Prof. WU Qi (吳琦)

Research Output

  1. 2024
  2. Published

    Invariant Random Forest: Tree-Based Model Solution for OOD Generalization

    LIAO, Y., WU, Q. & YAN, X., Feb 2024, The Thirty-Eighth AAAI Conference on Artificial Intelligence (AAAI 2024).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

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  3. 2023
  4. Accepted/In press/Filed

    The Causal Impact of Credit Lines on Spending Distributions

    LI, Y., LEUNG, C. H., SUN, X., WANG, C., HUANG, Y., YAN, X., WU, Q., & 2 othersWang, D. & Huang, Z., 9 Dec 2023, (Accepted/In press/Filed) Proceedings of the 38th AAAI Conference on Artificial Intelligence. Washington, DC: AAAI Press, (Proceedings of the AAAI Conference on Artificial Intelligence).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

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  5. Published

    DeLELSTM: Decomposition-based Linear Explainable LSTM to Capture Instantaneous and Long-term Effects in Time Series

    WANG, C., LI, Y., SUN, X., WU, Q., Wang, D. & Huang, Z., Aug 2023, Proceedings of the 32nd International Joint Conference on Artificial Intelligence (IJCAI 2023). International Joint Conferences on Artificial Intelligence, p. 4299-4307 (IJCAI International Joint Conference on Artificial Intelligence; vol. 2023-August).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

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  6. Online published

    Deep into The Domain Shift: Transfer Learning through Dependence Regularization

    Ma, S., Yuan, Z., Wu, Q., Huang, Y., Hu, X., Leung, C. H., Wang, D., & 1 othersHuang, Z., 6 Jun 2023, (Online published) In: IEEE Transactions on Neural Networks and Learning Systems.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  7. Published

    A Unified Perspective on Regularization and Perturbation in Differentiable Subset Selection

    Sun, X., Leung, C. H., LI, Y. & Wu, Q., Apr 2023, Proceedings of the 26th International Conference on Artificial Intelligence and Statistics (AISTATS) 2023. Ruiz, F., Dy, J. & van de Meent, J. (eds.). PMLR, Vol. 206. p. 4629-4642 (Proceedings of Machine Learning Research).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

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  8. Published

    Towards Balanced Representation Learning for Credit Policy Evaluation

    Huang, Y., Leung, C. H., Ma, S., Yuan, Z., Wu, Q., Wang, S., Wang, D., & 1 othersHuang, Z., Apr 2023, Proceedings of The 26th International Conference on Artificial Intelligence and Statistics. Ruiz, F., Dy, J. & van de Meent, J. (eds.). PMLR, Vol. 206. p. 3677-3692 (Proceedings of Machine Learning Research).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Check@CityULib
  9. Published

    Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks

    Li, D., Li, Y., Wang, C., Chen, M. & Wu, Q., 1 Feb 2023, In: Applied Energy. 331, 20 p., 120452.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 13
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  10. Published

    Counter-cyclical Margins for Option Portfolios

    CHEN, Y., WU, Q. & LI, D., Jan 2023, In: Journal of Economic Dynamics and Control. 146, 104572.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  11. 2022
  12. Published

    A Unified Domain Adaptation Framework with Distinctive Divergence Analysis

    Yuan, Z., Hu, X., Wu, Q., Ma, S., Leung, C. H., Shen, X. & Huang, Y., Dec 2022, In: Transactions on Machine Learning Research.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  13. Online published

    Risk and return prediction for pricing portfolios of non-performing consumer credit

    Wang, S., Yan, X., Zheng, B., Wang, H., Xu, W., Peng, N. & Wu, Q., 4 May 2022, (Online published) ICAIF '21: Proceedings of the Second ACM International Conference on AI in Finance. Association for Computing Machinery (ACM), 10. (ICAIF - ACM International Conference on AI in Finance).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Scopus citations: 4
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  14. Published

    Moderately-Balanced Representation Learning for Treatment Effects with orthogonality Information

