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Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction Conference paper
Milan, 10-15 Jan. 2021
Authors:  Jiexia Ye;  Juanjuan Zhao;  Kejiang Ye;  Chengzhong Xu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/09/18
Gcn  Graph Convolutional Network  Gru  Relationship  Stock Movement  Stock Price  
Determinants of defaults on P2P lending platforms in China Journal article
International Review of Economics and Finance, 2021,Volume: 72,Page: 334-348
Authors:  Gao,M.;  Yen,J.;  Liu,M.
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/03/09
Decomposition methods  Default  Determinants  Failure prediction  Liquidity  Online P2P Lending platforms  Peer-to-peer lending  
Are crises sentimental? Journal article
International Journal of Finance and Economics, 2021,Volume: 26,Issue: 1,Page: 962-985
Authors:  Chen, Tao;  So, Erin P.K.;  Yan, Isabel K.M.
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/12/07
crisis prediction  financial crises  market sentiment  
Multi-source transfer learning with ensemble for financial time series forecasting Conference paper
Proceedings - 2020 IEEE/WIC/ACM International Joint Conference on Web Intelligence and Intelligent Agent Technology, WI-IAT 2020
Authors:  He, Qi Qiao;  Pang, Patrick Cheong Iao;  Si, Yain Whar
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/12/06
Artificial neural networks  Financial time series forecasting  Multi-source transfer learning  
Mining subsequent trend patterns from financial time series Journal article
International Journal of Wavelets, Multiresolution and Information Processing, 2020,Volume: 18,Issue: 3
Authors:  Wan,Yuqing;  Lau,Raymond Yiu Keung;  Si,Yain Whar
Favorite |  | TC[WOS]:1 TC[Scopus]:2 | Submit date:2021/03/11
chart patterns  financial time series  subsequent trend patterns  Technical analysis  
Does news affect disagreement in global markets? Journal article
Journal of Business Research, 2020,Volume: 109,Page: 174-183
Authors:  Chen, Tao
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2021/12/06
Asymmetric response  Disagreement  Global markets  Information  
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Journal article
Computers and Mathematics with Applications, 2020,Volume: 79,Issue: 2,Page: 440-456
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/03/09
Finite difference method  Finite moment log stable model  Preconditioner  Rainbow options pricing  Two-dimensional fractional partial differential equation  
Are Higher Co-Moments Priced? A Tale of Two Countries Journal article
Journal of Financial Studies, 2020
Authors:  Keith Lam;  Liang Dong;  Hung Wan Kot
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/14
Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models Journal article
Numerical Algorithms, 2020
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/09
Direct method  Implicit-explicit finite difference method  Multi-state European options pricing  Precondition  Tempered fractional partial differential equation  
A formal approach to candlestick pattern classification in financial time series Journal article
Applied Soft Computing Journal, 2019,Volume: 84
Authors:  Weilong Hu;  Yain-Whar Si;  Simon Fong;  Raymond Yiu Keung Lau
Favorite |  | TC[WOS]:5 TC[Scopus]:8 | Submit date:2021/03/09
Financial Time Series  Candlestick Chart Patterns  Formal Specifications  Pattern Matching  Stock Markets