5 citations · 6 across the 3 of their papers we have counts for
3 papers
q-fin.ST2025
Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting
Jingyi Wei, Steve Yang, Zhenyu Cui
In this study, we develop a unified volatility modeling framework that embeds GARCH dynamics directly within recurrent neural networks. We propose two interpretable hybrid architec…
cs.CE2025★ 1 cited
A Report on Financial Regulations Challenge at COLING 2025
Keyi Wang, Jaisal Patel, Charlie Shen +9
Financial large language models (FinLLMs) have been applied to various tasks in business, finance, accounting, and auditing. Complex financial regulations and standards are critica…
stat.CO2020★ 5 cited
Orbit: Probabilistic Forecast with Exponential Smoothing
Edwin Ng, Zhishi Wang, Huigang Chen +2
Time series forecasting is an active research topic in academia as well as industry. Although we see an increasing amount of adoptions of machine learning methods in solving some o…