Jeffrey Yi Lin Forrest

affiliation not provided to SSRN

No Address Available

  • affiliation not provided to SSRN

SCHOLARLY PAPERS

4

DOWNLOADS

814

TOTAL CITATIONS

1

Scholarly Papers (4)

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1.

Explainable Machine Learning for High-Frequency Trading Dynamics Discovery

Downloads 709 (79,170)

Explainable Machine Learning for High-Frequency Trading Dynamics Discovery

Number of pages: 49 Posted: 07 Dec 2022 Last Revised: 21 Apr 2023
Henry Han, Jeffrey Yi Lin Forrest, Jiacun Wang, Shuining Yuan, Han Fei and Danie Li
Department of Computer Science, School of Engineering & Computer Science, Baylor University, affiliation not provided to SSRN, Monmouth University, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 427 (146,809)

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Explainable AI, HFT, trading dynamics, feature interpolation

Explainable Machine Learning for High Frequency Trading Dynamics Discovery

Number of pages: 35 Posted: 28 Apr 2023
Henry Han, Jeffrey Yi Lin Forrest, Jiacun Wang, Shuining yuan, Fei Han and Deqing Diane Li
Department of Computer Science, School of Engineering & Computer Science, Baylor University, affiliation not provided to SSRN, Monmouth University, affiliation not provided to SSRN, Jiangsu University and University of Maryland Eastern Shore - School of Business and Technology
Downloads 282 (232,107)

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Explainable AI, high-frequency trading, trading dynamics, feature interpolation

2.

Pricing Decision Making and Coordination of a Dual-Channel Supply Chain Considering Online Reviews and Channel Preferences

Number of pages: 22 Posted: 07 May 2022
Xiao-jie Xu, Yong Liu, Wen-wen Ren and Jeffrey Yi Lin Forrest
Jiangnan University, Jiangnan University, Jiangnan University and affiliation not provided to SSRN
Downloads 47 (871,984)
Citation 1

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Online review, service level, channel preference, coordination mechanism

3.

A Day-Ahead Solar Irradiance Forecasting Method Based on Neural Sdes with Sagan and Self-Attention Neural Cdes Under Weather Prediction

Number of pages: 25 Posted: 12 Aug 2024
Huan Guo, Tianyao Duan, Xiao Qi, Ming Sun and Jeffrey Yi Lin Forrest
Jianghan University, Jianghan University, Jianghan University, Jianghan University and affiliation not provided to SSRN
Downloads 38 (953,989)

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Generative Adversarial Networks, Neural stochastic differential equation, Neural control differential equation, Day-ahead solar forecasting, Real-time weather classification, Self-attention mechanism

4.

A Novel Grey Fusion Learning Model Based on Homotopy Analysis for Energy Consumption Forecasting

Number of pages: 28 Posted: 31 Aug 2024
Huan Guo, Tianyao Duan and Jeffrey Yi Lin Forrest
Jianghan University, Jianghan University and affiliation not provided to SSRN
Downloads 20 (1,157,925)

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Homotopy analysis method, Nonlinear grey Bernoulli multivariate model, long short-term memory, Energy Consumption Forecasting