Qi Wu

Orcid: 0000-0002-4028-981X

Affiliations:
  • City University of Hong Kong, School of Data Science, Hong Kong
  • Chinese University of Hong Kong, Department of Systems Engineering and Management, Hong Kong (2013 - 2018)
  • Columbia University, New York, NY, USA (PhD 2011)


According to our database1, Qi Wu authored at least 19 papers between 2018 and 2024.

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

Timeline

Legend:

Book 
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Article 
PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2024
The Causal Impact of Credit Lines on Spending Distributions.
Proceedings of the Thirty-Eighth AAAI Conference on Artificial Intelligence, 2024

2023
Invariant Random Forest: Tree-Based Model Solution for OOD Generalization.
CoRR, 2023

Deep into The Domain Shift: Transfer Learning through Dependence Regularization.
CoRR, 2023

DeLELSTM: Decomposition-based Linear Explainable LSTM to Capture Instantaneous and Long-term Effects in Time Series.
Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence, 2023

Towards Balanced Representation Learning for Credit Policy Evaluation.
Proceedings of the International Conference on Artificial Intelligence and Statistics, 2023

2022
A Unified Domain Adaptation Framework with Distinctive Divergence Analysis.
Trans. Mach. Learn. Res., 2022

Decorr: Environment Partitioning for Invariant Learning and OOD Generalization.
CoRR, 2022

Moderately-Balanced Representation Learning for Treatment Effects with Orthogonality Information.
Proceedings of the PRICAI 2022: Trends in Artificial Intelligence, 2022

Robust Causal Learning for the Estimation of Average Treatment Effects.
Proceedings of the International Joint Conference on Neural Networks, 2022

2021
Higher-Order Orthogonal Causal Learning for Treatment Effect.
CoRR, 2021

Risk and return prediction for pricing portfolios of non-performing consumer credit.
Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

Memory-Gated Recurrent Networks.
Proceedings of the Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021

The Causal Learning of Retail Delinquency.
Proceedings of the Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021

2020
Understanding distributional ambiguity via non-robust chance constraint.
Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

2019
Understanding Distributional Ambiguity via Non-robust Chance Constraint.
CoRR, 2019

Neural Learning of Online Consumer Credit Risk.
CoRR, 2019

Cross-sectional Learning of Extremal Dependence among Financial Assets.
Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

2018
Persistence and Procyclicality in Margin Requirements.
Manag. Sci., 2018

Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning.
Proceedings of the Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, 2018


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