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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  
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  
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]:0 TC[Scopus]:0 | 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]:7 | Submit date:2021/03/09
Financial Time Series  Candlestick Chart Patterns  Formal Specifications  Pattern Matching  Stock Markets  
Unpredictable and competitive cues affect prosocial behaviors and judgments Journal article
Personality and individual differences, 2019,Volume: 138,Page: 203-211
Authors:  Zhu, Nan;  Skyler T. Hawk;  Lei Chang
Adobe PDF | Favorite |  | TC[WOS]:7 TC[Scopus]:5 | Submit date:2019/01/17
Altruism  Social Competition  Environmental Unpredictability  Prosocial Judgment  Prosociality  
Round-number biases on trading time: Evidence from international markets Conference paper
proceedings of The 3rd Sydney Banking and Financial Stability Conference 2019, Sydney, Australia, Wed, 27 - Fri, 29 Nov 2019
Authors:  TaoChen
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/02
Round-number Bias  Behavioral Finance  Global Market  Informed Trading  
The price impact of trade-size clustering: Evidence from an intraday analysis Journal article
JOURNAL OF BUSINESS RESEARCH, 2019,Volume: 101,Page: 300-314
Authors:  Chen, Tao
Favorite |  | TC[WOS]:5 TC[Scopus]:6 | Submit date:2019/12/02
Trade Size  Non-round Size  Price Impact  Clustering