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Clustering Structure of Microstructure Measures
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Clustering Structure of Microstructure Measures

Liao Zhu
Ningning Sun
M. Wells
ArXiv (abs)PDFHTML

Papers citing "Clustering Structure of Microstructure Measures"

10 / 10 papers shown
Title
Two ways towards combining Sequential Neural Network and Statistical Methods to Improve the Prediction of Time Series
Two ways towards combining Sequential Neural Network and Statistical Methods to Improve the Prediction of Time Series
Jingwei Li
AI4TS
81
2
0
30 Sep 2021
The Adaptive Multi-Factor Model and the Financial Market
The Adaptive Multi-Factor Model and the Financial Market
Liao Zhu
30
13
0
30 Jul 2021
A News-based Machine Learning Model for Adaptive Asset Pricing
A News-based Machine Learning Model for Adaptive Asset Pricing
Liao Zhu
Haoxuan Wu
M. Wells
AIFin
50
12
0
13 Jun 2021
A Subspace-based Approach for Dimensionality Reduction and Important Variable Selection
A Subspace-based Approach for Dimensionality Reduction and Important Variable Selection
Didi Bo
Hoon Hwangbo
Vinit Sharma
C. Arndt
S. TerMaath
104
3
0
03 Jun 2021
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model
Liao Zhu
R. Jarrow
M. Wells
36
14
0
09 Nov 2020
Matrix Completion with Quantified Uncertainty through Low Rank Gaussian Copula
Matrix Completion with Quantified Uncertainty through Low Rank Gaussian Copula
Yuxuan Zhao
Madeleine Udell
101
23
0
18 Jun 2020
Efficient Clustering for Stretched Mixtures: Landscape and Optimality
Efficient Clustering for Stretched Mixtures: Landscape and Optimality
Kaizheng Wang
Yuling Yan
Mateo Díaz
39
13
0
22 Mar 2020
FrequentNet: A Novel Interpretable Deep Learning Model for Image Classification
FrequentNet: A Novel Interpretable Deep Learning Model for Image Classification
Yifei Li
Kuangyan Song
Yiming Sun
Liao Zhu
VLMFAtt
52
10
0
04 Jan 2020
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
Liao Zhu
Sumanta Basu
R. Jarrow
M. Wells
61
23
0
23 Apr 2018
Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control
Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control
A. PrashanthL.
Cheng Jie
Michael Fu
Steve Marcus
Csaba Szepesvári
83
91
0
08 Jun 2015

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