4 citations · 11 across the 5 of their papers we have counts for
6 papers
Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling
Xiang Li, Zikai Wei, Yiyan Qi +6
Financial market movements are often driven by discrete financial events conveyed through news, whose impacts are heterogeneous, abrupt, and difficult to capture under purely numer…
FinKario: Event-Enhanced Automated Construction of Financial Knowledge Graph
Xiang Li, Penglei Sun, Wanyun Zhou +3
Individual investors are significantly outnumbered and disadvantaged in financial markets, overwhelmed by abundant information and lacking professional analysis. Equity research re…
HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE
Zikai Wei, Anyi Rao, Bo Dai +1
Factor model is a fundamental investment tool in quantitative investment, which can be empowered by deep learning to become more flexible and efficient in practical complicated inv…
E2EAI: End-to-End Deep Learning Framework for Active Investing
Zikai Wei, Bo Dai, Dahua Lin
Active investing aims to construct a portfolio of assets that are believed to be relatively profitable in the markets, with one popular method being to construct a portfolio via fa…
Factor Investing with a Deep Multi-Factor Model
Zikai Wei, Bo Dai, Dahua Lin
Modeling and characterizing multiple factors is perhaps the most important step in achieving excess returns over market benchmarks. Both academia and industry are striving to find…
Rethinking Trajectory Prediction via "Team Game"
Zikai Wei, Xinge Zhu, Bo Dai +1
To accurately predict trajectories in multi-agent settings, e.g. team games, it is important to effectively model the interactions among agents. Whereas a number of methods have be…