29 citations · 29 across the 3 of their papers we have counts for
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q-fin.CP2025
Re(Visiting) Time Series Foundation Models in Finance
Eghbal Rahimikia, Hao Ni, Weiguan Wang
Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous dat…
q-fin.CP2019
Neural networks for option pricing and hedging: a literature review
Johannes Ruf, Weiguan Wang
Neural networks have been used as a nonparametric method for option pricing and hedging since the early 1990s. Far over a hundred papers have been published on this topic. This not…