1 citations · 1 across the 3 of their papers we have counts for
3 papers
stat.ML2026
Bridging Structured Knowledge and Data: A Unified Framework with Finance Applications
Yi Cao, Zexun Chen, Lin William Cong +1
We develop Structured-Knowledge-Informed Neural Networks (SKINNs), a unified estimation framework that embeds theoretical, simulated, previously learned, or cross-domain insights a…
q-fin.TR2023★ 1 cited
An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
Haochen Li, Yi Cao, Maria Polukarov +1
In this study, we introduce a physical model inspired by statistical physics for predicting price volatility and expected returns by leveraging Level 3 order book data. By drawing…
q-fin.PM2020
The new methods for equity fund selection and optimal portfolio construction
Yi Cao
We relook at the classic equity fund selection and portfolio construction problems from a new perspective and propose an easy-to-implement framework to tackle the problem in practi…