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Machine learning-based analysis of volatility quantitative investment strategies for American financial stocks Journal article
Yan, Keyue, Li, Ying. Machine learning-based analysis of volatility quantitative investment strategies for American financial stocks[J]. Quantitative Finance and Economics, 2024, 8(2), 364-386.
Authors:  Yan, Keyue;  Li, Ying
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:3.2/2.2 | Submit date：2024/07/04
Machine Learning  Quantitative Investment  Time Series  Volatility Prediction  
Machine learning-based quantitative trading strategies across different time intervals in the American market Journal article
Wang, Yimeng, Yan, Keyue. Machine learning-based quantitative trading strategies across different time intervals in the American market[J]. Quantitative Finance and Economics, 2023, 7(4), 569-594.
Authors:  Wang, Yimeng;  Yan, Keyue
Favorite | TC[WOS]:3 TC[Scopus]:5  IF:3.2/2.2 | Submit date：2024/02/22
Machine Learning  Moving Average  Quantitative Trading  Stock Price Prediction  
Bootstrapping Realized Laplace Transform of Volatility Journal article
Ulrich Hounyo, Zhi Liu, Rasmus Tangsgaard Varneskov. Bootstrapping Realized Laplace Transform of Volatility[J]. Quantitative Economics, 2023, 14(3), 1059-1103.
Authors:  Ulrich Hounyo;  Zhi Liu;  Rasmus Tangsgaard Varneskov
Favorite |   IF:1.9/2.4 | Submit date：2023/08/15
Bootstrapping Laplace transforms of volatility Journal article
Hounyo, Ulrich, Liu, Zhi, Varneskov, Rasmus T.. Bootstrapping Laplace transforms of volatility[J]. Quantitative Economics, 2023, 14(3), 1059-1103.
Authors:  Hounyo, Ulrich;  Liu, Zhi;  Varneskov, Rasmus T.
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:1.9/2.4 | Submit date：2023/09/25
Bootstrap  C14  C15  Edgeworth Expansions  G1  High-frequency Data  Higher-order Refinements  Itô Semimartingales  Realized Laplace Transform  Spot Measure Inference