129 citations · 154 across the 4 of their papers we have counts for
4 papers
When and How Human Curation Backfires: Preference Alignment under Multi-Model Self-Consuming Loop
Yang Zhang, Xiukun Wei, Xueru Zhang
Foundation models are increasingly trained on synthetic data generated by prior model iterations rather than exclusively on real data. This self-consuming training paradigm can lea…
GS-FUSE: Granger-Supervised Gated Fusion and Multi-Granularity Alignment for Event-Driven Financial Forecasting
Yang Zhang, En Chun, Ziyun Mao +2
Accurately forecasting the impact of salient financial events on markets is critical for investors and policymakers. However, existing multimodal time-series models typically fuse…
Deep Sequence Modeling: Development and Applications in Asset Pricing
Lin William Cong, Ke Tang, Jingyuan Wang +1
We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential…
AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks
Jingyuan Wang, Yang Zhang, Ke Tang +2
Recent years have witnessed the successful marriage of finance innovations and AI techniques in various finance applications including quantitative trading (QT). Despite great rese…