    Huang, Y., Leung, C. H., Ma, S., Wu, Q., Wang, D. & Huang, Z., 2022, PRICAI 2022: Trends in Artificial Intelligence: 19th Pacific Rim International Conference on Artificial Intelligence, PRICAI 2022, Shanghai, China, November 10–13, 2022, Proceedings, Part II. Khanna, S., Cao, J., Bai, Q. & Xu, G. (eds.). Cham: Springer , Vol. Part II. p. 3–16 (Lecture Notes in Computer Science; vol. 13630).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Scopus citations: 1
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  15. Published

    Robust Causal Learning for the Estimation of Average Treatment Effects

    Huang, Y., Leung, C. H., Wu, Q., Yan, X., Ma, S., Yuan, Z., Wang, D., & 1 othersHuang, Z., 2022, 2022 International Joint Conference on Neural Networks (IJCNN). IEEE, (Proceedings of the International Joint Conference on Neural Networks; vol. 2022-July).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Scopus citations: 2
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  16. 2021
  17. Published

    Memory-Gated Recurrent Networks

    Zhang, Y., Wu, Q., Peng, N., Dai, M., Zhang, J. & Wang, H., 2021, The Thirty-Fifth AAAI Conference on Artificial Intelligence (AAAI-21). AAAI Press, p. 10956-10963 (Proceedings of the AAAI Conference on Artificial Intelligence; vol. 35, no. 12).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Scopus citations: 3
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  18. Published

    The Causal Learning of Retail Delinquency

    Huang, Y., Leung, C. H., Yan, X., Wu, Q., Peng, N., Wanng, D. & Huang, Z., 2021, The Thirty-Fifth AAAI Conference on Artificial Intelligence (AAAI-21). AAAI Press, p. 204-212 9 p. (Proceedings of the AAAI Conference on Artificial Intelligence; vol. 35, no. 1).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Scopus citations: 2
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  19. 2020
  20. Published

    Understanding Distributional Ambiguity via Non-robust Chance Constraint

    Ma, S., Leung, C. H., Wu, Q., Liu, W. & Peng, N., Oct 2020, ICAIF '20: Proceedings of the First ACM International Conference on AI in Finance. Association for Computing Machinery (ACM), 3422522. (ICAIF - ACM International Conference on AI in Finance).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Check@CityULib
  21. 2019
  22. Published

    Capturing deep tail risk via sequential learning of quantile dynamics

    Wu, Q. & Yan, X., Dec 2019, In: Journal of Economic Dynamics and Control. 109, 103771.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 9
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  23. Published

    Cross-sectional Learning of Extremal Dependence among Financial Assets

    Yan, X., Wu, Q. & Zhang, W., Dec 2019, NIPS'19: Proceedings of the 33rd International Conference on Neural Information Processing Systems. Wallach, H., Larochelle, H., Beygelzimer, A., d'Alché-Buc, F., Fox, E. & Garnett, R. (eds.). Neural Information Processing Systems Foundation, Inc., 346

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Scopus citations: 5
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  24. Published

    Multi-step Prediction of Financial Asset Return Volatility Using Parsimonious Autoregressive Sequential Model

    Fan, X., Wei, X., Wang, D., Zhang, W. & Wu, Q., Sept 2019, Mining Data for Financial Applications: 4th ECML PKDD Workshop, MIDAS 2019, Revised Selected Papers. Bitetta, V., Bordino, I., Ferretti, A., Gullo, F., Pascolutti, S. & Ponti, G. (eds.). Springer Nature, p. 107-121 (Lecture Notes in Artificial Intelligence (including subseries Lecture Notes in Computer Science); vol. 11985).

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Scopus citations: 2
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  25. 2018
  26. Published

    Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning

    Yan, X., Zhang, W., Ma, L., Liu, W. & Wu, Q., Dec 2018, NIPS'18: Proceedings of the 32nd International Conference on Neural Information Processing Systems. Bengio, S., Wallach, H., Larochelle, H., Grauman, K., Cesa-Bianchi, N. & Garnett, R. (eds.). Neural Information Processing Systems Foundation, Inc., p. 1582–1592

    Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with host publication)peer-review

    Scopus citations: 9
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  27. Persistence and Procyclicality in Margin Requirements

    Glasserman, P. & Wu, Q., Dec 2018, In: Management Science. 64, 12, p. 5705-5724

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 14
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