Carlin C. F. Chu

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 2

Top Topics

Financial Time Series

Top Venues

Comput. Manag. Sci.

Publications

Carlin C. F. Chu, Simon S. W. Li
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series. Comput. Manag. Sci. 21 (1) (2024)
Carlin C. F. Chu, Po Kin Chan
Mining Profitable High Frequency Pairs Trading Forex Signal Using Copula and Deep Neural Network. SNPD (2018)