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Weilong Fu

3 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author1

Across the 2 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.CP1
  • q-fin.PM1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

most citedSimulating financial time series using attention

1 citations · 2 across the 3 of their papers we have counts for

collaborators

3 papers

q-fin.PM2025

The New Quant: A Survey of Large Language Models in Financial Prediction and Trading

Weilong Fu

Large language models are reshaping quantitative investing by turning unstructured financial information into evidence-grounded signals and executable decisions. This survey synthe…

q-fin.CP2022★ 1 cited

Solving barrier options under stochastic volatility using deep learning

Weilong Fu, Ali Hirsa

We develop an unsupervised deep learning method to solve the barrier options under the Bergomi model. The neural networks serve as the approximate option surfaces and are trained t…

q-fin.ST2022★ 1 cited

Simulating financial time series using attention

Weilong Fu, Ali Hirsa, Jörg Osterrieder

Financial time series simulation is a central topic since it extends the limited real data for training and evaluation of trading strategies. It is also challenging because of the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.