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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  
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  
Symbolic regression-based adaptive generation of implied volatility Journal article
Yen, Joseph, Qi, Yuan Yuan, Wong, Seng Fat, Zhou, Jiantao. Symbolic regression-based adaptive generation of implied volatility[J]. International Journal of Financial Engineering, 2022, 9(3), 27.
Authors:  Yen, Joseph;  Qi, Yuan Yuan;  Wong, Seng Fat;  Zhou, Jiantao
Favorite | TC[WOS]:0   IF:0.6/0.6 | Submit date：2022/08/26
Implied Volatility  Fpga  Finance  Machine Learning  Symbolic Regression.  
FPGA based Implied Volatility Calculation with Multi-section Method Conference paper
Wang, Su, Huan, Hongxin, Wong, Seng Fat, Yen, Joseph. FPGA based Implied Volatility Calculation with Multi-section Method[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 507-514.
Authors:  Wang, Su;  Huan, Hongxin;  Wong, Seng Fat;  Yen, Joseph
Favorite | TC[WOS]:1 TC[Scopus]:1 | Submit date：2022/08/26
Option Pricing  Implied Volatility  Black-scholes Method  Fpga  Multi-section Method  Heterogeneous Computing  
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:  Qi, Yuanyuan;  Guo, Guoxiang;  Wang, Yang;  Yen, Jerome
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2023/03/06
Machine Learning  Image Processing  Implied Volatility Analysis  
Do retail options traders know better about market volatility? Journal article
Cheny Chen, Ming-Hua Liu, Hoa Nguyen. Do retail options traders know better about market volatility?[J]. American Journal of Finance and Accounting, 2008, 1(1).
Authors:  Cheny Chen;  Ming-Hua Liu;  Hoa Nguyen
Favorite | TC[Scopus]:0 | Submit date：2019/09/10
Covered Warrants  Implied Volatility  Options Trading  Market Volatility  Hong Kong  Singapore  Retail Investors  Equity Warrants