Weiyi Liu

Portfolio diversification across cryptocurrencies

Weiyi Liu · Finance research letters · 2018 · 204 citations

Management, Portfolio Management, Financial Engineering +4

Common risk factors in the returns on cryptocurrencies

Weiyi Liu, Xuan Liang, Guowei Cui · Economic Modelling · 2019 · 118 citations

Empirical Finance, Economics, Financial Economics +7

Multi-period mean–semivariance portfolio optimization based on uncertain measure

Wei Chen, Dandan Li, Shan Lu et al. · Soft Computing · 2018 · 40 citations

Portfolio Optimization, Uncertain Measure, Uncertainty Quantification +4

The Spillover Effect of Geotagged Tweets as a Measure of Ambient Population for Theft Crime

Minxuan Lan, Lin Liu, Andrés Hernández et al. · Sustainability · 2019 · 37 citations · Full text

Social Medium Monitoring, Crime Analysis, Location-aware Social Medium +20

Pricing variance swaps under the Hawkes jump‐diffusion process

Weiyi Liu, Song‐Ping Zhu · Journal of Futures Markets · 2019 · 30 citations

Option Pricing, Multivariate Stochastic Volatility, Hawkes Jump‐diffusion Process +10