متابعة
Yushan Tang
Yushan Tang
Shanghai University of Finance and Economics (SUFE) - Dishui Lake Advanced Finance Institute (DAFI)
بريد إلكتروني تم التحقق منه على sufe.edu.cn - الصفحة الرئيسية
عنوان
عدد مرات الاقتباسات
عدد مرات الاقتباسات
السنة
Forecasting realized volatility: An automatic system using many features and many machine learning algorithms
SZ Li, Y Tang
Available at SSRN 3776915, 2021
152021
Automated risk forecasting
SZ Li, Y Tang
Automated Risk Forecasting: Li, Sophia Zhengzi| uTang, Yushan, 2022
102022
Automated volatility forecasting
SZ Li, Y Tang
Management Science, 2024
72024
Forecasting and managing correlation risks
T Bollerslev, SZ Li, Y Tang
Available at SSRN, 2023
42023
Anomalies as new hedge fund factors: A machine learning approach
Y Chen, SZ Li, Y Tang, G Zhou
Anomalies as New Hedge Fund Factors: A Machine Learning Approach: Chen, Yong …, 2023
32023
Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence
Y Xiao, Y Tang, CF Lee
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine …, 2021
32021
Anomalies as New Hedge Fund Factors
Y Chen, SZ Li, Y Tang, G Zhou
Available at SSRN 4320496, 2024
12024
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مقالات 1–7