E-LIB Suche - Ergebnisse für: Wang, Christina Dan

1

Dynamic datasets and market environments for financial rein..:

Liu, Xiao-Yang ; Xia, Ziyi ; Yang, Hongyang...
Machine Learning. 113 (2024) 5 - p. 2795-2839 , 2024

Link: https://doi.org/10.1007/..

2

Feature-splitting algorithms for ultrahigh dimensional quan..:

Wen, Jiawei ; Yang, Songshan ; Wang, Christina Dan..
Journal of Econometrics. , 2023

Link: https://doi.org/10.1016/..

3

Asset selection based on high frequency Sharpe ratio:

Wang, Christina Dan ; Chen, Zhao ; Lian, Yimin.
Journal of Econometrics. 227 (2022) 1 - p. 168-188 , 2022

Link: https://doi.org/10.1016/..

4

FinRL : deep reinforcement learning framework to automat..:

, In: Proceedings of the Second ACM International Conference on AI in Finance,

Liu, Xiao-Yang ; Yang, Hongyang ; Gao, Jiechao. - p. 1-9 , 2021

Link: https://dl.acm.org/doi/1..

5

Ultrahigh dimensional precision matrix estimation via refit..:

Wang, Luheng ; Chen, Zhao ; Wang, Christina Dan.
Journal of Econometrics. 215 (2020) 1 - p. 118-130 , 2020

Link: https://doi.org/10.1016/..

6

Nonlinear Least Squares Estimation of Log-ACD Models:

Chen, Zhao ; Liu, Wei ; Wang, Christina Dan..
Acta Mathematicae Applicatae Sinica, English Series. 34 (2018) 3 - p. 516-533 , 2018

Link: https://doi.org/10.1007/..

7

Inverse energy model development via high-dimensional data ..:

Chen, Zhao ; Freihaut, James ; Lin, Bo.
Energy and Buildings. 172 (2018) - p. 116-124 , 2018

Link: https://doi.org/10.1016/..

8

Composite quantile regression for GARCH models using high-f..:

Wang, Meng ; Chen, Zhao ; Wang, Christina Dan
Econometrics and Statistics. 7 (2018) - p. 115-133 , 2018

Link: https://doi.org/10.1016/..

9

Estimation of the Continuous and Discontinuous Leverage Eff..:

Aït-Sahalia, Yacine ; Fan, Jianqing ; Laeven, Roger J. A...
Journal of the American Statistical Association. 112 (2017) 520 - p. 1744-1758 , 2017

Link: https://doi.org/10.1080/..

10

Estimation of the Continuous and Discontinuous Leverage Eff..:

Aït-Sahalia, Yacine ; Fan, Jianqing ; Laeven, Roger J. A...
Journal of the American Statistical Association. 112 (2017) 520 - p. 1744-1758 , 2017

Link: https://www.jstor.org/st..

11

Dynamic Datasets and Market Environments for Financial Rein..:

Liu, Xiao-Yang ; Xia, Ziyi ; Yang, Hongyang...
http://arxiv.org/abs/2304.13174. , 2023

Link: http://arxiv.org/abs/230..

12

FinGPT: Open-Source Financial Large Language Models:

Yang, Hongyang ; Liu, Xiao-Yang ; Wang, Christina Dan
http://arxiv.org/abs/2306.06031. , 2023

Link: http://arxiv.org/abs/230..

13

Nearest-Neighbor Sampling Based Conditional Independence Te..:

Li, Shuai ; Chen, Ziqi ; Zhu, Hongtu..
http://arxiv.org/abs/2304.04183. , 2023

Link: http://arxiv.org/abs/230..

14

FinGPT: Instruction Tuning Benchmark for Open-Source Large ..:

Wang, Neng ; Yang, Hongyang ; Wang, Christina Dan
http://arxiv.org/abs/2310.04793. , 2023

Link: http://arxiv.org/abs/231..

15

FinRL-Meta: Market Environments and Benchmarks for Data-Dri..:

Liu, Xiao-Yang ; Xia, Ziyi ; Rui, Jingyang...
http://arxiv.org/abs/2211.03107. , 2022

Link: http://arxiv.org/abs/221..