English | 繁體

Search in the results

UM

Browse/Search Results:  1-10 of 29 Help

Selected(0)Clear Items/Page:    Sort:
On the optimal forecast with the fractional Brownian motion Journal article
Wang, Xiaohu, Yu, Jun, Zhang, Chen. On the optimal forecast with the fractional Brownian motion[J]. Quantitative Finance, 2024, 24(2), 337-346.
Authors:  Wang, Xiaohu;  Yu, Jun;  Zhang, Chen
Favorite | TC[WOS]:2 TC[Scopus]:3  IF:1.5/2.2 | Submit date：2024/05/16
Conditional Expectation  Fractional Brownian Motion  Optimal Forecast  
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  
High-dimensional sparse index tracking based on a multi-step convex optimization approach Journal article
Shi Fangquan, Shu Lianjie, Luo Yiling, Huo Xiaoming. High-dimensional sparse index tracking based on a multi-step convex optimization approach[J]. Quantitative Finance, 2023, 23(9), 1361-1372.
Authors:  Shi Fangquan;  Shu Lianjie;  Luo Yiling;  Huo Xiaoming
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:1.5/2.2 | Submit date：2023/08/15
Finance  Index Tracking  Sparsity  Cardinality  Lasso  
CEO Marital Status and Corporate Tax Planning Behavior Journal article
Liu, M-H., Tian, S., Zhang, Y.. CEO Marital Status and Corporate Tax Planning Behavior[J]. Review of Quantitative Finance and Accounting, 2023, 61(4), 1207 - 1242.
Authors:  Liu, M-H.;  Tian, S.;  Zhang, Y.
Favorite | TC[WOS]:4 TC[Scopus]:3  IF:1.9/2.1 | Submit date：2023/08/01
Aggressive Tax Planning  Ceo  Marital Status  
Air pollution and innovation-evidence from quasi-natural experiment of China’s Huai River policy Journal article
Zhuo Qiao, Zhaohua Li, Yanzhi Wang. Air pollution and innovation-evidence from quasi-natural experiment of China’s Huai River policy[J]. Review of Quantitative Finance and Accounting, 2022, 60(2), 425-443.
Authors:  Zhuo Qiao;  Zhaohua Li;  Yanzhi Wang
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:1.9/2.1 | Submit date：2023/01/30
Air Pollution  Huai River  Innovation  Patent  Regression Discontinuity  
Capturing the straw in the wind: do short sellers trade on customer information? Journal article
Haw, In Mu, Wang, Wenming, Zhang, Wenlan, Zhang, Xu. Capturing the straw in the wind: do short sellers trade on customer information?[J]. Review of Quantitative Finance and Accounting, 2022, 58(4), 1363-1394.
Authors:  Haw, In Mu;  Wang, Wenming;  Zhang, Wenlan;  Zhang, Xu
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:1.9/2.1 | Submit date：2022/05/13
Short Selling  Supplier–customer Relationship  Earnings Announcement  Information Environment  Public Information  Private Information  
Capturing the straw in the wind: do short sellers trade on customer information? Journal article
Haw, In-Mu, Wang, Wenming, Zhang, Wenlan, Zhang Xu(張旭). Capturing the straw in the wind: do short sellers trade on customer information?[J]. Review of Quantitative Finance and Accounting, 2022, 58(4), 1363–1394.
Authors:  Haw, In-Mu;  Wang, Wenming;  Zhang, Wenlan;  Zhang Xu(張旭)
Adobe PDF | Favorite | TC[WOS]:1 TC[Scopus]:1  IF:1.9/2.1 | Submit date：2022/08/17
Short Selling  Supplier–customer Relationship  Earnings Announcement  Information Environment  Public Information  Private Information  
Maintaining cost and ruin probability Journal article
Karathanasopoulos, Andreas, Lo, Chia Chun, Ma, Xiaorong, Qin, Zhenjiang. Maintaining cost and ruin probability[J]. Review of Quantitative Finance and Accounting, 2021, 57(2), 759-793.
Authors:  Karathanasopoulos, Andreas;  Lo, Chia Chun;  Ma, Xiaorong;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:1.9/2.1 | Submit date：2021/12/08
Maintaining Cost  Ruin Probability  Fixed Cost  Charitable Trust  Permanent Operability  
CEO overconfidence and the level of short-selling activity Journal article
Guan, Jieqi, Lam, Brian M., Lam, Ching Chi, Liu, Ming. CEO overconfidence and the level of short-selling activity[J]. Review of Quantitative Finance and Accounting, 2021, 58(2), 685-708.
Authors:  Guan, Jieqi;  Lam, Brian M.;  Lam, Ching Chi;  Liu, Ming
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:1.9/2.1 | Submit date：2022/03/04
Ceo Overconfidence  Dividend Payout  Financial Constraint  Product Market Competition  Short Interest  Short-selling