1 citations · 2 across the 3 of their papers we have counts for
8 papers
Forecasting open-high-low-close data contained in candlestick chart
Huiwen Wang, Wenyang Huang, Shanshan Wang
Forecasting the (open-high-low-close)OHLC data contained in candlestick chart is of great practical importance, as exemplified by applications in the field of finance. Typically, t…
Dimension reduction of open-high-low-close data in candlestick chart based on pseudo-PCA
Wenyang Huang, Huiwen Wang, Shanshan Wang
The (open-high-low-close) OHLC data is the most common data form in the field of finance and the investigate object of various technical analysis. With increasing features of OHLC…
Sparse Correspondence Analysis for Contingency Tables
Ruiping Liu, Ndeye Niang, Gilbert Saporta +1
Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse ca…
The emergence of critical stocks in market crash
Shan Lu, Jichang Zhao, Huiwen Wang
In complex systems like financial market, risk tolerance of individuals is crucial for system resilience.The single-security price limit, designed as risk tolerance to protect inve…
A Flexible Spatial Autoregressive Modelling Framework for Mixed Covariates of Multiple Data Types
Huiwen Wang, Tingting Huang, Shanshan Wang
Mixed spatial autoregressive (SAR) models with numerical covariates have been well studied. However, as non-numerical data, such as functional data and compositional data, receive…
Spatial Functional Linear Model and its Estimation Method
Tingting Huang, Gilbert Saporta, Huiwen Wang +1
The classical functional linear regression model (FLM) and its extensions, which are based on the assumption that all individuals are mutually independent, have been well studied a…