2 citations · 2 across the 5 of their papers we have counts for
5 papers
Hierarchical Multi-Task Learning with Liquidity-Aware Signals for Stock Forecasting
Hengyi Yang, Sida Lin, Yiyan Qi +4
Stock price forecasting is a long-standing challenge in computational finance, driven by the inherent randomness of markets and complex temporal patterns. While recent deep-learnin…
Agentic Quantitative Trading: A Survey of Workflows, Systems, and Evaluation
Fengrui Hua, Hengyi Yang, Xinlei Hao +5
Quantitative trading is moving from isolated predictive models toward agentic workflows that combine reasoning, tool use, memory, and feedback. This survey reviews agentic quantita…
From Deep Learning to LLMs: A survey of AI in Quantitative Investment
Bokai Cao, Saizhuo Wang, Xinyi Lin +4
Quantitative investment (quant) is an emerging, technology-driven approach in asset management, increasingy shaped by advancements in artificial intelligence. Recent advances in de…
CSPO: Cross-Market Synergistic Stock Price Movement Forecasting with Pseudo-volatility Optimization
Sida Lin, Yankai Chen, Yiyan Qi +5
The stock market, as a cornerstone of the financial markets, places forecasting stock price movements at the forefront of challenges in quantitative finance. Emerging learning-base…
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
Bokai Cao, Xueyuan Lin, Yiyan Qi +3
Market simulator tries to create high-quality synthetic financial data that mimics real-world market dynamics, which is crucial for model development and robust assessment. Despite…