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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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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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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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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