Parley Ruogu Yang | DeepAI

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Ryan Lucas
2 publications
Camilla Schelpe
1 publication

research

∙ 10/21/2021

Adaptive Learning on Time Series: Method and Financial Applications

We formally introduce a time series statistical learning method, called ...

0 Parley Ruogu Yang, et al. ∙

research

∙ 02/27/2021

Forecasting high-frequency financial time series: an adaptive learning approach with the order book data

This paper proposes a forecast-centric adaptive learning model that enga...

0 Parley Ruogu Yang, et al. ∙