evidence from the Chinese growth enterprise market

An unrestricted MIDAS ordered logit model with applications to credit ratings

Deep factor asset pricing with policy guidance based on multi-source heterogeneous information

The role of long‐ and short‐run correlation networks in international portfolio selection

The determinants and consequences of firms’ boilerplate answers: Evidence from online interactive platforms in China

Anomaly detection for multivariate times series through the multi-scale convolutional recurrent variational autoencoder

The impact of social media input intensity on reward-based crowdfunding performance: evidence from China

Few-shot fault diagnosis of rotating machinery with two-branch prototypical networks

Ordinal few-shot learning with applications to fault diagnosis of offshore wind turbines

The role of tail network topological characteristic in portfolio selection: A TNA‐PMC model

Dissecting click farming on the Taobao platform in China via PU learning and weighted logistic regression

A novel UMIDAS-SVQR model with mixed frequency investor sentiment for predicting stock market volatility

An artificial neural network for mixed frequency data

Does automatic bidding mechanism affect herding behavior? Evidence from online P2P lending in China

Expectile regression neural network model with applications

A large CVaR-based portfolio selection model with weight constraints

Reanalysis of Phillips curve in China through output gap: evidence from quantile regression

An applicability study of Kuznets curve in China: based on the method of quantile regression

Quantile regression analysis of food consumption behavior among urban and rural residents in China

Fund style analysis and performance evaluation based on quantile regression approach

Research on urban-rural difference of higher education opportunities: empirical results throught O-B decomposition of binary choice

Ownership segment’ industrial choice and wage difference

A power load probability density forecasting method based on RBF neural network quantile regression

Quantile partial adjustment model and its application

Income growth, inequality and poverty reduction

Dynamic portfolio analysis for higher moments based on multi-objective programming and utility theory

Multiresolution cointegration and error correction model

Expansion of modeling theory and method for cointegration based on wavelet multiresolution analysis

Research on multiresolution recognition of risk and portfolio for financial assets

Conditional higher moments risk and dynamic portfolio in financial markets

Multivariate conditional higher moments volatility modeling

Research on multiresolution persistence and common persistence

Modeling and application of higher moments volatility

Research on Box-Cox-SV model and its abilities to describe financial time series

Persistence of vector FIGARCH process

Short-term cascaded hydroelectric system scheduling based on chaotic particle wwarm optimization using improved Logistic map

Peer review (11 reviews for 7 publications/grants)