Tim Leung | DeepAI

DeepAI

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Featured Co-authors

Aleksandr Y. Aravkin
40 publications
Jize Zhang
5 publications
Theodore Zhao
2 publications

research

∙ 05/17/2021

Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices

We study the price dynamics of cryptocurrencies using adaptive complemen...

0 Tim Leung, et al. ∙

research

∙ 03/17/2018

Mean Reverting Portfolios via Penalized OU-Likelihood Estimation

We study an optimization-based approach to con- struct a mean-reverting ...

0 Jize Zhang, et al. ∙