2 papers
cs.CE2025
CSMD: Curated Multimodal Dataset for Chinese Stock Analysis
Yu Liu, Zhuoying Li, Ruifeng Yang +2
The stock market is a complex and dynamic system, where it is non-trivial for researchers and practitioners to uncover underlying patterns and forecast stock movements. The existin…
q-fin.PR2025
Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation
Yu Liu
We tackle the problem of pricing Chinese convertible bonds(CCBs) using Monte Carlo simulation and dynamic programming. At each exercise time, we use the state variables of the unde…