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Liang, Kaiwei, Liu, Ruirui, Huang, Huichou, Ruf, Johannes ORCID: 0000-0003-3616-2194, Zhao, Peilin and Wu, Qingyao
(2025)
Hexagon-net: heterogeneous cross-view aligned graph attention networks for implied volatility surface prediction.
In:
Proceedings of the 31st ACM SIGKDD Conference on Knowledge Discovery and Data Mining.
Association for Computing Machinery.
(In Press)
Liu, Ruirui, Huang, Huichou, Ruf, Johannes ORCID: 0000-0003-3616-2194, Liu, Haoxian and Wu, Qingyao
(2025)
Context-aware frequency-embedding networks for spatio-temporal portfolio selection.
In: Papalexakis, Vagelis, Riondato, Matteo, Zheleva, Elena, Weninger, Tim and Ding, Wei, (eds.)
Proceedings of the 2025 SIAM International Conference on Data Mining (SDM).
Society for Industrial and Applied Mathematics, 317 - 326.
ISBN 9781611978520
Liu, Ruirui, Huang, Huichou and Ruf, Johannes ORCID: 0000-0003-3616-2194
(2025)
Asset pricing with contrastive adversarial variational Bayes.
In:
Proceedings of the Thirty-Fourth International Joint Conference on Artificial Intelligence.
Proceedings of the International Joint Conference on Artificial Intelligence,34.
International Joint Conferences on Artificial Intelligence.