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Author

Wensheng Yi

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Open access Oct 2026

Deep Learning-Based Gold Price Prediction and Cross-Market Arbitrage Strategy with Currency Hedging

This paper develops a reproducible framework for predicting gold-price direction and converting the forecasts into a currency-hedged SHFE-COMEX spread-trading strategy. Daily market data from January 2018 to December 2024 are divided chronologically into training, validation, out-of-sample testing, and frozen-model for...

Zi-Jian Zeng, Fei Ding, Wen-Sheng Yi · 0 citations
Open access Jul 2026

Optimal Stopping and Bubble Riding under Limited Arbitrage Constraints: An Empirical Study based on A-Share Market Microstructure

The Chinese A-share market, characterized by its unique retail-dominated structure and institutional constraints, exhibits pricing features distinct from mature markets. This study constructs a portfolio management framework adapted to the microstructure of the A-share market and examines how institutional investors ca...

Wensheng Yi, Zijian Zeng, Gao Ke et al. · 0 citations

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