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Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载:125/0  |  提交时间:2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
High-Frequency Positive Feedback Trading and Market Quality: Evidence from China's Stock Market 期刊论文
INTERNATIONAL REVIEW OF FINANCE, 2017, 卷号: 17, 期号: 4, 页码: 493-523
作者:  Wan, Die;  Yang, Xiaoguang
收藏  |  浏览/下载:139/0  |  提交时间:2018/07/30
A comparison of two Stokes ice sheet models applied to the Marine Ice Sheet Model Intercomparison Project for plan view models (MISMIP3d) 期刊论文
CRYOSPHERE, 2017, 卷号: 11, 期号: 1, 页码: 179-190
作者:  Zhang, Tong;  Price, Stephen;  Ju, Lili;  Leng, Wei;  Brondex, Julien;  Durand, Gael;  Gagliardini, Olivier
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
Asymmetric information, heterogeneous prior beliefs, and public information 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2016, 卷号: 46, 页码: 100-120
作者:  Gong, Fuzhou;  Liu, Hong
收藏  |  浏览/下载:123/0  |  提交时间:2018/07/30
Public disclosure  Insider trading  Price discovery  Heterogeneous prior beliefs  Granger causality  
Thermomechanically coupled modelling for land-terminating glaciers: a comparison of two-dimensional, first-order and three-dimensional, full-Stokes approaches 期刊论文
JOURNAL OF GLACIOLOGY, 2015, 卷号: 61, 期号: 228, 页码: 702-712
作者:  Zhang, Tong;  Ju, Lili;  Leng, Wei;  Price, Stephen;  Gunzburger, Max
收藏  |  浏览/下载:152/0  |  提交时间:2018/07/30
glacier flow  ice dynamics