26 citations · 32 across the 11 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…