David Liu

The Performance of Hybrid Artificial Neural Network Models for Option Pricing during Financial Crises

David Liu, Siyuan Huang, David Liu, 2021 .

Markov modulated jump-diffusions for currency options when regime switching risk is priced

David Liu, David Liu, 2019 .

China Stock Market Regimes Prediction with Artificial Neural Network and Markov Regime Switching

Lei Zhang, David Liu, David Liu, 2010 .