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Meng-Chen Hsieh
Meng-Chen Hsieh
Norm Brodsky College of Business, Rider University
Verified email at rider.edu - Homepage
Title
Cited by
Cited by
Year
Method and structure for end-to-end workforce management
H Cao, JM Collins, DP Connors, DL Gresh, MC Hsieh, J Hu, MA Eaton, ...
US Patent App. 11/621,947, 2008
1142008
Long memory in intertrade durations, counts and realized volatility of NYSE stocks
R Deo, M Hsieh, CM Hurvich
Journal of Statistical Planning and Inference 140 (12), 3715-3733, 2010
502010
Method and structure for generic architecture for integrated end-to-end workforce management
H Cao, DP Connors, DL Gresh, MC Hsieh, J Hu, C Jiang, T Kumar, Y Liu, ...
US Patent App. 11/621,942, 2008
242008
Long memory in nonlinear processes
R Deo, M Hsieh, CM Hurvich, P Soulier
Dependence in probability and statistics, 221-244, 2006
232006
The propagation and identification of ARMA demand under simple exponential smoothing: forecasting expertise and information sharing
MC Hsieh, AH Giloni, CM Hurvich
IMA Journal of Management Mathematcs 31 (3), 307-344, 2020
172020
Method and apparatus for workforce demand forecasting
H Cao, MA Eaton, MC Hsieh, J Hu, TH Li, BK Ray
US Patent 8,015,043, 2011
152011
Asymptotics for duration-driven long range dependent processes
MC Hsieh, CM Hurvich, P Soulier
Journal of Econometrics 141 (2), 913-949, 2007
122007
Tracing the source of long memory in volatility
R Deo, M Hsieh, C Hurvich
NYU Working Paper No. SOR-2005-2, 2005
82005
The persistence of memory: From durations to realized volatility
R Deo, M Hsieh, C Hurvich
Working Paper, Stern School of Business, New York University, 2006
72006
Modeling Leverage and Long Memory Volatility in a Pure Jump Process
MC Hsieh, C Hurvich, P Soulier
High Frequency 2 (3), 124-141, 2019
22019
Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes
MC Hsieh, C Hurvich, P Soulier
https://arxiv.org/pdf/2202.00793.pdf, 2022
2022
Data-Driven Portfolio Optimization with Drawdown Constraints Utilizing Machine Learning
MC Hsieh
Contemporary Perspectives in Data Mining 4, 55-78, 2021
2021
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Articles 1–12