2 papers
econ.GN2025
Signature Decomposition Method Applying to Pair Trading
Zihao Guo, Hanqing Jin, Jiaqi Kuang +2
High-frequency quantitative trading strategies have long been of significant interest in futures market. While advanced statistical arbitrage and deep learning enhance high-frequen…
q-fin.PR2024
Data-driven Option Pricing
Min Dai, Hanqing Jin, Xi Yang
We propose an innovative data-driven option pricing methodology that relies exclusively on the dataset of historical underlying asset prices. While the dataset is rooted in the obj…