Zobrazeno 1 - 10
of 124
pro vyhledávání: '"Zhu, Liao"'
Autor:
Wei-Hsiang Kao, Li-Zhu Liao, Yu-An Chen, U-Ging Lo, Rey-Chen Pong, Elizabeth Hernandez, Mei-Chih Chen, Chieh-Lin Jerry Teng, Hsin-Yi Wang, Stella Chin-Shaw Tsai, Payal Kapur, Chih-Ho Lai, Jer-Tsong Hsieh, Ho Lin
Publikováno v:
Cell Death and Disease, Vol 15, Iss 9, Pp 1-13 (2024)
Abstract SPHK1 (sphingosine kinase type 1) is characterized as a rate-limiting enzyme in sphingolipid metabolism to phosphorylate sphingosine into sphingosine-1-phosphate (S1P) that can bind to S1P receptors (S1PRs) to initiate several signal transdu
Externí odkaz:
https://doaj.org/article/6633bdb237924f0d9d582472edebee2e
Autor:
Zhu, Liao
Publikováno v:
eCommons 2020
Modern evolvements of the technologies have been leading to a profound influence on the financial market. The introduction of constituents like Exchange-Traded Funds, and the wide-use of advanced technologies such as algorithmic trading, results in a
Externí odkaz:
http://arxiv.org/abs/2107.14410
This paper builds the clustering model of measures of market microstructure features which are popular in predicting stock returns. In a 10-second time-frequency, we study the clustering structure of different measures to find out the best ones for p
Externí odkaz:
http://arxiv.org/abs/2107.02283
The paper proposes a new asset pricing model -- the News Embedding UMAP Selection (NEUS) model, to explain and predict the stock returns based on the financial news. Using a combination of various machine learning algorithms, we first derive a compan
Externí odkaz:
http://arxiv.org/abs/2106.07103
The purpose of this paper is to test the time-invariance of the beta coefficients estimated by the Adaptive Multi-Factor (AMF) model. The AMF model is implied by the generalized arbitrage pricing theory (GAPT), which implies constant beta coefficient
Externí odkaz:
http://arxiv.org/abs/2011.04171
The paper provides a new explanation of the low-volatility anomaly. We use the Adaptive Multi-Factor (AMF) model estimated by the Groupwise Interpretable Basis Selection (GIBS) algorithm to find those basis assets significantly related to low and hig
Externí odkaz:
http://arxiv.org/abs/2003.08302
This paper has proposed a new baseline deep learning model of more benefits for image classification. Different from the convolutional neural network(CNN) practice where filters are trained by back propagation to represent different patterns of an im
Externí odkaz:
http://arxiv.org/abs/2001.01034
Publikováno v:
In Neural Networks November 2023 168:287-299
Autor:
Lu, Junyu, Huang, Xiao, Kupfer, John A., Xiao, Xiao, Li, Zhenlong, Wei, Hanxue, Wang, Sicheng, Zhu, Liao
Publikováno v:
In Tourism Management Perspectives September 2023 48
Publikováno v:
The Quarterly Journal of Finance. Vol. 10, No. 04, 2050017 (2020)
The paper proposes a new algorithm for the high-dimensional financial data -- the Groupwise Interpretable Basis Selection (GIBS) algorithm, to estimate a new Adaptive Multi-Factor (AMF) asset pricing model, implied by the recently developed Generaliz
Externí odkaz:
http://arxiv.org/abs/1804.08472