1. Backtesting portfolio value‐at‐risk with estimated portfolio weights
2. Backtesting expected shortfall and beyond;kaihua;Quantitative Finance 21 7,2021
3. Stock market's price movement prediction with LSTM neural networks
4. A Simple Options Trading Strategy based on Technical Indicators;francesco;International Journal of Economics and Financial Issues 11 2,2021
5. Prediction of the Profitability of Pairs Trading Strategy Using Machine Learning;ronnachai;2020 IEEE 7th International Conference on Industrial Engineering and Applications (ICIEA),2020