4 citations · 7 across the 5 of their papers we have counts for
5 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…
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…
Partial Penalized Likelihood Ratio Test under Sparse Case
Shanshan Wang, Hengjian Cui
This work is concern with testing the low-dimensional parameters of interest with divergent dimensional data and variable selection for the rest under the sparse case. A consistent…