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Kang Gao
Kang Gao
Imperial College London
Verified email at imperial.ac.uk
Title
Cited by
Cited by
Year
High‐Frequency Trading and Financial Time‐Series Prediction with Spiking Neural Networks
K Gao, W Luk, S Weston
Wilmott 2021 (113), 18-33, 2021
32021
Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model
K Gao, P Vytelingum, S Weston, W Luk, C Guo
arXiv preprint arXiv:2208.14207, 2022
22022
High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
K Gao, P Vytelingum, S Weston, W Luk, C Guo
arXiv preprint arXiv:2208.13654, 2022
22022
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging
K Gao, S Weston, P Vytelingum, N Stillman, W Luk, C Guo
Proceedings of the Fourth ACM International Conference on AI in Finance, 270-278, 2023
12023
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Articles 1–4