25 citations · 40 across the 2 of their papers we have counts for
5 papers
Crypto Wash Trading
Lin William Cong, Xi Li, Ke Tang +1
We introduce systematic tests exploiting robust statistical and behavioral patterns in trading to detect fake transactions on 29 cryptocurrency exchanges. Regulated exchanges featu…
Deep Sequence Modeling: Development and Applications in Asset Pricing
Lin William Cong, Ke Tang, Jingyuan Wang +1
We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential…
Interpreting Deep Learning Model Using Rule-based Method
Xiaojian Wang, Jingyuan Wang, Ke Tang
Deep learning models are favored in many research and industry areas and have reached the accuracy of approximating or even surpassing human level. However they've long been consid…
AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks
Jingyuan Wang, Yang Zhang, Ke Tang +2
Recent years have witnessed the successful marriage of finance innovations and AI techniques in various finance applications including quantitative trading (QT). Despite great rese…
Decision Making with Machine Learning and ROC Curves
Kai Feng, Han Hong, Ke Tang +1
The Receiver Operating Characteristic (ROC) curve is a representation of the statistical information discovered in binary classification problems and is a key concept in machine le…