Anqi Liu

According to our database, Anqi Liu authored at least 7 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Cryptocurrency Price Bubble Detection Using Log-Periodic Power Law Model and Wavelet Analysis.

Junhuan Zhang, Haodong Wang, Jing Chen, Anqi Liu

IEEE Trans. Engineering Management, 2024

2020

The Flow of Information in Trading: An Entropy Approach to Market Regimes.

Anqi Liu, Jing Chen, Steve Y. Yang, Alan G. Hawkes

Entropy, 2020

2018

An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications.

Anqi Liu, Cheuk Yin Jeffrey Mo, Mark E. Paddrik, Steve Y. Yang

Inf., 2018

2017

Genetic programming optimization for a sentiment feedback strength based trading strategy.

Steve Y. Yang, Sheung Yin Kevin Mo, Anqi Liu, Andrei Kirilenko

Neurocomputing, 2017

Stock portfolio selection using learning-to-rank algorithms with news sentiment.

Qiang Song, Anqi Liu, Steve Y. Yang

Neurocomputing, 2017

2015

An Extreme Firm-Specific News Sentiment Asymmetry Based Trading Strategy.

Qiang Song, Anqi Liu, Steve Y. Yang, Anil Deane, Kaushik Datta

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2015

2014

Twitter financial community modeling using agent based simulation.

Steve Y. Yang, Anqi Liu, Sheung Yin Kevin Mo

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014