1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.ST2023★ 1 cited
Microstructure-Empowered Stock Factor Extraction and Utilization
Xianfeng Jiao, Zizhong Li, Chang Xu +3
High-frequency quantitative investment is a crucial aspect of stock investment. Notably, order flow data plays a critical role as it provides the most detailed level of information…
cs.MA2023
Agent-Based Modelling for Real-World Stock Markets under Behavioral Economic Principles
Tianlang He, Fengming Zhu, Keyan Lu +6
The reproduction of realistic dynamics in financial markets is of great significance, as it enhances our understanding of market evolution beyond other physical processes, and faci…