Publications
Predictability Of Commodity Futures Prices with Machine Learning (with Tianyang Zhang). Journal of Futures Markets Forthcoming Ding, T., Wang, S., Yu, L. (2016). Intergenerational Income Mobility in Urban China: An Estimation Based on Jorgenson-Fraumeni Income Approach. Economic Theory and Business Management. 2016.7:83-97. Working papers Wash Trading and Insider Sales in NFT Markets (with Nieyan Cheng and Tianyang Zhang). Revising for Journal of Banking & Finance. Calendar Effect of Crypto Options Dynamic Portfolio Optimization with Reinforcement Learning
An Experimental Study of an Alternating Bargaining Game with Uncertainties
Work in progress Momentum and reversal under price limit: evidence from China A-share market Optimal order execution with reinforcement learning |