Yang Liu

Hunan University - College of Finance and Statistics

Changsha

China

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 23,215

SSRN RANKINGS

Top 23,215

in Total Papers Downloads

3,120

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Technical Analysis in the Stock Market: A Review

Number of pages: 35 Posted: 24 May 2021
University of North Carolina (UNC) at Charlotte - Finance, Hunan University - College of Finance and Statistics, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,304 (21,939)

Abstract:

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Technical Analysis, Machine Learning, Genetic Programming, Cross-sectional Returns, Predictability

2.

Trend Factor in China: The Role of Large Individual Trading

Number of pages: 54 Posted: 13 Jun 2019 Last Revised: 18 Jul 2022
Yang Liu, Guofu Zhou and Yingzi Zhu
Hunan University - College of Finance and Statistics, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 1,095 (28,351)

Abstract:

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Chinese Stock Market, Individual Trading, Factor Model, Anomalies, Mutual Funds

3.

Maximizing the Sharpe Ratio: A Genetic Programming Approach

Number of pages: 47 Posted: 13 Jan 2021 Last Revised: 29 Jun 2022
Yang Liu, Guofu Zhou and Yingzi Zhu
Hunan University - College of Finance and Statistics, Washington University in St. Louis - John M. Olin Business School and Tsinghua University - School of Economics & Management
Downloads 721 (50,416)
Citation 3

Abstract:

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Machine Learning, Genetic Programming, Cross-sectional Returns, Predictability