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Market Sentiment Analysis Based on Image Processing With Put-Call Volatility Gap Surface
Journal article
Qi, Yuanyuan, Guo, Guoxiang, Wang, Yang, Yen, Jerome. Market Sentiment Analysis Based on Image Processing With Put-Call Volatility Gap Surface[J]. IEEE Transactions on Computational Social Systems, 2024, 11(1), 267-281.
Authors:
Qi, Yuanyuan
;
Guo, Guoxiang
;
Wang, Yang
;
Yen, Jerome
Favorite
|
TC[WOS]:
2
TC[Scopus]:
2
IF:
4.5
/
4.6
|
Submit date:2023/01/30
Asset Movement Prediction
Deep Learning
Image Processing
Implied Volatility (Iv)
Market Sentiment
The Potential of RISC-V Platform in Financial Computing on Option Pricing and Energy Efficiency
Conference paper
Guoxiang Guo, Yuanyuan Qi, Minhao Zhu, Yang Wang, Jerome Yen. The Potential of RISC-V Platform in Financial Computing on Option Pricing and Energy Efficiency[C], 2024.
Authors:
Guoxiang Guo
;
Yuanyuan Qi
;
Minhao Zhu
;
Yang Wang
;
Jerome Yen
Adobe PDF
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Favorite
|
TC[Scopus]:
0
|
Submit date:2024/09/12
Risc-v
Implied Volatility
Energy Efficiency
Heterogeneous Computing
Suppressing Disproportionation Decomposition in Sn-Based Perovskite Light-Emitting Diodes
Journal article
Guan, Xiang, Lu, Jianxun, Wei, Qi, Li, Yuqing, Meng, Yuanyuan, Lin, Kebin, Zhao, Yaping, Feng, Wenjing, Liu, Kaikai, Xing, Guichuan, Wei, Zhanhua. Suppressing Disproportionation Decomposition in Sn-Based Perovskite Light-Emitting Diodes[J]. ACS ENERGY LETTERS, 2023, 8(3), 1597-1605.
Authors:
Guan, Xiang
;
Lu, Jianxun
;
Wei, Qi
;
Li, Yuqing
;
Meng, Yuanyuan
; et al.
Favorite
|
TC[WOS]:
24
TC[Scopus]:
26
IF:
19.3
/
20.8
|
Submit date:2023/04/03
The Latency Accuracy Trade-off and Optimization in Implied Volatility-based Trading System
Journal article
GUO Guoxiang, QI Yuanyuan, LAI Sirui, LIU Zhi, YEN Joseph. The Latency Accuracy Trade-off and Optimization in Implied Volatility-based Trading System[J]. Expert System with Applications, 2023, 221, 119714.
Authors:
GUO Guoxiang
;
QI Yuanyuan
;
LAI Sirui
;
LIU Zhi
;
YEN Joseph
Favorite
|
|
Submit date:2023/08/15
The latency accuracy trade-off and optimization in implied volatility-based trading systems
Journal article
Guo,Guoxiang, Qi,Yuanyuan, Lai,Sirui, Liu,Zhi, Yen,Joseph. The latency accuracy trade-off and optimization in implied volatility-based trading systems[J]. Expert Systems with Applications, 2023, 221, 119714.
Authors:
Guo,Guoxiang
;
Qi,Yuanyuan
;
Lai,Sirui
;
Liu,Zhi
;
Yen,Joseph
Favorite
|
TC[WOS]:
0
TC[Scopus]:
2
IF:
7.5
/
7.6
|
Submit date:2023/08/03
Implied Volatility
Latency Accuracy Balancing
Particle Swarm Optimization
System Optimization
Self-Assembled Bilayer Microstructure Improves Quasi-2D Perovskite Light-Emitting Diodes
Journal article
Tanghao Liu, Qi Wei, Songhua Cai, Bingchen He, Zhenhuang Su, Zhipeng Zhang, Yalan Zhang, Hua Zhou, Gang Wang, Yulan Huang, Jiahao Ren, Yuanyuan Zhou, Guichuan Xing. Self-Assembled Bilayer Microstructure Improves Quasi-2D Perovskite Light-Emitting Diodes[J]. Chemistry of Materials, 2022, 34(23), 10435-10442.
