2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.ST2022
Inflexible Multi-Asset Hedging of incomplete market
Ruochen Xiao, Qiaochu Feng, Ruxin Deng
Models trained under assumptions in the complete market usually don't take effect in the incomplete market. This paper solves the hedging problem in incomplete market with three so…
q-fin.ST2022★ 2 cited
Predict stock prices with ARIMA and LSTM
Ruochen Xiao, Yingying Feng, Lei Yan +1
MAE, MSE and RMSE performance indicators are used to analyze the performance of different stocks predicted by LSTM and ARIMA models in this paper. 50 listed company stocks from fin…