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q-fin.CP2018
Aggregating multiple types of complex data in stock market prediction: A model-independent framework
Huiwen Wang, Shan Lu, Jichang Zhao
The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and…
q-fin.CP2018
The Power of Trading Polarity: Evidence from China Stock Market Crash
Shan Lu, Jichang Zhao, Huiwen Wang
The imbalance of buying and selling functions profoundly in the formation of market trends, however, a fine-granularity investigation of the imbalance is still missing. This paper…