Authors:
Tanghao Liu
;
Qi Wei
;
Songhua Cai
;
Bingchen He
;
Zhenhuang Su
; et al.
Favorite
|
TC[WOS]:
3
TC[Scopus]:
4
IF:
7.2
/
8.4
|
Submit date:2023/01/30
The Implied Volatility Surface Analysis Based Trading System
Conference paper
Guoxiang Guo, Yuanyuan Qi, Sirui Lai, Jerome Yen. The Implied Volatility Surface Analysis Based Trading System[C]:IEEE, 2022, 296-300.
Authors:
Guoxiang Guo
;
Yuanyuan Qi
;
Sirui Lai
;
Jerome Yen
Favorite
|
TC[Scopus]:
0
|
Submit date:2023/03/06
Algo-trading
Iv Surface
Market Forecast
Svr
Secondary organic aerosol formed by condensing anthropogenic vapours over China’s megacities
Journal article
Nie, Wei, Yan, Chao, Huang, Dan Dan, Wang, Zhe, Liu, Yuliang, Qiao, Xiaohui, Guo, Yishuo, Tian, Linhui, Zheng, Penggang, Xu, Zhengning, Li, Yuanyuan, Xu, Zheng, Qi, Ximeng, Sun, Peng, Wang, Jiaping, Zheng, Feixue, Li, Xiaoxiao, Yin, Rujing, Dallenbach, Kaspar R., Bianchi, Federico, Petäjä, Tuukka, Zhang, Yanjun, Wang, Mingyi, Schervish, Meredith, Wang, Sainan, Qiao, Liping, Wang, Qian, Zhou, Min, Wang, Hongli, Yu, Chuan, Yao, Dawen, Guo, Hai, Ye, Penglin, Lee, Shuncheng, Li, Yong Jie, Liu, Yongchun, Chi, Xuguang, Kerminen, Veli Matti, Ehn, Mikael, Donahue, Neil M., Wang, Tao, Huang, Cheng, Kulmala, Markku, Worsnop, Douglas, Jiang, Jingkun, Ding, Aijun. Secondary organic aerosol formed by condensing anthropogenic vapours over China’s megacities[J]. Nature Geoscience, 2022, 15(4), 255-261.
Authors:
Nie, Wei
;
Yan, Chao
;
Huang, Dan Dan
;
Wang, Zhe
;
Liu, Yuliang
; et al.
Favorite
|
TC[WOS]:
88
TC[Scopus]:
88
IF:
15.7
/
18.8
|
Submit date:2022/05/04
Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model
Conference paper
Xu, Shaowei, Huan, Hongxin, Qi, Yuanyuan, Guo, Guoxiang, Yen, Jerome. Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 662-667.
Authors:
Xu, Shaowei
;
Huan, Hongxin
;
Qi, Yuanyuan
;
Guo, Guoxiang
;
Yen, Jerome
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
|
Submit date:2023/03/06
Asset Movement Prediction
Stochastic Volatility Model
Sabr Volatility Model
Machine Learning
Image Processing Based Implied Volatility Surface Analysis for Asset movement Forecasting
Conference paper
Qi, Yuanyuan, Guo, Guoxiang, Wang, Yang, Yen, Jerome. Image Processing Based Implied Volatility Surface Analysis for Asset movement Forecasting[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 642-649.
Authors:
Qi, Yuanyuan
;
Guo, Guoxiang
;
Wang, Yang
;
Yen, Jerome
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
|
Submit date:2023/03/06
Machine Learning
Image Processing
Implied Volatility Analysis