5 papers
Policy Gains or Household Need? The Allocation Logic of China's Dibao Program
Haojie Liu, Jiyuan Ling, Zihan Lin
When social assistance is scarce, should it prioritize households in greatest need or those expected to benefit most? Using panel data from the China Household Finance Survey, we d…
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
Zihan Lin, Haojie Liu, Randall R. Rojas
This study proposes a novel portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management. Using daily stock…
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
Haojie Liu, Zihan Lin, Randall R. Rojas
This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 t…
A Projection-Based ARIMA Framework for Nonlinear Dynamics in Macroeconomic and Financial Time Series: Closed-Form Estimation and Rolling-Window Inference
Haojie Liu, Zihan Lin
We introduce Galerkin-ARIMA and Galerkin-SARIMA, a projection-based extension of classical ARIMA/SARIMA that replaces rigid linear lag operators with low-dimensional Galerkin basis…
A real-time battle situation intelligent awareness system based on Meta-learning & RNN
Yuchun Li, Zihan Lin, Xize Wang +3
In modern warfare, real-time and accurate battle situation analysis is crucial for making strategic and tactical decisions. The proposed real-time battle situation intelligent awar…