2 papers
q-fin.PM2024
Enhancement of price trend trading strategies via image-induced importance weights
Zhoufan Zhu, Ke Zhu
We open up the "black-box" to identify the predictive general price patterns in price chart images via the deep learning image analysis techniques. Our identified price patterns le…
econ.EM2024
Estimation for conditional moment models based on martingale difference divergence
Kunyang Song, Feiyu Jiang, Ke Zhu
We provide a new estimation method for conditional moment models via the martingale difference divergence (MDD).Our MDD-based estimation method is formed in the framework of a cont…