Zobrazeno 1 - 10
of 80
pro vyhledávání: '"Haipeng Xing"'
Publikováno v:
Risks, Vol 12, Iss 2, p 34 (2024)
The complexity of estimating multivariate GARCH models increases significantly with the increase in the number of asset series. To address this issue, we propose a general regularization framework for high-dimensional GARCH models with BEKK represent
Externí odkaz:
https://doaj.org/article/fb051981c390414bb930e09f9f86e751
Publikováno v:
BMC Bioinformatics, Vol 22, Iss 1, Pp 1-23 (2021)
Abstract Background The nucleus of eukaryotic cells spatially packages chromosomes into a hierarchical and distinct segregation that plays critical roles in maintaining transcription regulation. High-throughput methods of chromosome conformation capt
Externí odkaz:
https://doaj.org/article/ba5b74a667a048c4bb71ea578ce8cd34
Autor:
Guojun Yu, Yingru Wu, Zhi Duan, Catherine Tang, Haipeng Xing, Matthew D Scharff, Thomas MacCarthy
Publikováno v:
PLoS Computational Biology, Vol 17, Iss 9, p e1009323 (2021)
The B cells in our body generate protective antibodies by introducing somatic hypermutations (SHM) into the variable region of immunoglobulin genes (IgVs). The mutations are generated by activation induced deaminase (AID) that converts cytosine to ur
Externí odkaz:
https://doaj.org/article/25eefab5715547d3ad7ca2a44510f15a
Autor:
Zhicheng Li, Haipeng Xing
Publikováno v:
Mathematics, Vol 10, Iss 4, p 634 (2022)
Quote volatility is important in determining the cost of demand in a high frequency (HF) order market. This paper proposes a new model to measure quote volatility based on the point process and price-change duration. Specifically, we built a change-p
Externí odkaz:
https://doaj.org/article/fae383e6ae6f4054bc4fc56f4ff78476
Publikováno v:
Entropy, Vol 22, Iss 10, p 1072 (2020)
The 2007–2008 financial crisis had severe consequences on the global economy and an intriguing question related to the crisis is whether structural breaks in the credit market can be detected. To address this issue, we chose firms’ credit rating
Externí odkaz:
https://doaj.org/article/ea19fcf2b55a49a9834f1a81bfd4a03d
Autor:
Haipeng Xing, Yang Yu
Publikováno v:
Risks, Vol 6, Iss 4, p 136 (2018)
The financial crises which occurred in the last several decades have demonstrated the significant impact of market structural breaks on firms’ credit behavior. To incorporate the impact of market structural break into the analysis of firms’ credi
Externí odkaz:
https://doaj.org/article/11bbfccaa42843eb9cfbced156a34700
Publikováno v:
PLoS Computational Biology, Vol 8, Iss 7, p e1002613 (2012)
Next-generation sequencing (NGS) technologies have matured considerably since their introduction and a focus has been placed on developing sophisticated analytical tools to deal with the amassing volumes of data. Chromatin immunoprecipitation sequenc
Externí odkaz:
https://doaj.org/article/e5db72d873ba4184bf2508afd79d8940
Publikováno v:
PLoS Computational Biology, Vol 7, Iss 1, p e1001060 (2011)
Chromosomal gains and losses comprise an important type of genetic change in tumors, and can now be assayed using microarray hybridization-based experiments. Most current statistical models for DNA copy number estimate total copy number, which do not
Externí odkaz:
https://doaj.org/article/797161bcb4e14e2c96a1d82c066c6433
A singular stochastic control approach for optimal pairs trading with proportional transaction costs
Autor:
Haipeng Xing
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 4; Pages: 147
Optimal trading strategies for pairs trading have been studied by models that try to find either optimal shares of stocks by assuming no transaction costs or optimal timing of trading fixed numbers of shares of stocks with transaction costs. To find
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a63bbbac3cb9dccdf7b3d5e9a1190401
https://hdl.handle.net/10419/258870
https://hdl.handle.net/10419/258870
Publikováno v:
Economic Modelling. 118:106082