UM

Browse/Search Results:  1-10 of 13 Help

Selected(0)Clear Items/Page:    Sort:
Market Sentiment Analysis Based on Image Processing With Put-Call Volatility Gap Surface Journal article
Qi, Yuanyuan, Guo, Guoxiang, Wang, Yang, Yen, Jerome. Market Sentiment Analysis Based on Image Processing With Put-Call Volatility Gap Surface[J]. IEEE Transactions on Computational Social Systems, 2024, 11(1), 267-281.
Authors:  Qi, Yuanyuan;  Guo, Guoxiang;  Wang, Yang;  Yen, Jerome
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:4.5/4.6 | Submit date:2023/01/30
Asset Movement Prediction  Deep Learning  Image Processing  Implied Volatility (Iv)  Market Sentiment  
The Potential of RISC-V Platform in Financial Computing on Option Pricing and Energy Efficiency Conference paper
Guoxiang Guo, Yuanyuan Qi, Minhao Zhu, Yang Wang, Jerome Yen. The Potential of RISC-V Platform in Financial Computing on Option Pricing and Energy Efficiency[C], 2024.
Authors:  Guoxiang Guo;  Yuanyuan Qi;  Minhao Zhu;  Yang Wang;  Jerome Yen
Adobe PDF | Favorite | TC[Scopus]:0 | Submit date:2024/09/12
Risc-v  Implied Volatility  Energy Efficiency  Heterogeneous Computing  
Suppressing Disproportionation Decomposition in Sn-Based Perovskite Light-Emitting Diodes Journal article
Guan, Xiang, Lu, Jianxun, Wei, Qi, Li, Yuqing, Meng, Yuanyuan, Lin, Kebin, Zhao, Yaping, Feng, Wenjing, Liu, Kaikai, Xing, Guichuan, Wei, Zhanhua. Suppressing Disproportionation Decomposition in Sn-Based Perovskite Light-Emitting Diodes[J]. ACS ENERGY LETTERS, 2023, 8(3), 1597-1605.
Authors:  Guan, Xiang;  Lu, Jianxun;  Wei, Qi;  Li, Yuqing;  Meng, Yuanyuan; et al.
Favorite | TC[WOS]:24 TC[Scopus]:26  IF:19.3/20.8 | Submit date:2023/04/03
The Latency Accuracy Trade-off and Optimization in Implied Volatility-based Trading System Journal article
GUO Guoxiang, QI Yuanyuan, LAI Sirui, LIU Zhi, YEN Joseph. The Latency Accuracy Trade-off and Optimization in Implied Volatility-based Trading System[J]. Expert System with Applications, 2023, 221, 119714.
Authors:  GUO Guoxiang;  QI Yuanyuan;  LAI Sirui;  LIU Zhi;  YEN Joseph
Favorite |  | Submit date:2023/08/15
The latency accuracy trade-off and optimization in implied volatility-based trading systems Journal article
Guo,Guoxiang, Qi,Yuanyuan, Lai,Sirui, Liu,Zhi, Yen,Joseph. The latency accuracy trade-off and optimization in implied volatility-based trading systems[J]. Expert Systems with Applications, 2023, 221, 119714.
Authors:  Guo,Guoxiang;  Qi,Yuanyuan;  Lai,Sirui;  Liu,Zhi;  Yen,Joseph
Favorite | TC[WOS]:0 TC[Scopus]:2  IF:7.5/7.6 | Submit date:2023/08/03
Implied Volatility  Latency Accuracy Balancing  Particle Swarm Optimization  System Optimization  
Self-Assembled Bilayer Microstructure Improves Quasi-2D Perovskite Light-Emitting Diodes Journal article
Tanghao Liu, Qi Wei, Songhua Cai, Bingchen He, Zhenhuang Su, Zhipeng Zhang, Yalan Zhang, Hua Zhou, Gang Wang, Yulan Huang, Jiahao Ren, Yuanyuan Zhou, Guichuan Xing. Self-Assembled Bilayer Microstructure Improves Quasi-2D Perovskite Light-Emitting Diodes[J]. Chemistry of Materials, 2022, 34(23), 10435-10442.
Authors:  Tanghao Liu;  Qi Wei;  Songhua Cai;  Bingchen He;  Zhenhuang Su; et al.
Favorite | TC[WOS]:3 TC[Scopus]:4  IF:7.2/8.4 | Submit date:2023/01/30
The Implied Volatility Surface Analysis Based Trading System Conference paper
Guoxiang Guo, Yuanyuan Qi, Sirui Lai, Jerome Yen. The Implied Volatility Surface Analysis Based Trading System[C]:IEEE, 2022, 296-300.
Authors:  Guoxiang Guo;  Yuanyuan Qi;  Sirui Lai;  Jerome Yen
Favorite | TC[Scopus]:0 | Submit date:2023/03/06
Algo-trading  Iv Surface  Market Forecast  Svr  
Secondary organic aerosol formed by condensing anthropogenic vapours over China’s megacities Journal article
Nie, Wei, Yan, Chao, Huang, Dan Dan, Wang, Zhe, Liu, Yuliang, Qiao, Xiaohui, Guo, Yishuo, Tian, Linhui, Zheng, Penggang, Xu, Zhengning, Li, Yuanyuan, Xu, Zheng, Qi, Ximeng, Sun, Peng, Wang, Jiaping, Zheng, Feixue, Li, Xiaoxiao, Yin, Rujing, Dallenbach, Kaspar R., Bianchi, Federico, Petäjä, Tuukka, Zhang, Yanjun, Wang, Mingyi, Schervish, Meredith, Wang, Sainan, Qiao, Liping, Wang, Qian, Zhou, Min, Wang, Hongli, Yu, Chuan, Yao, Dawen, Guo, Hai, Ye, Penglin, Lee, Shuncheng, Li, Yong Jie, Liu, Yongchun, Chi, Xuguang, Kerminen, Veli Matti, Ehn, Mikael, Donahue, Neil M., Wang, Tao, Huang, Cheng, Kulmala, Markku, Worsnop, Douglas, Jiang, Jingkun, Ding, Aijun. Secondary organic aerosol formed by condensing anthropogenic vapours over China’s megacities[J]. Nature Geoscience, 2022, 15(4), 255-261.
Authors:  Nie, Wei;  Yan, Chao;  Huang, Dan Dan;  Wang, Zhe;  Liu, Yuliang; et al.
Favorite | TC[WOS]:88 TC[Scopus]:88  IF:15.7/18.8 | Submit date:2022/05/04
Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model Conference paper
Xu, Shaowei, Huan, Hongxin, Qi, Yuanyuan, Guo, Guoxiang, Yen, Jerome. Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 662-667.
Authors:  Xu, Shaowei;  Huan, Hongxin;  Qi, Yuanyuan;  Guo, Guoxiang;  Yen, Jerome
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date:2023/03/06
Asset Movement Prediction  Stochastic Volatility Model  Sabr Volatility Model  Machine Learning  
Image Processing Based Implied Volatility Surface Analysis for Asset movement Forecasting Conference paper
Qi, Yuanyuan, Guo, Guoxiang, Wang, Yang, Yen, Jerome. Image Processing Based Implied Volatility Surface Analysis for Asset movement Forecasting[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 642-649.
Authors:  ; et al.
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date:2023/03/06
Machine Learning  Image Processing  Implied Volatility Analysis