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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.
Proceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining,2.
Association for Computing Machinery, New York, NY, 1671 - 1682.
ISBN 9798400714542
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.