Frank Xing

National University of Singapore (NUS)

Asst Prof

15 Computing Dr

Singapore, 117418

  • National University of Singapore (NUS)

SCHOLARLY PAPERS

3

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700

SSRN CITATIONS

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Scholarly Papers (3)

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1.

High-Frequency News Sentiment and Its Application to Forex Market Prediction

In Proceedings of the 54th Hawaii International Conference on System Sciences (HICSS), 2020
Number of pages: 10 Posted: 01 Dec 2020
Frank Xing, Duc Hong Hoang and Dinh-Vinh Vo
National University of Singapore (NUS), Lund University and affiliation not provided to SSRN
Downloads 638 (57,520)

Abstract:

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Financial sentiment analysis, High frequency, Forex market prediction, Natural language processing

2.

Discovering Bayesian Market Views for Intelligent Asset Allocation

Joint European Conference on Machine Learning and Knowledge Discovery in Databases, pp 120-135
Number of pages: 16 Posted: 14 Aug 2018 Last Revised: 21 Jan 2019
Frank Xing, Erik Cambria, Lorenzo Malandri and Carlo Vercellis
National University of Singapore (NUS), Nanyang Technological University (NTU), Polytechnic University of Milan and Politecnico di Milano
Downloads 62 (465,205)

Abstract:

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Market Views, Public Mood, Asset Allocation

3.

Growing Semantic Vines for Robust Asset Allocation

Knowledge-Based Systems, 165 pp 297-305
Posted: 21 Nov 2018 Last Revised: 21 Jan 2019
Frank Xing, Erik Cambria and Roy E. Welsch
National University of Singapore (NUS), Nanyang Technological University (NTU) and Massachusetts Institute of Technology (MIT)

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Vine, Dependence Modeling, Semantic Analysis, Asset Allocation, Robust Estimation, Financial Text Mining