Search Results - "Cheng, Shenjie"

Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models by Cheng, Shenjie, Qin, Panke, Lu, Baoyun, Yu, Jinxia, Tang, Yongli, Zeng, Zeliang, Tu, Sensen, Qi, Haoran, Ye, Bo, Cai, Zhongqi

“…Deep learning models struggle to effectively capture data features and make accurate predictions because of the strong non-linear characteristics of arbitrage…”
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Multi-Step Multidimensional Statistical Arbitrage Prediction Using PSO Deep-ConvLSTM: An Enhanced Approach for Forecasting Price Spreads by Tu, Sensen, Qin, Panke, Zhu, Mingfu, Zeng, Zeliang, Cheng, Shenjie, Ye, Bo

“…Due to its effectiveness as a risk-hedging trading strategy in financial markets, futures arbitrage is highly sought after by investors in turbulent market…”
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An optimized LSTM network for improving arbitrage spread forecasting using ant colony cross-searching in the K-fold hyperparameter space by Zeng, Zeliang, Qin, Panke, Zhang, Yue, Tang, Yongli, Cheng, Shenjie, Tu, Sensen, Ding, Yongjie, Gao, Zhenlun, Liu, Yaxing

“…Arbitrage spread prediction can provide valuable insights into the identification of arbitrage signals and assessing associated risks in algorithmic trading…”
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Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models by Shenjie Cheng, Panke Qin, Baoyun Lu, Jinxia Yu, Yongli Tang, Zeliang Zeng, Sensen Tu, Haoran Qi, Bo Ye, Zhongqi Cai

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