孔傲｜南京财经大学｜学者主页

期刊论文

2026

Reconciling interpretability and accuracy: Evidence from categorical factors

Yu Zhao, Sen Lin, Ao Kong

International Review of Economics & Finance

DOI

2025

The role of market makers in hybrid markets

Jiayi Li, Jinqing Zhang, Ao Kong

Pacific-Basin Finance Journal，Vol. 92

DOI

2025

Do market makers matter for price efficiency?-Evidence from China's Sci-Tech Innovation Board

Jiayi Li, Jianyu Li, Ao Kong

International Review Of Financial Analysis，Vol. 104

DOI

2024

Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series

Ao Kong, Robert Azencott, Hongliang Zhu, Xindan Li

Computational Economics，Vol. 630, No. 4

DOI

2024

私有信息、个人投资者行为与股价异常波动

孔傲，李昊骅，李心丹，朱洪亮

《管理科学学报》，Vol. 27, No. 2

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2024

中国股市谁在提供流动性？——基于订单簿下单行为的博弈分析

李佳熠，陈石，孔傲，张金清

《管理科学学报》，Vol. 27, No. 12

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2023

货币政策公告与盈余公告后漂移——基于投资者有限注意力视角

杜修立，施会全，孔傲

《现代金融研究》

2021

Predicting intraday jumps in stock prices using liquidity measures and technical indicators

Ao Kong, Hongliang Zhu, Robert Azencott

Journal Of Forecasting，Vol. 400, No. 3

DOI

2021

《金融计量学》本科教学中波动率建模的课程思政设计探索——基于资本市场渐进开放的案例

孔傲，李鹏

《现代商贸工业》

DOI

2019

一个基于技术指标规则的启发式量化择时系统

孔傲，朱洪亮，郭文旌

《系统工程》

2019

关于金融类专业“量化投资”课程建设的思考

孔傲

《科教文汇》

DOI

2019

金融类专业《金融计量学》课程教学思考

孔傲

《现代商贸工业》

DOI

2018

Does idiosyncratic volatility matter? — Evidence from Chinese stock market

Shengnan Liu, Ao Kong, Rongbao Gu, Wenjing Guo

Physica A Statistical Mechanics and its Applications

DOI

2018

Predicting Trend of High Frequency CSI 300 Index Using Adaptive Input Selection and Machine Learning Techniques

Ao Kong, Hongliang Zhu

《系统科学与信息学报(英文)》

DOI

2018

Theoretical and empirical research on investment behavior strategy based on fuzzy probability

Hui Wang, Shengnan Liu, Ao Kong

Cluster Computing

DOI

2011

长期资产投资组合策略的演化稳定性

朱洪亮，孔傲，张兵

《系统工程理论与实践》，Vol. 31, No. 4

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预印本

2024

Can Generalized Extreme Value Model Fit the Real Stocks

Sen Lin, Ao Kong, Robert Azencott

arXiv (Cornell University)

DOI

2024

Categorical Factors for Asset Pricing

Yu Zhao, Sen Lin, Ao Kong

SSRN Electronic Journal

DOI

孔傲

精选作品

期刊论文

Reconciling interpretability and accuracy: Evidence from categorical factors

The role of market makers in hybrid markets

Do market makers matter for price efficiency?-Evidence from China's Sci-Tech Innovation Board

Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series

私有信息、个人投资者行为与股价异常波动

中国股市谁在提供流动性？——基于订单簿下单行为的博弈分析

货币政策公告与盈余公告后漂移——基于投资者有限注意力视角

Predicting intraday jumps in stock prices using liquidity measures and technical indicators

《金融计量学》本科教学中波动率建模的课程思政设计探索——基于资本市场渐进开放的案例

一个基于技术指标规则的启发式量化择时系统

关于金融类专业“量化投资”课程建设的思考

金融类专业《金融计量学》课程教学思考

Does idiosyncratic volatility matter? — Evidence from Chinese stock market

Predicting Trend of High Frequency CSI 300 Index Using Adaptive Input Selection and Machine Learning Techniques

Theoretical and empirical research on investment behavior strategy based on fuzzy probability

长期资产投资组合策略的演化稳定性

预印本

Can Generalized Extreme Value Model Fit the Real Stocks

Categorical Factors for Asset Pricing

研究方向