11 citations · 12 across the 3 of their papers we have counts for
3 papers
cs.CL2024★ 1 cited
ProCQA: A Large-scale Community-based Programming Question Answering Dataset for Code Search
Zehan Li, Jianfei Zhang, Chuantao Yin +2
Retrieval-based code question answering seeks to match user queries in natural language to relevant code snippets. Previous approaches typically rely on pretraining models using cr…
q-fin.TR2023
Towards systematic intraday news screening: a liquidity-focused approach
Jianfei Zhang, Mathieu Rosenbaum
News can convey bearish or bullish views on financial assets. Institutional investors need to evaluate automatically the implied news sentiment based on textual data. Given the hug…
q-fin.ST2022★ 11 cited
On the universality of the volatility formation process: when machine learning and rough volatility agree
Mathieu Rosenbaum, Jianfei Zhang
We train an LSTM network based on a pooled dataset made of hundreds of liquid stocks aiming to forecast the next daily realized volatility for all stocks. Showing the consistent ou…