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Ningning Sun

Cornell University - Department of Computer Science

United States

SCHOLARLY PAPERS

1

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192

TOTAL CITATIONS

2

Scholarly Papers (1)

1.

Clustering Structure of Microstructure Measures

Cornell Legal Studies Research Paper 21-30
Number of pages: 20 Posted: 28 Jul 2021 Last Revised: 06 Nov 2021
Liao Zhu, Ningning Sun and Martin T. Wells
Cornell University - Department of Statistics and Data Science, Cornell University - Department of Computer Science and Cornell University - Law School
Downloads 192 (397,477)
Citation 2

Abstract:

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market microstructure, interpretable machine learning, artificial intelligence in finance, prototype clustering, high-dimensional statistics, dimension reduction