| BERT-based financial sentiment index and LSTM-based stock return predictability JZG Hiew, X Huang, H Mou, D Li, Q Wu, Y Xu arXiv preprint arXiv:1906.09024, 2019 | 67 | 2019 |
| Symplectic parareal G Bal, Q Wu Domain Decomposition Methods in Science and Engineering XVII 401, 2008 | 39* | 2008 |
| Persistence and procyclicality in margin requirements P Glasserman, Q Wu Management Science 64 (12), 5705-5724, 2018 | 36 | 2018 |
| Forward and future implied volatility P Glasserman, Q Wu International Journal of Theoretical and Applied Finance 14 (3), 407-432, 2011 | 35 | 2011 |
| Series expansion of SABR joint density Q Wu Mathematical Finance 22 (2), 310-345, 2012 | 29 | 2012 |
| Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks D Li, Y Li, C Wang, M Chen, Q Wu Applied Energy 331, 120452, 2023 | 24 | 2023 |
| Parsimonious quantile regression of financial asset tail dynamics via sequential learning X Yan, W Zhang, L Ma, W Liu, QC Wu ( NeurIPS ) Advances in Neural Information Processing Systems 31, 1575-1585, 2018 | 24 | 2018 |
| Capturing deep tail risk via sequential learning of quantile dynamics Q Wu, X Yan ( JEDC ) Journal of Economic Dynamics and Control 109, 2019 | 16 | 2019 |
| Cross-Sectional Learning of Extremal Dependence Among Financial Assets X YAN, Q WU, W ZHANG ( NeurIPS ) Advances in Neural Information Processing Systems 32, 2019 | 12 | 2019 |
| Memory-Gated Recurrent Networks Y Zhang, Q Wu, N Peng, M Dai, J Zhang, H Wang ( AAAI ) Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021 | 11 | 2021 |
| Robust causal learning for the estimation of average treatment effects Y Huang, CH Leung, Q Wu, X Yan, S Ma, Z Yuan, D Wang, Z Huang ( IJCNN ) 2022 International Joint Conference on Neural Networks, 1-9, 2022 | 7 | 2022 |
| The Causal Learning of Retail Delinquency Y Huang, CH Leung, X Yan, Q Wu, N Peng, D Wang, Z Huang ( AAAI ) Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021 | 7 | 2021 |
| Neural Learning of Online Consumer Credit Risk D WANG, Q WU, W ZHANG https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3398981, 2019 | 6 | 2019 |
| Asymptotics of portfolio tail risk metrics for elliptically distributed asset returns A Lesniewski, H Sun, Q Wu https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2748970, 2016 | 5 | 2016 |
| Risk and return prediction for pricing portfolios of non-performing consumer credit S Wang, X Yan, B Zheng, H Wang, W Xu, N Peng, Q Wu ( ICAIF ) 2nd ACM International Conference on AI Finance, 2021 | 4 | 2021 |
| A Unified Domain Adaptation Framework with Distinctive Divergence Analysis Z YUAN, X HU, Q WU, S MA, CH LEUNG, X Shen, Y HUANG ( TMLR ) Transactions on Machine Learning Research, 2022 | 3* | 2022 |
| Decorr: Environment partitioning for invariant learning and ood generalization Y Liao, Q Wu, X Yan arXiv preprint arXiv:2211.10054, 2022 | 3 | 2022 |
| Moderately-Balanced Representation Learning for Treatment Effects with Orthogonality Information Y Huang, CH Leung, S Ma, Q Wu, D Wang, Z Huang PRICAI 2022, 3-16, 2022 | 3 | 2022 |
| Higher-order orthogonal causal learning for treatment effect Y Huang, CH Leung, X Yan, Q Wu arXiv preprint arXiv:2103.11869, 2021 | 2 | 2021 |
| Multi-step prediction of financial asset return volatility using parsimonious autoregressive sequential model X Fan, X Wei, D Wang, W Zhang, W Qi Mining Data for Financial Applications: 4th ECML PKDD Workshop, MIDAS 2019 …, 2020 | 2 | 2020 |
Xing YanRenmin University of ChinaVerified email at ruc.edu.cn
