2 papers
q-fin.CP2022
Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies
Zheng Cao, Raymond Guo, Wenyu Du +2
This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasti…
stat.CO2015
On Robustness of the Shiryaev-Roberts Procedure for Quickest Change-Point Detection under Parameter Misspecification in the Post-Change Distribution
Wenyu Du, Aleksey S. Polunchenko, Grigory Sokolov
The gist of the quickest change-point detection problem is to detect the presence of a change in the statistical behavior of a series of sequentially made observations, and do so i…