Studies on Margin Procyclicality - the Impact of Volatility Persistence and Nonlinear Payoffs
Project: Research
Research Output
- 2024
- 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 others, , Oct 2024, In: IEEE Transactions on Neural Networks and Learning Systems. 35, 10, p. 14409-14423Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 5 - 2023
- 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 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 2 - 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 others, , 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
Scopus citations: 3 - 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 - Publication in refereed journal › peer-review
Scopus citations: 57 - 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 - Publication in refereed journal › peer-review
Scopus citations: 2 - 2022
- 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. p. 1-21Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Scopus citations: 2 - 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 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 4 - 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 32 - Refereed conference paper (with host publication) › peer-review
Scopus citations: 3 - 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 others, , 2022, 2022 International Joint Conference on Neural Networks (IJCNN). Institute of Electrical and Electronics Engineers, Inc., (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
Scopus citations: 7
