1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.ST2022★ 1 cited
Volatility forecasting with machine learning and intraday commonality
Chao Zhang, Yihuang Zhang, Mihai Cucuringu +1
We apply machine learning models to forecast intraday realized volatility (RV), by exploiting commonality in intraday volatility via pooling stock data together, and by incorporati…
physics.flu-dyn2021
Tracking the vortex motion by using Brownian fluid particles
Zhongmin Qian, Youchun Qiu, Yihuang Zhang
In this paper we propose a simple yet powerful vortex method to numerically approximate the dynamics of an incompressible flow. The idea is to sample the distribution of the initia…