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Xianpeng Jiang

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Open access Jul 2026

Reshaping Alpha with Conditional Probability: A Low-Cost Improvement Path for Index Timing

 Direct linear regression prediction of index returns has long been recognized as a challenging task in industry time-series timing research. Constrained by the extremely low signal-to-noise ratio and pervasive nonlinear characteristics of financial data, ordinary least squares (OLS) regression suffers from poor out-of...

Wei-Jian Huang, Yuanqi Huang, Xianpeng Jiang · 0 citations
Open access Jul 2026

Research on Machine Learning High-Frequency Trading Strategy of Cryptocurrency Based on Transaction Cost-Aware Filtering

The empirical results verify that the core bottleneck of high-frequency quantitative trading is not model prediction accuracy but the cost adaptation mechanism of signal transformation, and a simple and efficient transaction cost filtering strategy is far more valuable than blindly iterating complex time-series models.

Wei-Jian Huang, Zhanwei Wang, Xianpeng Jiang · 0 citations

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