1 citations · 1 across the 1 of their papers we have counts for
3 papers
q-fin.ST2025
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
Yifan He, Svetlozar Rachev
This study provides an empirical investigation of long-range dependence (LRD) in financial markets and evaluates the ability of deep generative models to reproduce such temporal st…
q-fin.TR2024
Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon
Yifan He, Abootaleb Shirvani, Barret Shao +2
This research extends the conventional concepts of the bid--ask spread (BAS) and mid-price to include the total market order book bid--ask spread (TMOBBAS) and the global mid-price…
q-fin.GN2023★ 1 cited
Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry
Yifan He, Svetlozar Rachev
In this paper, we mainly study the impact of the implied certainty equivalent rate on investment in financial markets. First, we derived the mathematical expression of the implied…