People_
Mr Chen Liu
Address
The University of Sydney
NSW 2006 Australia
Thesis work
Thesis title: Deep learning in Financial Time Series Forecasting
Supervisors: Junbin Gao, Minh-Ngoc Tran
Thesis abstract:
Artificial intelligence has revolutionized many empirical fields, yet its adoption to financial time series forecasting remains controversial. This research tries to identify some key factors that enable successful AI applications in finance.
Publications
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Journals
- Liu, C., Wang, C., Tran, M., Kohn, R. (2025). A long short-term memory enhanced realized conditional heteroskedasticity model. Economic Modelling, 142, 106922. [More Information]
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2025
- Liu, C., Wang, C., Tran, M., Kohn, R. (2025). A long short-term memory enhanced realized conditional heteroskedasticity model. Economic Modelling, 142, 106922. [More Information]