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20192021
most citedAlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks

129 citations · 170 across the 4 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

econ.GN2021★ 15 cited

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…

cs.LG2021★ 25 cited

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…