Life-cycle Research of A-H Share Arbitrage Performance Based on Discrete-event Simulation. - Xianda Shang; Yi Zhou; Jie Fang 002; Jianwu Lin (CSAE, 2018)

Better predictability of arbitrage strategies trained among less attentionstocks. - Jie Fang 002; Jianwu Lin (ICPS, 2019)

Prior Knowledge Neural Network for Automatic Feature Construction in Financial Time Series. - Jie Fang 002; Jianwu Lin; Yong Jiang 001; Shutao Xia (CoRR, 2019)

Alpha Discovery Neural Network based on Prior Knowledge. - Jie Fang 002; Zhikang Xia; Xiang Liu; Shutao Xia; Yong Jiang 001; Jianwu Lin (CoRR, 2019)

Prior knowledge distillation based on financial time series. - Jie Fang 002; Jianwu Lin (INDIN, 2020)

Neural Network-based Automatic Factor Construction. - Jie Fang 002; Jianwu Lin; Shutao Xia; Yong Jiang 001; Zhikang Xia; Xiang Liu (CoRR, 2020)