Kan Chen

RMI,National University of Singapore

21 Heng Mui Keng Terrace

Level 4

Singapore, 119613

Singapore

SCHOLARLY PAPERS

3

DOWNLOADS

450

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Conditional Probability as a Measure of Volatility Clustering in Financial Time Series

Number of pages: 6 Posted: 15 Apr 2005
RMI,National University of Singapore, Ohio State University and Bossons Investment
Downloads 229 (153,928)
Citation 2

Abstract:

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Volatility clustering, financial time series, conditional probability, non-Gaussian behavior

2.

Impact of Investor's Varying Risk Aversion on the Dynamics of Asset Price Fluctuations

Number of pages: 17 Posted: 14 Jul 2005
Baosheng Yuan and Kan Chen
Bossons Investment and RMI,National University of Singapore
Downloads 172 (200,059)

Abstract:

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Risk aversion, dynamics, asset price, price fluctuations, model, volatility clustering

3.

Exploring Machine Learning Techniques for Text-Based Industry Classification

Number of pages: 27 Posted: 27 Jul 2020
haocheng gao, Junjie He and Kan Chen
affiliation not provided to SSRN, affiliation not provided to SSRN and RMI,National University of Singapore
Downloads 49 (446,465)

Abstract:

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Text-based industry classi cation, BERT, word2vec, doc2vec, latent se- mantic indexing, cosine similarity, k-means, Gausian mixture model, deep embedding for clustering