Qi Wu

Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks

Dan Li, Yijun Li, Chaoqun Wang et al. · Applied Energy · 2022 · 89 citations

Forecasting Methodology, Economics, Economic Forecasting +12

BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability

Joshua Zoen Git Hiew, Xin Huang, Hao Mou et al. · arXiv (Cornell University) · 2019 · 40 citations · Full text

Natural Language Processing, Naive Bayes Classifier, Asset Pricing +14

Persistence and Procyclicality in Margin Requirements

Paul Glasserman, Qi Wu · Management Science · 2018 · 34 citations

Empirical Finance, Volatility Modeling, Financial Risk +23

Impact of indoor environmental quality (IEQ) factors on occupants' environmental perception and satisfaction in hospital wards

Qi Wu, Nianping Li, Xinran Cai et al. · Building and Environment · 2023 · 25 citations

Built Environment, Occupant Comfort, Environmental Health +8

SERIES EXPANSION OF THE SABR JOINT DENSITY

Qi Wu · Mathematical Finance · 2010 · 24 citations

Volatility Modeling, Multivariate Stochastic Volatility, Option Pricing +12