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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