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He, Xue-zhong
22536
results:
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1
Ambiguous price formation:
Aliyev, Nihad
;
He, Xue-Zhong
Journal of Mathematical Economics. 106 (2023) - p. 102842 , 2023
Link:
https://doi.org/10.1016/..
?
2
Reinforcement Learning Equilibrium in Limit Order Markets:
He, Xue-Zhong
;
Lin, Shen
Journal of Economic Dynamics and Control. 144 (2022) - p. 104497 , 2022
Link:
https://doi.org/10.1016/..
?
3
Social interaction, volatility clustering, and momentum:
He, Xue-Zhong
;
Li, Kai
;
Santi, Caterina
.
Journal of Economic Behavior & Organization. 203 (2022) - p. 125-149 , 2022
Link:
https://doi.org/10.1016/..
?
4
Machine learning and speed in high-frequency trading:
Arifovic, Jasmina
;
He, Xue-zhong
;
Wei, Lijian
Journal of Economic Dynamics and Control. 139 (2022) - p. 104438 , 2022
Link:
https://doi.org/10.1016/..
?
5
Cross-section instability in financial markets: impatience,..:
Dieci, Roberto
;
He, Xue-Zhong
Decisions in Economics and Finance. 44 (2021) 2 - p. 727-754 , 2021
Link:
https://doi.org/10.1007/..
?
6
Heterogeneous agent models in financial markets: A nonlinea..:
He, Xue-Zhong
;
Li, Youwei
;
Zheng, Min
International Review of Financial Analysis. 62 (2019) - p. 135-149 , 2019
Link:
https://doi.org/10.1016/..
?
7
Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang..:
He, Xue-Zhong
Computational Economics. 53 (2018) 4 - p. 1397-1401 , 2018
Link:
https://doi.org/10.1007/..
?
8
Asset allocation with time series momentum and reversal:
He, Xue-Zhong
;
Li, Kai
;
Li, Youwei
Journal of Economic Dynamics and Control. 91 (2018) - p. 441-457 , 2018
Link:
https://doi.org/10.1016/..
?
9
Index portfolio and welfare analysis under heterogeneous be..:
He, Xue-Zhong
;
Shi, Lei
Journal of Banking & Finance. 75 (2017) - p. 64-79 , 2017
Link:
https://doi.org/10.1016/..
?
10
The effect of genetic algorithm learning with a classifier ..:
Wei, Lijian
;
Xiong, Xiong
;
Zhang, Wei
..
Engineering Applications of Artificial Intelligence. 65 (2017) - p. 436-448 , 2017
Link:
https://doi.org/10.1016/..
?
11
Prediction market prices under risk aversion and heterogene..:
He, Xue-Zhong
;
Treich, Nicolas
Journal of Mathematical Economics. 70 (2017) - p. 105-114 , 2017
Link:
https://doi.org/10.1016/..
?
12
The adaptiveness in stock markets: testing the stylized fac..:
He, Xue-Zhong
;
Li, Youwei
Journal of Evolutionary Economics. 27 (2017) 5 - p. 1071-1094 , 2017
Link:
https://doi.org/10.1007/..
?
13
A behavioural model of investor sentiment in limit order ma..:
Chiarella, Carl
;
He, Xue-Zhong
;
Shi, Lei
.
Quantitative Finance. 17 (2016) 1 - p. 71-86 , 2016
Link:
https://doi.org/10.1080/..
?
14
Volatility clustering: A nonlinear theoretical approach:
He, Xue-Zhong
;
Li, Kai
;
Wang, Chuncheng
Journal of Economic Behavior & Organization. 130 (2016) - p. 274-297 , 2016
Link:
https://doi.org/10.1016/..
?
15
Trading heterogeneity under information uncertainty:
He, Xue-Zhong
;
Zheng, Huanhuan
Journal of Economic Behavior & Organization. 130 (2016) - p. 64-80 , 2016
Link:
https://doi.org/10.1016/..
1-15