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A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options Journal article
Zhuang, Jirong, Ding, Deng, Lu, Weiguo, Wu, Xuan, Yuan, Gangnan. A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options[J]. Computational Economics, 2025.
Authors:  Zhuang, Jirong;  Ding, Deng;  Lu, Weiguo;  Wu, Xuan;  Yuan, Gangnan
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.9/1.8 | Submit date：2025/01/22
Deep Kernel Learning  Gaussian Process  High-dimensional American Option  Machine Learning  Regression Based Monte Carlo Method  
Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors Journal article
Aijun Yang, Ju Xiang, Lianjie Shu, Hongqiang Yang. Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors[J]. COMPUTATIONAL ECONOMICS, 2018, 51(2), 323-338.
Authors:  Aijun Yang;  Ju Xiang;  Lianjie Shu;  Hongqiang Yang
Favorite | TC[WOS]:4 TC[Scopus]:3  IF:1.9/1.8 | Submit date：2018/10/30
Sparse Bayesian Variable Selection  Correlation Prior  Highly Correlated Predictors  Out-of-sample Forecasting  
A Model of Stock Manipulation Ramping Tricks Journal article
K Liu, KK Lai, J Yen, Q Zhu. A Model of Stock Manipulation Ramping Tricks[J]. COMPUTATIONAL ECONOMICS, 2015, 45(1), 135-150.
Authors:  K Liu;  KK Lai;  J Yen;  Q Zhu
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:1.9/1.8 | Submit date：2019/12/10
Trading Behavior  Stock Manipulation  Financial Market  Ramping Tricks