Yichen Qin

University of Cincinnati - Department of Business Analytics

Assistant Professor

606 Carl H. Lindner Hall 2925 Campus Green Drive

PO Box 210211

Cincinnati, OH 45221-0211

United States

SCHOLARLY PAPERS

1

DOWNLOADS

199

CITATIONS

1

Scholarly Papers (1)

1.

Evolution of High Frequency Systematic Trading: A Performance-Driven Gradient Boosting Model

Quantitative Finance
Number of pages: 18 Posted: 07 Sep 2017
Nan Zhou, Wen Cheng, Yichen Qin and Zongcheng Yin
Quest Partners LLC, Pennsylvania State University - Department of Mathematics, University of Cincinnati - Department of Business Analytics and Anhui Agricultural University
Downloads 199 (150,615)
Citation 1

Abstract:

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Gradient Boosting, High Frequency, TAQ, Systematic Trading, Predictability