Anqi Liu
Anqi Liu
Lecturer in Financial Mathematics, Cardiff University
Verified email at - Homepage
Cited by
Cited by
Twitter financial community sentiment and its predictive relationship to stock market movement
SY Yang, SYK Mo, A Liu
Quantitative Finance 15 (10), 1637-1656, 2015
Stock portfolio selection using learning-to-rank algorithms with news sentiment
Q Song, A Liu, SY Yang
Neurocomputing, 2017
Interbank Contagion: An Agent-Based Model Approach to Endogenously Formed Networks
A Liu, ME Paddrik, SY Yang, X Zhang
Genetic programming optimization for a sentiment feedback strength based trading strategy
S Yang, SYK Mo, A Liu, A Kirilenko
Quantitative Finance (Revision), 2015
Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events
SY Yang, A Liu, J Chen, AG Hawkes
News sentiment to market impact and its feedback effect
SYK Mo, A Liu, SY Yang
Environment Systems and Decisions 36 (2), 158-166, 2016
Twitter financial community modeling using agent based simulation
SY Yang, A Liu, SYK Mo
Computational Intelligence for Financial Engineering & Economics (CIFEr …, 2014
An extreme firm-specific news sentiment asymmetry based trading strategy
Q Song, A Liu, SY Yang, A Deane, K Datta
2015 IEEE Symposium Series on Computational Intelligence, 898-904, 2015
The Flow of Information in Trading: An Entropy Approach to Market Regimes
A Liu, J Chen, SY Yang, AG Hawkes
Entropy 22 (9), 1064, 2020
Information Transition in Trading and its Effect on Market Efficiency: An Entropy Approach
A Liu, J Chen, SY Yang, AG Hawkes
Proceedings of the First International Forum on Financial Mathematics and …, 0
Information transition in trading and its effect on market efficiency: an entropy approach
J Chen, A Liu
Proceeding of the First International Academic Forum on Financial …, 2020
Interbank Contagion: An ABM Approach to Endogenously Form Networks
SY Yang, A Liu, X Zhang, ME Paddrik
Interbank market formation through reinforcement learning and risk aversion
A Liu, CYJ Mo, ME Paddrik, SY Yang
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