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cs.CE2025
DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
Wanyun Zhou, Saizhuo Wang, Mihai Cucuringu +5
The lead-lag effect, where the price movement of one asset systematically precedes that of another, has been widely observed in financial markets and conveys valuable predictive si…
cs.CE2025
Unleashing Expert Opinion from Social Media for Stock Prediction
Wanyun Zhou, Saizhuo Wang, Xiang Li +3
While stock prediction task traditionally relies on volume-price and fundamental data to predict the return ratio or price movement trend, sentiment factors derived from social med…
cs.CE2024
Automated machine learning for physics-informed convolutional neural networks
Wanyun Zhou, Haoze Song, Xiaowen Chu
Recent advances in deep learning for solving partial differential equations (PDEs) have introduced physics-informed neural networks (PINNs), which integrate machine learning with p…