activity
20192021
most citedIncorporating prior financial domain knowledge into neural networks for implied volatility surface prediction

14 citations · 26 across the 5 of their papers we have counts for

collaborators

5 papers

cs.CV2021★ 2 cited

DVM-CAR: A large-scale automotive dataset for visual marketing research and applications

Jingmin Huang, Bowei Chen, Lan Luo +2

There is a growing interest in product aesthetics analytics and design. However, the lack of available large-scale data that covers various variables and information is one of the…

cs.LG2021★ 1 cited

Learning Robust Variational Information Bottleneck with Reference

Weizhu Qian, Bowei Chen, Xiaowei Huang

We propose a new approach to train a variational information bottleneck (VIB) that improves its robustness to adversarial perturbations. Unlike the traditional methods where the ha…

cs.LG2020★ 5 cited

Multi-Task Variational Information Bottleneck

Weizhu Qian, Bowei Chen, Yichao Zhang +2

Multi-task learning (MTL) is an important subject in machine learning and artificial intelligence. Its applications to computer vision, signal processing, and speech recognition ar…

q-fin.PM2019★ 4 cited

Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach

Yu Zheng, Bowei Chen, Timothy M. Hospedales +1

Partial (replication) index tracking is a popular passive investment strategy. It aims to replicate the performance of a given index by constructing a tracking portfolio which cont…

q-fin.CP2019★ 14 cited

Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction

Yu Zheng, Yongxin Yang, Bowei Chen

In this paper we develop a novel neural network model for predicting implied volatility surface. Prior financial domain knowledge is taken into account. A new activation function t…