2 papers
cs.DL2018
Research Curation on Knowledge Management
Peng Huang, Atreyi Kankanhalli, Harris Kyriakou +1
The notions of knowledge and its management have been at the core of the information systems (IS) field almost since its inception. Knowledge has been viewed in several ways in the…
q-fin.PM2016
On the Profitability of Optimal Mean Reversion Trading Strategies
Peng Huang, Tianxiang Wang
We study the profitability of optimal mean reversion trading strategies in the US equity market. Different from regular pair trading practice, we apply maximum likelihood method to…