Zhang Qun

Guangdong University of Foreign Studies

Collaborative Innovation Center for Silk Road

Guangzhou, Guangdong

China

SCHOLARLY PAPERS

3

DOWNLOADS

889

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Anticipating Critical Transitions of Chinese Housing Markets

Swiss Finance Institute Research Paper No. 17-18
Number of pages: 33 Posted: 20 May 2017
Zhang Qun, Didier Sornette and Hao Zhang
Guangdong University of Foreign Studies, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and Guangdong University of Foreign Studies
Downloads 451 (76,044)

Abstract:

Loading...

real estate bubbles, forecasting, Log-Periodic Power Law Singularity, multi-scale analysis, quantile regression, DS LPPLS Confidence indicator

2.

Cascading Logistic Regression Onto Gradient Boosted Decision Trees to Predict Stock Market Changes Using Technical Analysis

Swiss Finance Institute Research Paper No. 18-50
Number of pages: 27 Posted: 25 Jul 2018 Last Revised: 08 Aug 2018
Guangdong University of Finance and Economics, Guangdong University of Foreign Studies, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and University of Surrey - Surrey Business School
Downloads 438 (78,706)
Citation 1

Abstract:

Loading...

Ensemble learning; gradient boosted decision trees; logistic regression; price prediction; transaction costs, technical analysis

3.

Liquidity Adjusted VaR Model: An Extension

Posted: 11 Dec 2008 Last Revised: 10 Jan 2010
University of Applied Sciences Western Switzerland - Geneva School of Business Administration, Tages Capital LLP and Guangdong University of Foreign Studies

Abstract:

Loading...

Bid-ask spread, Liquidity adjusted value at risk (LVaR), Optimal trading solution, Portfolio LVaR, Price impact, Transaction cost