Shuoyuan He

Tulane University - A.B. Freeman School of Business

7 McAlister Drive

New Orleans, LA 70118

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 26,381

SSRN RANKINGS

Top 26,381

in Total Papers Downloads

2,034

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies

Number of pages: 78 Posted: 04 Feb 2019 Last Revised: 14 Mar 2019
Patrick Beaudan and Shuoyuan He
Northern Trust Corporation and Tulane University - A.B. Freeman School of Business
Downloads 1,164 (19,859)

Abstract:

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Trading Strategy, Active Investing, Dual Momentum, Machine Learning, Logistic Regression, Trend-Following

2.

Earnings Acceleration and Stock Returns

Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 52 Posted: 24 Oct 2017 Last Revised: 21 Jun 2019
Tulane University - A.B. Freeman School of Business and Tulane University - Accounting & Taxation
Downloads 870 (30,395)
Citation 1

Abstract:

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Earnings Acceleration, Trading Strategy, Active Investing, Mispricing, Anomaly