activity
20172026
most citedREST: Relational Event-driven Stock Trend Forecasting

47 citations · 151 across the 32 of their papers we have counts for

collaborators
Showing 2021Show all

9 papers · 1 filter

cs.SI2021★ 5 cited

SHGNN: Structure-Aware Heterogeneous Graph Neural Network

Wentao Xu, Yingce Xia, Weiqing Liu +3

Many real-world graphs (networks) are heterogeneous with different types of nodes and edges. Heterogeneous graph embedding, aiming at learning the low-dimensional node representati…

cs.AI2021★ 4 cited

KGE-CL: Contrastive Learning of Tensor Decomposition Based Knowledge Graph Embeddings

Zhiping Luo, Wentao Xu, Weiqing Liu +3

Learning the embeddings of knowledge graphs (KG) is vital in artificial intelligence, and can benefit various downstream applications, such as recommendation and question answering…

q-fin.ST2021★ 23 cited

HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information

Wentao Xu, Weiqing Liu, Lewen Wang +4

Stock trend forecasting, which forecasts stock prices' future trends, plays an essential role in investment. The stocks in a market can share information so that their stock prices…

cs.LG2021★ 5 cited

Instance-wise Graph-based Framework for Multivariate Time Series Forecasting

Wentao Xu, Weiqing Liu, Jiang Bian +2

The multivariate time series forecasting has attracted more and more attention because of its vital role in different fields in the real world, such as finance, traffic, and weathe…

q-fin.RM2021★ 7 cited

Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation

Hengxu Lin, Dong Zhou, Weiqing Liu +1

Modeling and managing portfolio risk is perhaps the most important step to achieve growing and preserving investment performance. Within the modern portfolio construction framework…

cs.LG2021★ 1 cited

Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport

Hengxu Lin, Dong Zhou, Weiqing Liu +1

Successful quantitative investment usually relies on precise predictions of the future movement of the stock price. Recently, machine learning based solutions have shown their capa…