Yingnan Cong

Topological data analysis of China’s stock market risks to detect early warning signals

This study examines the behaviour of the Shanghai and Shenzhen stock exchanges during the 2015 China stock market crash and the 2020 COVID-19 pandemic. Using topological data analysis (TDA), we investigate whether topological indicators extracted from the Shanghai–Hong Kong (SHHK...

Deep learning approaches for high-frequency carbon futures price forecasting: A comparative analysis of recurrent, attention-based, convolutional, and hybrid models

Carbon markets have expanded rapidly in recent years as part of climate change mitigation efforts. Accurate forecasting of the European Union Emissions Trading System (EU-ETS) futures prices holds significant value for companies, investors, and policymakers, who rely on these for...