Price, Volatility, and Liquidity Behavior for Financial Assets
Machine Learning, AI Trading strategy, and FinTech
The private and public information will be incorporated into risky assets of the financial markets through trading among different types of investors. As the information is reflected into the risky assets of the financial markets, the behavior of liquidity and price of financial assets will also alter through the process of trading for different types of investors. Accordingly, understanding the behavior of liquidity and price might shed light on how information affects trading behavior among different types of investors and thus provide useful information for asset management.
Recently, I spend much time on integrating the empirical finance and new trend of technology. I develop forecasting models with the decision tree approach and neural network regression and deploy the platform to the web. Users can use the web to forecasting price behavior with fun, ex: https://hclee.shinyapps.io/treefore/ and https://hclee.shinyapps.io/TechAnalysis/ . Also, I have published some papers by using the Machine Learning Approach in the Academic Journals, ex: North American Journal of Finance and Economics and Journal of Futures and Options.