Mining strongly correlated intervals with hypergraphs
Wang, Hao ; Dou, Dejing ; Fang, Yue ; Zhang, Yongli
Springer,2015
NON-PARAMETRIC ESTIMATION OF HIGH-FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS
Yu, Chao ; Fang, Yue ; Li, Zeng ; Zhang, Bo ; Zhao, Xujie
Journal of Time Series Analysis (IF0.783) , 2014 , 35 (6) , 572-591ABDC-A
Path-dependent game options: A lookback case
Fang, Yue ; Guo, Peidong ; Chen, Qihong ; Guo, Xicai
Review of Derivatives Research (IF0.5) , 2014 , 17 (1) , 113-124SSCI ABDC-B
Does price limit affect the autocorrelation of stock return series? A Monte Carlo experiment
Guo, Xicai ; Fang, Yue ; Liang, Zhi'an
2010 Third International Conference on Business Intelligence and Financial Engineering , 2010 , 399-402Scopus
Financial forecasting with gompertz multiple kernel learning
Fang, Yue ; Dou, Dejing ; Han Qin
2010 IEEE International Conference on Data Mining , 2010 , 983-988Scopus