Similar Search Results

A stochastic dynamic programming based model for uncertain production planning of re-manufacturing system

Li, Congbo; Liu, Fei; Cao, Huajun; Wang, Qiulian - In: International journal of production research 47 (2009) 13, pp. 3657-3668

Persistent link: https://www.econbiz.de/10003890242

Control chart pattern recognition using an integrated model based on binary-tree support vector machine

Wu, Cang; Liu, Fei; Zhu, Bo - In: International journal of production research 53 (2015) 7, pp. 2026-2040

Persistent link: https://www.econbiz.de/10010510155

Ruin with insurance and financial risks following the least risky FGM dependence structure

Chen, Yiqing; Liu, Jiajun; Liu, Fei - In: Insurance / Mathematics & economics 62 (2015), pp. 98-106

Persistent link: https://www.econbiz.de/10011312084

Forecasting and Trading High Frequency Volatility on Large Indices

Liu, Fei - 2018

The present paper analyzes the forecastability and tradability of volatility on the large S&P500 index and the liquid SPY ETF, VIX index and VXX ETN. Even though there is already a huge array of literature on forecasting high frequency volatility, most publications only evaluate the forecast in...

Persistent link: https://www.econbiz.de/10012935482

Principles and algorithms for forecasting groups of time series : locality and globality

Montero-Manso, Pablo; Hyndman, Rob J.; Liu, Fei; Peng, Bin - 2020

Persistent link: https://www.econbiz.de/10012610903

Disentangling utilitarian and hedonic consumption behavior in online shopping : an expectation disconfirmation perspective

Liu, Fei; Lim, Eric T. K.; Li, Hongxiu; Tan, Chee-Wee; … - In: Information & management : the internat. journal of … 57 (2020) 3, pp. 1-34

Persistent link: https://www.econbiz.de/10012249153

Forecasting and trading high frequency volatility on large indices

Liu, Fei; Pantelous, Athanasios A.; Mettenheim, … - In: Quantitative finance 18 (2018) 5, pp. 737-748

Persistent link: https://www.econbiz.de/10011907914

Deep learning and technical analysis in cryptocurrency market

Goutte, Stéphane; Le, Hoang-Viet; Liu, Fei; … - In: Finance research letters 54 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014472779