معرفی
Ke Xu is an Assistant Professor at the Department of Finance, Faculty of Business and Economics, University of Victoria. His research bridges finance, econometrics, and cryptocurrency, focusing on market microstructure, high-frequency trading, and price discovery mechanisms. He has extensively studied Bitcoin ETFs, fractional cointegration models, and machine learning applications in financial markets.
Key Research Areas:
- Market Microstructure
- High-Frequency Trading
- Cryptocurrency Dynamics
- Price Discovery
- Machine Learning in Finance
- Financial Econometrics
Article Trends: Xu’s work spans empirical analyses of Bitcoin ETFs, volatility modeling (e.g., affine GARCH), and algorithmic trading strategies. His recent papers explore mini flash crashes using machine learning, regulatory impacts on market quality, and sustainable crypto portfolios.
۰مقاله منتشرشده
