Pingjun Deng
发表
High-dimensional covariance forecasting based on principal component analysis of high-frequency data
Zhihong Jian,
Pingjun Deng,
Zhican Zhu,
2018,
Economic Modelling.
Zhihong Jian,
Pingjun Deng,
Zhican Zhu,
2018
.
Junjie Bai,
Ying Wu,
Xiaoyun Zhang,
2016,
2016 IEEE 15th International Conference on Cognitive Informatics & Cognitive Computing (ICCI*CC).