Jing Yang - Latest

• Alternative Trading Systems: Does One Shoe Fit All?

  Staff Working Paper 2002-33 Nicolas Audet, Toni Gravelle, Jing Yang

  This paper examines the factors that lead liquidity-motivated investors to choose the type of market structure they prefer.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial markets JEL Code(s): G, G1, G10, G14, G18

• The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables

  Staff Working Paper 2000-23 Nikola Gradojevic, Jing Yang

  Artificial neural networks (ANN) are employed for high-frequency Canada/U.S. dollar exchange rate forecasting. ANN outperform random walk and linear models in a number of recursive out-of- sample forecasts.

  Content Type(s): Staff research, Staff working papers Topic(s): Exchange rates JEL Code(s): C, C4, C45, F, F3, F31