no code implementations • 28 Sep 2023 • Wenting Liu, Zhaozhong Gui, Guilin Jiang, Lihua Tang, Lichun Zhou, Wan Leng, xulong Zhang, Yujiang Liu
With the increasing volume of high-frequency data in the information age, both challenges and opportunities arise in the prediction of stock volatility.
no code implementations • 14 May 2022 • Wenting Liu, Jinlong Lei, Peng Yi, Yiguang Hong
This paper considers no-regret learning for repeated continuous-kernel games with lossy bandit feedback.