21 citations · 24 across the 3 of their papers we have counts for
4 papers
Multiple imputation for nonresponse in surveys using design weights and auxiliary margins
Kewei Xu, Jerome P. Reiter
Survey data typically have missing values due to unit and item nonresponse. Sometimes, survey organizations know the marginal distributions of certain categorical variables in the…
Novel Modelling Strategies for High-frequency Stock Trading Data
Xuekui Zhang, Yuying Huang, Ke Xu +1
Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecastin…
Multi-scale Attention Flow for Probabilistic Time Series Forecasting
Shibo Feng, Chunyan Miao, Ke Xu +4
The probability prediction of multivariate time series is a notoriously challenging but practical task. On the one hand, the challenge is how to effectively capture the cross-serie…
Multi-Level Order-Flow Imbalance in a Limit Order Book
Ke Xu, Martin D. Gould, Sam D. Howison
We study the multi-level order-flow imbalance (MLOFI), which is a vector quantity that measures the net flow of buy and sell orders at different price levels in a limit order book…