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Weiguan Wang (王伟冠)
Weiguan Wang (王伟冠)
Dirección de correo verificada de shu.edu.cn - Página principal
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Año
Neural networks for option pricing and hedging: a literature review
J Ruf, W Wang
Journal of Computational Finance 34 (1), 1-46, 2020
1622020
Hedging with linear regressions and neural networks
J Ruf, W Wang
Journal of Business & Economic Statistics 40 (4), 1442-1454, 2022
38*2022
A note on spurious model selection
W Wang, J Ruf
Quantitative Finance 22 (10), 1797-1800, 2022
11*2022
Statistical hedging with neural networks
W Wang
London School of Economics and Political Science, 2021
12021
Deep Learning Option Price Movement
W Wang, J Xu
Risks 12 (6), 93, 2024
2024
Risk Premium Principal Components for the Chinese Stock Market
J Mao, J Shao, W Wang
Available at SSRN 4635632, 2023
2023
Optimal Execution Under Nonlinear Transient Market Impact Model
W Wang
University College London, 2015
2015
Option Price Movement Prediction Via Machine Learning
W Wang, J Xu
Available at SSRN 4726345, 0
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Artículos 1–8