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经济学科在读博士生周玮论文于国际一类期刊Journal of Computational and Graphical Statistics在线发表（图）
厦门大学王亚南经济研究院 周玮 统计学国际权威期刊 有向无环图 统计学习算法 文本数据挖掘
2022/5/17
近日，由王亚南经济研究院统计学专业2018级博士生周玮与其导师钟威教授，以及联合导师香港城市大学王军辉教授、上海财经大学贺莘副教授合作完成的题为 “Efficient Learning of Quadratic Variance Function Directed Acyclic Graphs via Topological Layers”的论文在线发表于统计学国际权威期刊Journal of C...
2017年计算金融和大数据专题会议（Special Session on Computational Finance and Big Data）
2017年 计算金融 大数据 专题会议
2017/8/30
Big Data became a trend in research circles not for just computer science but it varies regarding the nature of data. Business, accounting, sales, security, and more subjects that not related to compu...
Common Mistakes when Applying Computational Intelligence and Machine Learning to Stock Market modelling
Computational intelligence machine learning stock market equities automated stock tradin mistakes.
2012/9/17
For a number of reasons, computational intelligence and machine learning methods have been largely dismissed by the professional community. The reasons for this are numerous and ...
A Computational Social Science Environment for Financial/Economic Experiments
Computational environments big data finance economics algorithmic trading
2014/8/8
This paper describes a major computational social science environment for
conducting experiments in finance and economics, specifically for investigating
trading algorithms and economic risk.
Fo...
Computational Complexity of Arbitrage in Frictional Security Market
arbitrage condition financial market complexity of arbitrage
2011/9/17
We are interested in computation of arbitrage condition in financial market with friction. We consider a deterministic model with a finite number of financial assets and a finite number of possible st...
Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance
Adjoints and Automatic Differentiation Computational Finance
2011/7/19
Two of the most important areas in computational finance: Greeks and, respectively, calibration, are based on efficient and accurate computation of a large number of sensitivities. This paper gives an...
The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. If the on-going development of a bubble is suspected, asset prices can be fit numerically to the LPPL law. The b...
We propose to study market efficiency from a computational viewpoint. Borrowing from
theoretical computer science, we define a market to be efficient with respect to resources S
(e.g., time, memory)...