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Number of items: 12.

Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X, Jahanshahloo, Hossein ORCID: https://orcid.org/0000-0003-0786-2415, Chen, Jing ORCID: https://orcid.org/0000-0001-7135-2116 and Eshraghi, Arman ORCID: https://orcid.org/0000-0002-7406-1725 2023. Trading patterns in the Bitcoin market. European Journal of Finance 10.1080/1351847X.2023.2241883
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Chen, Jing ORCID: https://orcid.org/0000-0001-7135-2116 and Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X 2021. Information transition in trading and its effect on market efficiency: an entropy approach. Presented at: 1st International Forum on Financial Mathematics and FinTech, Beijing, China, 29 June - 2 July 2019. Proceeding of the First International Academic Forum on Financial Mathematics and Financial Technology. Proceeding of the First International Academic Forum on Financial Mathematics and Financial Technology. Financial Mathematics and Fintech Springer, pp. 59-77.
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Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X, Chen, Jing ORCID: https://orcid.org/0000-0001-7135-2116, Yang, Steve Y. and Hawkes, Alan G. 2020. The flow of information in trading: an entropy approach to market regimes. Entropy 22 (9) , 1064. 10.3390/e22091064
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Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X, Paddrik, Mark, Yang, Steve Y. and Zhang, Xingjia 2020. Interbank contagion: an agent-based model approach to endogenously formed networks. Journal of Banking and Finance 112 , 105191. 10.1016/j.jbankfin.2017.08.008
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Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X, Mo, Cheuk Yin Jeffrey, Paddrik, Mark E. and Yang, Steve Y. 2018. An agent-based approach to interbank market lending decisions and risk implications. Information 9 (6) , pp. 1-18. 10.3390/info9060132
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Yang, Steve Y., Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X, Chen, Jing ORCID: https://orcid.org/0000-0001-7135-2116 and Hawkes, Alan G. 2018. Applications of multi-variate Hawkes process to joint modelling of sentiment and market return events. Quantitative Finance 18 (2) , pp. 295-310. 10.1080/14697688.2017.1403156
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Yang, Steve Y., Mo, Sheung Yin Kevin, Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X and Kirilenko, Andrei A. 2017. Genetic programming optimization for a sentiment feedback strength based trading strategy. Neurocomputing 264 , pp. 29-41. 10.1016/j.neucom.2016.10.103
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Song, Qian, Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X and Yang, S.Y. 2017. Stock portfolio selection using learning-to-rank algorithms with news sentiment. Neurocomputing 264 , pp. 20-28. 10.1016/j.neucom.2017.02.097
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Mo, Sheung Yin Kevin, Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X and Yang, Steve Y. 2016. News sentiment to market impact and its feedback effect. Environment Systems and Decisions 36 (2) , pp. 158-166. 10.1007/s10669-016-9590-9
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Song, Qian, Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X, Yang, Steve Y., Deane, Anil and Datta, Kaushik 2016. An extreme firm-specific news sentiment asymmetry based trading strategy. Presented at: 2015 IEEE Symposium on Computational Intelligence, Cape Town, South Africa, 7-10 December 2015. 2015 IEEE Symposium Series on Computational Intelligence. IEEE, p. 898. 10.1109/SSCI.2015.132
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Yang, Steve Y., Mo, Sheung Yin Kevin and Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X 2015. Twitter financial community sentiment and its predictive relationship to stock market movement. Quantitative Finance 15 (10) , pp. 1637-1656. 10.1080/14697688.2015.1071078
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Yang, Steve Y., Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X and Mo, Sheung Yin Kevin 2014. Twitter financial community modeling using agent based simulation. Presented at: 2014 Computational Intelligence for Financial Engineering & Economics (CIFEr), London, UK, 27-28 March 2014. 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, 10.1109/CIFEr.2014.6924055
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This list was generated on Tue Mar 5 04:32:44 2024 GMT.