Clustering Structure of Microstructure Measures

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Clustering Structure of Microstructure Measures

5 July 2021

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Papers citing "Clustering Structure of Microstructure Measures"

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Title
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 Liao Zhu 30 13 0 30 Jul 2021
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 Didi Bo Hoon Hwangbo Vinit Sharma C. Arndt S. TerMaath 106 3 0 03 Jun 2021
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 Yuxuan Zhao Madeleine Udell 101 23 0 18 Jun 2020
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 Yifei Li Kuangyan Song Yiming Sun Liao Zhu VLM FAtt 52 10 0 04 Jan 2020
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 A. PrashanthL. Cheng Jie Michael Fu Steve Marcus Csaba Szepesvári 83 91 0 08 Jun 2015