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pro vyhledávání: '"Zhou, Qiqin"'
Autor:
Zhou, Qiqin
In the contemporary financial landscape, accurately predicting the probability of filling a Request-For-Quote (RFQ) is crucial for improving market efficiency for less liquid asset classes. This paper explores the application of explainable AI (XAI)
Externí odkaz:
http://arxiv.org/abs/2407.15038
Autor:
Zhou, Qiqin
\begin{abstract} In this paper, we integrated the statistical arbitrage strategy, pairs trading, into the Black-Litterman model and constructed efficient mean-variance portfolios. Typically, pairs trading underperforms under volatile or distressed ma
Externí odkaz:
http://arxiv.org/abs/2406.06706
Autor:
Zhou, Qiqin
The measure of portfolio risk is an important input of the Markowitz framework. In this study, we explored various methods to obtain a robust covariance estimators that are less susceptible to financial data noise. We evaluated the performance of lar
Externí odkaz:
http://arxiv.org/abs/2406.00610
Publikováno v:
In Scientia Horticulturae 17 November 2021 289
Publikováno v:
In LWT April 2021 140
Publikováno v:
In Food Research International March 2021 141