Chi-Ming Lin
2006
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Chi-Ming Lin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Chi-Ming Lin overall
Papers from Chi-Ming Lin's perspective
Ordered by how strongly the researchers Chi-Ming Lin trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Portfolio Selection
- Finding Structure in Time
- A dynamic artificial neural network model for forecasting time series events
- Recurrent Neural Networks for Prediction: Learning Algorithms, Architectures and Stability
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Separating Microstructure Noise from Volatility
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
Their papers
- Recurrent neural network for dynamic portfolio selection (2006) — 37 citations