Liyan Han

Beihang University (BUAA) - School of Economic and Management Science

37 Xue Yuan Road

Beijing 100083

China

  • Beihang University (BUAA) - School of Economic and Management Science

SCHOLARLY PAPERS

6

DOWNLOADS

1,338

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (6)

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1.

Market Crowd Trading Conditioning and Its Measurement

Number of pages: 38 Posted: 20 Aug 2010 Last Revised: 28 Nov 2011
Leilei Shi, Leilei Shi, Liyan Han, Yiwen Wang, Ding Chen, Yan Piao and Chengling Gou
Haitong Securities Co. Ltd.----Beijing FuwaidajieHaitong Securities Co. Ltd.----Beijing Fuwaidajie, Beihang University (BUAA) - School of Economic and Management Science, Beihang University (BUAA), Van Gold Asset Management, Complex System Research Group and Beihang University (BUAA)
Downloads 300 (157,466)
Citation 7

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behavioral finance, econophysics, crowd behavior, trading conditioning, probability wave, and interaction and coherence

2.

Cross-Market Soybean Futures Price Discovery: Does the Dalian Commodity Exchange Affect the Chicago Board of Trade?

Forthcoming in Quantitative Finance
Number of pages: 34 Posted: 05 Feb 2013
Liyan Han, Rong Liang and Ke Tang
Beihang University (BUAA) - School of Economic and Management Science, Renmin University of China and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 261 (181,589)

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Cross-market Price Discovery, Soybeans Futures, Danlian Commodity Exchange, Chicago Board of Trade

3.

Predicting the Stock Market using Machine Learning: Long short-term Memory

Electronic Research Journal of Engineering, Computer and Applied Sciences, 2, 2020, 202-219
Number of pages: 18 Posted: 08 Apr 2021
Khalid Saboor, Qurat Ul Ain Saboor, Liyan Han and Abdul Saboor Zahid
Beihang University (BUAA) - School of Economic and Management Science, National Defense University, Islamabad, Beihang University (BUAA) - School of Economic and Management Science and National Defence University
Downloads 249 (190,276)

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Python, AI, LSTM, Stock Market

4.

Oil Strikes Back: Trend Factors and Exchange Rates

Number of pages: 47 Posted: 16 Dec 2018
Liyan Han, Yang Xu, Qunzi Zhang and Xiaoneng Zhu
Beihang University (BUAA) - School of Economic and Management Science, Beijing University of Technology, Shandong University and Shanghai University of Finance and Economics
Downloads 229 (207,091)

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Exchange Rates, Forecasting, Out-of-Sample, Oil, Asset Allocation

5.

A Security Price Volatile Trading Conditioning Model

Number of pages: 46 Posted: 03 Jan 2010 Last Revised: 19 Feb 2010
Leilei Shi, Leilei Shi, Yiwen Wang, Ding Chen, Liyan Han, Yan Piao and Chengling Gou
Haitong Securities Co. Ltd.----Beijing FuwaidajieHaitong Securities Co. Ltd.----Beijing Fuwaidajie, Beihang University (BUAA), Van Gold Asset Management, Beihang University (BUAA) - School of Economic and Management Science, Complex System Research Group and Beihang University (BUAA)
Downloads 171 (268,487)

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behavioral finance, transaction volume-price probability wave, price volatility, trading conditioning, disposition effect, herd behavior, excessive trading, econophysics

6.

A Study on Chinese Yuan Index and its Derivatives

Number of pages: 11 Posted: 13 Jan 2010 Last Revised: 15 Jan 2010
Lanfen Liu and Liyan Han
Beihang University (BUAA) - School of Economic and Management Science and Beihang University (BUAA) - School of Economic and Management Science
Downloads 128 (339,063)
Citation 1

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Foreign exchange index, USDX , CNYX, futures and options pricing