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Sicong Cheng

SC

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Publications

3

Citations

66

H-Index

3

Active since

2018

Affiliations

University of International Business and Economics(Current)

Sicong Cheng is an author at University of International Business and Economics specializing in credit risk, text mining, and knowledge discovery.

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Publications per year

2018–2022

3

Publications

3

A state of the art survey of data mining-based fraud detection and credit scoring

Xun Zhou, Sicong Cheng, Meng Zhu et al. · MATEC Web of Conferences · 2018 · 41 citations · Full text

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Directly pricing VIX futures: the role of dynamic volatility and jump intensity

Tianyi Wang, Sicong Cheng, Fangsheng Yin et al. · Applied Economics · 2022 · 15 citations

Overnight volatility, realized volatility, and option pricing

Tianyi Wang, Sicong Cheng, Fangsheng Yin et al. · Journal of Futures Markets · 2022 · 10 citations

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