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The reinforcement learning Kelly strategy
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1445-1464
Persistent link: https://www.econbiz.de/10013367919
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A neural network enhanced volatility component model
Zhai, Jia
;
Cao, Yi
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
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3
The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong
;
Ahmed, Shamim
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529
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4
Neural network-based automatic factor construction
Fang, Jie
;
Lin, Jianwu
;
Xia, Shutao
;
Xia, Zhikang
;
Hu, …
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2101-2114
Persistent link: https://www.econbiz.de/10012313587
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5
Bubbles and dependence between international equity markets
Ye, Wuyi
;
Gao, Lingbo
;
Liu, Xiaoquan
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 119-138
Persistent link: https://www.econbiz.de/10014551948
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