3 citations · 5 across the 7 of their papers we have counts for
7 papers
STN-TGAT: Top-K Portfolio Construction via Prior-Guided Graph Attention with Learnable Soft-Threshold Sparsification
Haoran Guo, Yutong Lu, Li Zhang
This paper tackles the problem of stock ranking and portfolio construction under realistic investment settings by jointly modeling temporal dynamics and cross-sectional dependencie…
Causality-Inspired Models for Financial Time Series Forecasting
Daniel Cunha Oliveira, Yutong Lu, Xi Lin +2
We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes a…
Solving Partial Differential Equations in Different Domains by Operator Learning method Based on Boundary Integral Equations
Bin Meng, Yutong Lu, Ying Jiang
This article explores operator learning models that can deduce solutions to partial differential equations (PDEs) on arbitrary domains without requiring retraining. We introduce tw…
Company Competition Graph
Yanci Zhang, Yutong Lu, Haitao Mao +4
Financial market participants frequently rely on numerous business relationships to make investment decisions. Investors can learn about potential risks and opportunities associate…
Form 10-K Itemization
Yanci Zhang, Mengjia Xia, Mingyang Li +5
Form 10-K report is a financial report disclosing the annual financial state of a public company. It is an important evidence to conduct financial analysis, i.e., asset pricing, co…
Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
Yutong Lu, Gesine Reinert, Mihai Cucuringu
The time proximity of trades across stocks reveals interesting topological structures of the equity market in the United States. In this article, we investigate how such concurrent…
Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
Yutong Lu, Gesine Reinert, Mihai Cucuringu
The time proximity of high-frequency trades can contain a salient signal. In this paper, we propose a method to classify every trade, based on its proximity with other trades in th…