المؤلفون: Cathy Yi-Hsuan Chen, Yarema Okhrin, Tengyao Wang

المصدر: Taylor & Francis Journals, Journal of Business & Economic Statistics. 42(2):391-406

الإتاحة: https://ideas.repec.org/a/taf/jnlbes/v42y2024i2p391-406.html

المؤلفون: Yegor Klochkov, Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle

مصطلحات موضوعية: Economics and Econometrics, Dynamic network analysis, Computer science, Applied Mathematics, 05 social sciences, Social network analysis (criminology), Network dynamics, computer.software_genre, 01 natural sciences, Regularization (mathematics), Influencer marketing, 010104 statistics & probability, Lasso (statistics), 0502 economics and business, Data mining, 0101 mathematics, Greedy algorithm, computer, 050205 econometrics, Network model

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe3984baf04fdb041c5425f76a6c53f5
https://eprints.gla.ac.uk/233352/1/233352.pdf

المؤلفون: Andrija Mihoci, Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen

المصدر: Taylor & Francis Journals, Quantitative Finance. 21(3):449-460

الإتاحة: https://ideas.repec.org/a/taf/quantf/v21y2021i3p449-460.html

المؤلفون: Cathy Yi-Hsuan Chen, Sergey Nasekin

المصدر: The European Journal of Finance. 26:1926-1947

مصطلحات موضوعية: 050208 finance, 05 social sciences, Economics, Econometrics and Finance (miscellaneous), Copula (linguistics), Eigenvector centrality, Tail dependence, Rate of return on a portfolio, Ranking, 0502 economics and business, Capital requirement, Economics, Econometrics, Systemic risk, Portfolio, Network approach, Value at risk, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b192eb582538d472886aec622af60994
https://doi.org/10.1080/1351847x.2020.1828961

المؤلفون: Andrija Mihoci, Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle

المصدر: Quantitative Finance. 21:449-460

مصطلحات موضوعية: 050208 finance, Laplace transform, Generalization, Risk measure, Gaussian, 05 social sciences, Estimator, Expected shortfall, symbols.namesake, 0502 economics and business, Econometrics, symbols, Tail risk, 050207 economics, General Economics, Econometrics and Finance, Finance, Value at risk, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::98080a76fea4439abe1e1550d77fd8d7
https://doi.org/10.1080/14697688.2020.1786151

المؤلفون: Jiawen Liang, Cathy Yi‐Hsuan Chen, Bowei Chen

المصدر: SSRN Electronic Journal.

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::4522d40f139c85db46a7e6911c5f1c1d
https://doi.org/10.2139/ssrn.4204014

المؤلفون: Matthias R. Fengler, Wolfgang Karl Härdle, Yanchu Liu, Cathy Yi-Hsuan Chen

مصطلحات موضوعية: Economics and Econometrics, Control and Optimization, Applied Mathematics, Economics, Econometrics, Predictive power, Predictability, Stock return, Tone (literature), Stock (geology)

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::32829e5a48587285fe507c5f56aaf35e
https://eprints.gla.ac.uk/261056/1/261056.pdf

المؤلفون: Cathy Yi-Hsuan Chen, Sergey Nasekin

المصدر: Digital Finance. 2:39-67

مصطلحات موضوعية: Cryptocurrency, Word embedding, Artificial neural network, Computer science, business.industry, Microblogging, Deep learning, Sentiment analysis, Machine learning, computer.software_genre, Stock market index, Social media, Language model, Artificial intelligence, business, computer

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bcdc00d59ec67329da460827dcf2ccd
https://doi.org/10.1007/s42521-020-00018-y

المؤلفون: Kirill Efimov, Larisa Adamyan, Wolfgang Karl Härdle, Cathy Yi-Hsuan Chen

المصدر: Digital Finance. 2:169-187

مصطلحات موضوعية: JEL system, Adaptive algorithm, Point (typography), Computer science, 330 Wirtschaft, 05 social sciences, Nonparametric statistics, 020206 networking & telecommunications, 02 engineering and technology, computer.software_genre, Clustering, Weighting, 0502 economics and business, ddc:330, 0202 electrical engineering, electronic engineering, information engineering, Key (cryptography), Economic articles, Nonparametric, Data mining, 050207 economics, Cluster analysis, computer, Research center

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ede81b1308c39c456f5f7e0f88a1bda8
https://doi.org/10.1007/s42521-020-00017-z

المؤلفون: Sergey Nasekin, Cathy Yi-Hsuan Chen

المصدر: Springer, Digital Finance. 2(1):39-67

الإتاحة: https://ideas.repec.org/a/spr/digfin/v2y2020i1d10.1007_s42521-020-00018-y.html