Dr. Kwok Ping Tsang has 2 papers recently accepted
January 21, 2021 - Kwok Ping Tsang recently has two papers accepted.
One is written with our Ph.D. alumnae Karo Solat. In the paper "Forecasting Exchange Rates with Generalized Principal Components" they apply a new way of extracting principal components on exchange rates, and they show that its forecasting performance dominates the conventional methods. The paper is accepted by the International Journal of Forecasting and they are now working on a new paper in the multivariate context.
One is written with our current Ph.D. student Zichao Yang. In the paper "The Market for Bitcoin Transactions" they try to understand the demand for and supply of transactions in the Bitcoin market by looking at its fees, volume, price, and average transaction size. The paper is accepted by the Journal of International Financial Markets, Institutions & Money, and they are now working on the network characteristics of the bitcoin market.