Shancun Liu

Publication Activity (10 Years)

Years Active: 2009-2022
Publications (10 Years): 6

Top Topics

Feature Engineering

Chronic Hepatitis

Surprising Patterns

Top Venues

J. Syst. Sci. Complex.

Publications

Qingduo Zeng, Qiang Zhang, Shancun Liu, Yaodong Yang
Illiquidity Comovement and Market Crisis. J. Syst. Sci. Complex. 35 (5) (2022)
Yaohu Lin, Shancun Liu, Haijun Yang, Harris Wu
Stock Trend Prediction Using Candlestick Charting and Ensemble Machine Learning Techniques With a Novelty Feature Engineering Scheme. IEEE Access 9 (2021)
Zhaoyuan Wang, Shancun Liu, Haijun Yang, Harris Wu
An Agent-Based Approach for Time-Series Momentum and Reversal. J. Syst. Sci. Complex. 33 (2) (2020)
Qiang Zhang, Chao Wang, Shancun Liu, Yaodong Yang
Order Execution Probability and Order Queue in Limit Order Markets. J. Syst. Sci. Complex. 33 (5) (2020)
Qingduo Zeng, Shancun Liu, Qiang Zhang
Common Sentiment and Price Contagion. J. Syst. Sci. Complex. 32 (5) (2019)
Tao Bing, Shangmei Zhao, Qiang Zhang, Shancun Liu
A New Estimation for Informed Trading Based on SSNF Method. J. Syst. Sci. Complex. 31 (4) (2018)
Qiang Zhang, Shancun Liu, Wanhua Qiu
The effects of market depth on the arrival rate of orders. J. Syst. Sci. Complex. 27 (6) (2014)
Min Xu, Shancun Liu
The Probability of Informed Trading Based on VAR Model. BIFE (2009)