Hong Kong
New York, NY
United States
http://sites.google.com/site/xiaoqiao10/
School of Data Science, City University of Hong Kong
Paraconic Technologies US Inc.
SSRN RANKINGS
in Total Papers Downloads
equity premium, forecasting, predictability, correlation screening, market timing, asset returns, tactical asset allocation
equity premium, forecasting, predictability, market timing, asset returns, tactical asset allocation
consumption, asset pricing, dimension reduction, cross section
Industry, Size, Value, Momentum, Fama-French, Forecasting
options, volatility, prediction, trading strategy
mean-risk optimization; mean-variance; expected utility maximization; portfolio choice; risk; potential; asset allocation; robo-advising; FinTech
Commodity Futures, Price Limits, Speculation, Commodity Options, Circuit Breakers, Speculative Trading
GDP, Digitalization, Consumer Surplus
Sarbanes-Oxley, special items, panel regression, difference-in-differences
volatility, returns, portfolio management, forecasting
factor timing, return forecasting, mutual funds, emerging markets
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volatility; generalized autoregressive conditional heteroscedasticity (GARCH); stock returns; idiosyncratic risk; portfolio optimization.
Deep Learning, Machine Learning, Credit Risk Modeling, Default Risk, Sovereign Risk, Neural Networks
Asset Allocation, Forecasting, Macroeconomics, Recessions, Machine Learning, Business Cycle, SVM
volatility, portfolio management, downside volatility, asymmetry, mean variance
volatility, GARCH, cross section, stock returns, idiosyncratic risk
