About me
I am a PhD student in the Department of Computer Science at the University of Liverpool, UK. Prior to this, I graduated from Tsinghua University with a B.E. in Computer Science.
I am working on algorithmic trading under the supervision of Dr. Rahul Savani. My research topic is prediction in limit-order-book markets, in particular, intraday forecasting of price volatility, trading volume, number of trades, duration between trades, and other quantitative aspects of these markets.
Here is my first year plan.
Publications
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Xiaodong Li, Xiaotie Deng, Feng Wang, Keren Dong (2010),
Empirical Analysis: News Impact on Stock Prices Based on News Density.
IEEE International Conference on Data Mining Workshops, pp. 585-592.
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Feng Wang, Keren Dong, Xiaotie Deng (2010),
Algorithmic trading strategy optimization based on mutual information entropy based clustering.
ISICA'10 Proceedings of the 5th international conference on Advances in computation and intelligence, pp. 252-260.
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Feng Wang, Keren Dong, Xiaotie Deng (2009),
Algorithmic trading system: design and applications.
Frontiers of Computer Science in China, Volume 3, pp. 235-246.
Prizes
Contact
Room 308
Ashton Building
Computer Science Department
University of Liverpool
L69 3BX
Email: firstname dot lastname at liverpool.ac.uk
Last modified
Tue Mar 29 17:29:31 BST 2011
