Xiaoquan Liu
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View article: Teacher-student paradigm-based 3D range-gated imaging method: exploiting depth cues from pretrained large RGB depth estimation models
Teacher-student paradigm-based 3D range-gated imaging method: exploiting depth cues from pretrained large RGB depth estimation models Open
3D Range-gated Imaging (3DRGI) has great potential for long-range detection in adverse weather and nighttime low-light conditions, though existing methods are limited by the inherent flaws of gated images, such as a lack of color and susce…
View article: Teacher-student paradigm-based 3D range-gated imaging method: exploiting depth cues from pretrained large RGB depth estimation models
Teacher-student paradigm-based 3D range-gated imaging method: exploiting depth cues from pretrained large RGB depth estimation models Open
3D Range-gated Imaging (3DRGI) has great potential for long-range detection in adverse weather and nighttime low-light conditions, though existing methods are limited by the inherent flaws of gated images, such as a lack of color and susce…
View article: Style Investment and Expected Stock Returns
Style Investment and Expected Stock Returns Open
View article: Commodity tail risk and equity risk premia
Commodity tail risk and equity risk premia Open
We explore the asset pricing implication of the commodity tail risk, constructed by aggregating individual commodity's exposure to left‐tail realizations of systematic risks, in cross‐sectional stock returns. Using Chinese data from 2005 t…
View article: Depth-prior-based lidar point cloud de-noising method leveraging range-gated imaging
Depth-prior-based lidar point cloud de-noising method leveraging range-gated imaging Open
Light Detection And Ranging (LiDAR) has been widely adopted to modern self-driving vehicles and mobile robotics, providing 3D information of the scene and surrounding objects. However, LiDAR suffer from many kinds of noises and its noisy p…
View article: Factor Momentum in Commodity Futures Markets
Factor Momentum in Commodity Futures Markets Open
View article: Factor Momentum in Commodity Futures Markets
Factor Momentum in Commodity Futures Markets Open
View article: How to Promote the Diffusion of Green Building Materials? From the Synergy between Supply and Demand Sides Integrated in a Quadrilateral Evolutionary Game Model
How to Promote the Diffusion of Green Building Materials? From the Synergy between Supply and Demand Sides Integrated in a Quadrilateral Evolutionary Game Model Open
View article: A Self-Gelling Hemostatic Powder Boosts Radiotherapy-Elicited Nk Cell Immunity to Combat Postoperative Hepatocellular Carcinoma Relapse
A Self-Gelling Hemostatic Powder Boosts Radiotherapy-Elicited Nk Cell Immunity to Combat Postoperative Hepatocellular Carcinoma Relapse Open
View article: Liquidity, Volatility, and Their Spillover in Stock Market
Liquidity, Volatility, and Their Spillover in Stock Market Open
View article: Financial Uncertainty and Stock Market Volatility
Financial Uncertainty and Stock Market Volatility Open
View article: Option valuation under no-arbitrage constraints with neural networks
Option valuation under no-arbitrage constraints with neural networks Open
View article: A two‐stage Bayesian network model for corporate bankruptcy prediction
A two‐stage Bayesian network model for corporate bankruptcy prediction Open
We develop a Bayesian network (LASSO‐BN) model for firm bankruptcy prediction. We select financial ratios via the Least Absolute Shrinkage Selection Operator (LASSO), establish the BN topology, and estimate model parameters. Our empirical …
View article: Night trading and market quality: Evidence from Chinese and US precious metal futures markets
Night trading and market quality: Evidence from Chinese and US precious metal futures markets Open
Given a dominant exchange, how should other exchanges set their trading hours? We examine the introduction of a night session by the Shanghai Futures Exchange, allowing trading concurrently with daytime trading at the Commodity Exchange in…
View article: A neural network enhanced volatility component model
A neural network enhanced volatility component model Open
Volatility prediction, a central issue in financial econometrics, attracts increasing attention in the data science literature as advances in computational methods enable us to develop models with great forecasting precision. In this paper…
View article: Volatility Modeling and Prediction: The Role of Price Impact
Volatility Modeling and Prediction: The Role of Price Impact Open
View article: Order Book Events: The Price Impact and Its Implication for Volatility
Order Book Events: The Price Impact and Its Implication for Volatility Open
View article: Volatility forecasting in the Chinese commodity futures market with intraday data
Volatility forecasting in the Chinese commodity futures market with intraday data Open
Given the unique institutional regulations in the Chinese commodity futures market as well as the characteristics of the data it generates, we utilize contracts with three months to delivery, the most liquid contract series, to systematica…
View article: Can currency-based risk factors help forecast exchange rates?
Can currency-based risk factors help forecast exchange rates? Open
View article: A New Approach to Valuing Risk-Neutral Moments from Option Prices
A New Approach to Valuing Risk-Neutral Moments from Option Prices Open
View article: Investor Heterogeneity, Sentiment, and Skewness Preference in Options Market
Investor Heterogeneity, Sentiment, and Skewness Preference in Options Market Open
View article: from Option Prices
from Option Prices Open
This paper proposes a new approach to valuing risk-neutral skewness and kurtosis from option prices that enjoys several advantages over existing approaches. The rst advantage is the use of an exact integration method that overcomes the sen…
View article: Liquidity and Volatility in the Chinese Commodity Futures Market: Evidence from Intraday Data
Liquidity and Volatility in the Chinese Commodity Futures Market: Evidence from Intraday Data Open