Mengying Zhu

Orcid: 0000-0002-9343-5729

According to our database1, Mengying Zhu authored at least 17 papers between 2016 and 2024.

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

Timeline

Legend:

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PhD thesis 
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Links

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Bibliography

2024
ECHO-GL: Earnings Calls-Driven Heterogeneous Graph Learning for Stock Movement Prediction.
Proceedings of the Thirty-Eighth AAAI Conference on Artificial Intelligence, 2024

Fine-Tuning Large Language Model Based Explainable Recommendation with Explainable Quality Reward.
Proceedings of the Thirty-Eighth AAAI Conference on Artificial Intelligence, 2024

2023
Modeling Orders of User Behaviors via Differentiable Sorting: A Multi-task Framework to Predicting User Post-click Conversion.
Proceedings of the 46th International ACM SIGIR Conference on Research and Development in Information Retrieval, 2023

Deep Hashing-based Dynamic Stock Correlation Estimation via Normalizing Flow.
Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence, 2023

Spotlight News Driven Quantitative Trading Based on Trajectory Optimization.
Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence, 2023

Positive Distribution Pollution: Rethinking Positive Unlabeled Learning from a Unified Perspective.
Proceedings of the Thirty-Seventh AAAI Conference on Artificial Intelligence, 2023

2022
WISE: Wavelet based Interpretable Stock Embedding for Risk-Averse Portfolio Management.
Proceedings of the Companion of The Web Conference 2022, Virtual Event / Lyon, France, April 25, 2022

A Smart Trader for Portfolio Management based on Normalizing Flows.
Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence, 2022

HCFRec: Hash Collaborative Filtering via Normalized Flow with Structural Consensus for Efficient Recommendation.
Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence, 2022

2021
O<sup>3</sup>ERS: An explainable recommendation system with online learning, online recommendation, and online explanation.
Inf. Sci., 2021

An Adaptive News-Driven Method for CVaR-sensitive Online Portfolio Selection in Non-Stationary Financial Markets.
Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence, 2021

2020
Online Portfolio Selection with Cardinality Constraint and Transaction Costs based on Contextual Bandit.
Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, 2020

2019
FinBrain: when finance meets AI 2.0.
Frontiers Inf. Technol. Electron. Eng., 2019

Adaptive Portfolio by Solving Multi-armed Bandit via Thompson Sampling.
CoRR, 2019

2017
Investment Recommendation with Total Capital Value Maximization in Online P2P Lending.
Proceedings of the 14th IEEE International Conference on e-Business Engineering, 2017

2016
Recommender System with Composite Social Trust Networks.
Int. J. Web Serv. Res., 2016

P2P Lending Platforms Bankruptcy Prediction Using Fuzzy SVM with Region Information.
Proceedings of the 13th IEEE International Conference on e-Business Engineering, 2016


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