Journal Paper

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Year Paper Title
2024 Yao-Tsung ChenCheng-Yen Yu and Shu-Yi Lin, An investment strategy based on news sentiment words and its empirical performance, Journal of Investing, vol. 33, 5, Jul. 2024
2024 Xiaorui Zuo, Yao-Tsung Chen, Wolfgang Karl Härdle, Emoji Driven Crypto Assets Market Reactions, Management & Marketing, vol. 19, 2, pp. 158-178, Jul. 2024
2024 Evolving Knowledge Graph Representation Learning with Multiple Attention Strategies for Citation Recommendation System, ACM Transactions on Intelligent Systems and Technology , vol. 15, 2 Article No33, pp. 1-26, Mar. 2024
2024 Credit Card Fraud Detection via Intelligent Sampling and Self-supervised Learning, ACM Transactions on Intelligent Systems and Technology , vol. 15, 2 Article No35, pp. 1-29, Mar. 2024
2024 Momentum portfolio selection based on learning-to-rank algorithms with heterogeneous knowledge graphs, Applied Intelligence , forthcoming, Mar. 2024
2024 MA SP, TANG ML, YU KM, Härdle WK, WANG WH, XIONG W, ZHANG XL, WANG K ZHANG LP, TIAN MZ, A Censored Quantile Transformation Model for Alzheimer's Disease Data with Multiple Functional Covariates, J Royal Statistical Society: Series A, 2024
2024 Keilbar G, Miftachov R, Härdle WK, Shapley Curves: A Smoothing Perspective, J Business Economics Statistics, 2024
2024 ZUO XR, CHEN YT, Härdle WK, Emoji-driven Sentiments in Cryptocurrency Markets: Integrating Visual and Textual Contexts , Management and Marketing Journal, 2024
2024 Häusler K, Härdle WKH, ETF construction on CRIX, Financial Innovation, 2024
2024 LING CX, Härdle WK, How Sensitive are Tail-related Risk Measures in a Contamination Neighborhood?, Statistica Sinica, 2024