Christina Dan Wang

According to our database1, Christina Dan Wang authored at least 18 papers between 2019 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Other 

Links

On csauthors.net:

Bibliography

2025
FinRobot: Generative Business Process AI Agents for Enterprise Resource Planning in Finance.
CoRR, June, 2025

Not All Tokens Are What You Need In Thinking.
CoRR, May, 2025

NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks.
CoRR, May, 2025

Fréchet Cumulative Covariance Net for Deep Nonlinear Sufficient Dimension Reduction with Random Objects.
CoRR, February, 2025

Open FinLLM Leaderboard: Towards Financial AI Readiness.
CoRR, January, 2025

2024
Dynamic datasets and market environments for financial reinforcement learning.
Mach. Learn., May, 2024

FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs.
CoRR, 2024

FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models.
CoRR, 2024

2023
FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets.
CoRR, 2023

FinGPT: Open-Source Financial Large Language Models.
CoRR, 2023

K-Nearest-Neighbor Local Sampling Based Conditional Independence Testing.
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

Nearest-Neighbor Sampling Based Conditional Independence Testing.
Proceedings of the Thirty-Seventh AAAI Conference on Artificial Intelligence, 2023

2022
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting.
CoRR, 2022

FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning.
Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

2021
FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance.
CoRR, 2021

FinRL: deep reinforcement learning framework to automate trading in quantitative finance.
Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020
FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance.
CoRR, 2020

2019
Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction.
CoRR, 2019


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