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Qi WU
Qi WU
City University of Hong Kong 香港城市大学数据科学学院
在 cityu.edu.hk 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
BERT-based financial sentiment index and LSTM-based stock return predictability
JZG Hiew, X Huang, H Mou, D Li, Q Wu, Y Xu
arXiv preprint arXiv:1906.09024, 2019
712019
Symplectic parareal
G Bal, Q Wu
Domain Decomposition Methods in Science and Engineering XVII 401, 2008
40*2008
Persistence and procyclicality in margin requirements
P Glasserman, Q Wu
Management Science 64 (12), 5705-5724, 2018
382018
Forward and future implied volatility
P Glasserman, Q Wu
International Journal of Theoretical and Applied Finance 14 (3), 407-432, 2011
352011
Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks
D Li, Y Li, C Wang, M Chen, Q Wu
Applied Energy 331, 120452, 2023
312023
Series expansion of SABR joint density
Q Wu
Mathematical Finance 22 (2), 310-345, 2012
292012
Parsimonious quantile regression of financial asset tail dynamics via sequential learning
X Yan, W Zhang, L Ma, W Liu, QC Wu
( NeurIPS ) Advances in Neural Information Processing Systems 31, 1575-1585, 2018
272018
Capturing deep tail risk via sequential learning of quantile dynamics
Q Wu, X Yan
( JEDC ) Journal of Economic Dynamics and Control 109, 2019
182019
Cross-Sectional Learning of Extremal Dependence Among Financial Assets
X YAN, Q WU, W ZHANG
( NeurIPS ) Advances in Neural Information Processing Systems 32, 2019
132019
Memory-Gated Recurrent Networks
Y Zhang, Q Wu, N Peng, M Dai, J Zhang, H Wang
( AAAI ) Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021
112021
Robust causal learning for the estimation of average treatment effects
Y Huang, CH Leung, Q Wu, X Yan, S Ma, Z Yuan, D Wang, Z Huang
( IJCNN ) 2022 International Joint Conference on Neural Networks, 1-9, 2022
82022
The Causal Learning of Retail Delinquency
Y Huang, CH Leung, X Yan, Q Wu, N Peng, D Wang, Z Huang
( AAAI ) Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021
62021
Neural Learning of Online Consumer Credit Risk
D WANG, Q WU, W ZHANG
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3398981, 2019
62019
Asymptotics of portfolio tail risk metrics for elliptically distributed asset returns
A Lesniewski, H Sun, Q Wu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2748970, 2016
52016
A Unified Domain Adaptation Framework with Distinctive Divergence Analysis
Z YUAN, X HU, Q WU, S MA, CH LEUNG, X Shen, Y HUANG
( TMLR ) Transactions on Machine Learning Research, 2022
4*2022
Decorr: Environment partitioning for invariant learning and ood generalization
Y Liao, Q Wu, X Yan
arXiv preprint arXiv:2211.10054, 2022
42022
Moderately-Balanced Representation Learning for Treatment Effects with Orthogonality Information
Y Huang, CH Leung, S Ma, Q Wu, D Wang, Z Huang
PRICAI 2022, 3-16, 2022
42022
Risk and return prediction for pricing portfolios of non-performing consumer credit
S Wang, X Yan, B Zheng, H Wang, W Xu, N Peng, Q Wu
( ICAIF ) 2nd ACM International Conference on AI Finance, 2021
42021
Deep into The Domain Shift: Transfer Learning through Dependence Regularization
S Ma, Z Yuan, Q Wu, Y Huang, X Hu, CH Leung, D Wang, Z Huang
( TNNLS ) IEEE Transactions on Neural Networks and Learning Systems, 2023
32023
Multi-step prediction of financial asset return volatility using parsimonious autoregressive sequential model
X Fan, X Wei, D Wang, W Zhang, W Qi
Mining Data for Financial Applications: 4th ECML PKDD Workshop, MIDAS 2019 …, 2020
22020
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