2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.ST2023★ 2 cited
Improving CNN-base Stock Trading By Considering Data Heterogeneity and Burst
Keer Yang, Guanqun Zhang, Chuan Bi +3
In recent years, there have been quite a few attempts to apply intelligent techniques to financial trading, i.e., constructing automatic and intelligent trading framework based on…
q-fin.ST2023
Behavioral Machine Learning? Regularization and Forecast Bias
Murray Z. Frank, Jing Gao, Keer Yang
Standard forecast efficiency tests interpret violations as evidence of behavioral bias. We show theoretically and empirically that rational forecasters using optimal regularization…