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Filtering by: Advisor Wang, Fangfang Resource type Major Qualifying Project

Intraday Transaction Analysis

Keyword:

Heterogeneous Autoregressive model, High-frequency Data, Intraday Volatility, Trading Volume, and Trading Frequency

Creator:

Candy, Ryan E., Coughlin, Isadora C., and Baker, Emily N.

Advisor:

Wang, Fangfang and Zou, Jian

Publisher:

Worcester Polytechnic Institute

Date Created:

2021-04-01

Resource Type:

Major Qualifying Project
Nonlinear Dimension Estimation for Cryptocurrency Data

Keyword:

Cryptocurrency, Dimension Estimation, Intrinsic Dimension, and Neural Network

Creator:

Rajotte, Benjamin, Layne, Harrison, Tavares, Taenler, and Peterson, Cole

Advisor:

Wang, Fangfang and Sturm, Stephan

Publisher:

Worcester Polytechnic Institute

Date Created:

2023-04-27

Resource Type:

Major Qualifying Project