Generative Models of Multivariate Dependence for Asset Returns

  • WU, Qi (Principal Investigator / Project Coordinator)

Project: Research

  • 11 RGC 32 - Refereed conference paper (with host publication)
  • 8 RGC 21 - Publication in refereed journal
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RGC 32 - Refereed conference paper (with host publication)

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  • 2025

    Distributionally Robust Policy Evaluation and Learning for Continuous Treatment with Observational Data

    Leung, C. H. (Co-first Author), Huang, Y. (Co-first Author), Li, Y. & Wu, Q., 11 Apr 2025, Proceedings of the 39th AAAI Conference on Artificial Intelligence. Walsh, T., Shah, J. & Kolter, Z. (eds.). AAAI Press, Vol. 39. p. 18209-18217 9 p.

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

    Open Access
  • 2024

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

    Liao, Y., Wu, Q. & Yan, X., 2024, Proceedings of the 38th AAAI Conference on Artificial Intelligence. AAAI Press, p. 13772-13781 (Proceedings of the AAAI Conference on Artificial Intelligence; vol. 38, no. 12).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

    Open Access

  • SpecFormer: Guarding Vision Transformer Robustness via Maximum Singular Value Penalization

    Hu, X., Zheng, R., Wang, J., Leung, C. H., Wu, Q. & Xie, X., 31 Oct 2024, Computer Vision: ECCV 2024. Leonardis, A., Ricci, E., Roth, S., Russakovsky, O., Sattler, T. & Varol, G. (eds.). Springer, Cham, p. 345–362 18 p. (Lecture Notes in Computer Science; vol. 15112).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

    1 Citation (Scopus)

  • The Causal Impact of Credit Lines on Spending Distributions

    Li, Y., Leung, C. H., Sun, X., Wang, C., Huang, Y., Yan, X., Wu, Q., Wang, D. & Huang, Z., 2024, Proceedings of the 38th AAAI Conference on Artificial Intelligence. Dy, J., Natarajan, S. & Wooldridge, M. (eds.). Washington, DC: AAAI Press, p. 180-187 (Proceedings of the AAAI Conference on Artificial Intelligence; vol. 38, no. 1).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

    Open Access
    2 Citations (Scopus)

  • Unveiling the Potential of Robustness in Selecting Conditional Average Treatment Effect Estimators

    Huang, Y. (Co-first Author), Leung, C. H. (Co-first Author), Wang, S., Li, Y. & Wu, Q., 2024, NeurIPS Proceedings: Advances in Neural Information Processing Systems 37 (NeurIPS 2024). Globerson, A., Mackey, L., Belgrave, D., Fan, A., Paquet, U., Tomczak, J. & Zhang, C. (eds.). Neural Information Processing Systems (NeurIPS), (Advances in Neural Information Processing Systems).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

    Open Access
  • 2023

    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.-W. (eds.). PMLR, Vol. 206. p. 4629-4642 (Proceedings of Machine Learning Research).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

    Open Access
    1 Citation (Scopus)

  • 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 32 - Refereed conference paper (with host publication) › peer-review

    Open Access
    5 Citations (Scopus)

  • Towards Balanced Representation Learning for Credit Policy Evaluation

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

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

    Open Access
    5 Citations (Scopus)
  • 2022

    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 32 - Refereed conference paper (with host publication) › peer-review

    4 Citations (Scopus)

  • 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, 10. (ICAIF - ACM International Conference on AI in Finance).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

    4 Citations (Scopus)

  • 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. & Huang, 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 32 - Refereed conference paper (with host publication) › peer-review

    7 Citations (Scopus)