Shancun Liu

According to our database, Shancun Liu authored at least 9 papers between 2009 and 2025.

Collaborative distances:

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

2025

Two-Stage Distributionally Robust Optimization for an Asymmetric Loss-Aversion Portfolio via Deep Learning.

Xin Zhang, Shancun Liu, Jingrui Pan

Symmetry, 2025

2022

Illiquidity Comovement and Market Crisis.

Qingduo Zeng, Qiang Zhang, Shancun Liu, Yaodong Yang

J. Syst. Sci. Complex., 2022

2021

Stock Trend Prediction Using Candlestick Charting and Ensemble Machine Learning Techniques With a Novelty Feature Engineering Scheme.

Yaohu Lin, Shancun Liu, Haijun Yang, Harris Wu

IEEE Access, 2021

2020

Order Execution Probability and Order Queue in Limit Order Markets.

Qiang Zhang, Chao Wang, Shancun Liu, Yaodong Yang

J. Syst. Sci. Complex., 2020

An Agent-Based Approach for Time-Series Momentum and Reversal.

Zhaoyuan Wang, Shancun Liu, Haijun Yang, Harris Wu

J. Syst. Sci. Complex., 2020

2019

Common Sentiment and Price Contagion.

Qingduo Zeng, Shancun Liu, Qiang Zhang

J. Syst. Sci. Complex., 2019

2018

A New Estimation for Informed Trading Based on SSNF Method.

Tao Bing, Shangmei Zhao, Qiang Zhang, Shancun Liu

J. Syst. Sci. Complex., 2018

2014

The effects of market depth on the arrival rate of orders.

Qiang Zhang, Shancun Liu, Wanhua Qiu

J. Syst. Sci. Complex., 2014

2009

The Probability of Informed Trading Based on VAR Model.

Min Xu, Shancun Liu

Proceedings of the Business Intelligence: Artificial Intelligence in Business, 2009