Yaohao Peng

The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression

Yaohao Peng, Pedro Henrique Melo Albuquerque, Jader Martins Camboim de Sá et al. · Expert Systems with Applications · 2017 · 258 citations

Traditional Currencies, Volatility Modeling, Economic Forecasting +9

An empirical overview of nonlinearity and overfitting in machine learning using COVID-19 data

Yaohao Peng, Mateus Nagata · Chaos Solitons & Fractals · 2020 · 129 citations · Full text

Engineering, Machine Learning, Data Science +8

Machine learning algorithms for fraud prediction in property insurance: Empirical evidence using real-world microdata

Matheus Kempa Severino, Yaohao Peng · Machine Learning with Applications · 2021 · 72 citations · Full text

Feature selection and deep neural networks for stock price direction forecasting using technical analysis indicators

Yaohao Peng, Pedro Henrique Melo Albuquerque, Herbert Kimura et al. · Machine Learning with Applications · 2021 · 71 citations · Full text

Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression

Yaohao Peng, Pedro Henrique Melo Albuquerque · Applied Mathematical Finance · 2019 · 26 citations