Rui Cheng

According to our database, Rui Cheng authored at least 10 papers between 2020 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2026

Frequency-decoupled progressive graph learning for unveiling heterogeneous risk contagion in financial markets.

Sanchuan Xiao, Rong Xing, Rui Cheng, Jingmei Zhao, Qing Li

Neurocomputing, 2026

Learning to understand financial risk contagion from a frequency-domain graph learning framework.

Sanchuan Xiao, Jingmei Zhao, Rui Cheng, Yang Wang, Shaofei Shen, Qing Li

Expert Syst. Appl., 2026

2025

FAT: Frequency-Aware Pretraining for Enhanced Time-Series Representation Learning.

Rui Cheng, Xiangfei Jia, Qing Li, Rong Xing, Jiwen Huang, Yu Zheng, Zhilong Xie

Proceedings of the 31st ACM SIGKDD Conference on Knowledge Discovery and Data Mining, V.2, 2025

TimesFNP: Contrastive Learning for Financial Domain with Noise-Resilient Prediction.

Shaofei Shen, Qing Li, Yan Chen, Rui Cheng, Yu Zheng

Proceedings of the 11th International Conference on Computing and Artificial Intelligence, 2025

Lead-LagNet: Exploiting Lead-Lag Dependencies for Cross-Series Temporal Prediction.

Zhilong Xie, Shaofei Shen, Jiwen Huang, Rui Cheng, Qing Li

Proceedings of the 34th ACM International Conference on Information and Knowledge Management, 2025

2024

Learning to Understand the Vague Graph for Stock Prediction With Momentum Spillovers.

Rong Xing, Rui Cheng, Jiwen Huang, Qing Li, Jingmei Zhao

IEEE Trans. Knowl. Data Eng., April, 2024

2023

The Hysteresis Effect of Momentum Spillover in Asset Pricing via Spatial-Temporal Graph Learning.

Chenhao He, Qing Li, Rui Cheng, Jun Wang, Jinghua Tan

Proceedings of the International Conference on Computing, Networking and Communications, 2023

2022

Subsequence-based Graph Routing Network for Capturing Multiple Risk Propagation Processes.

Rui Cheng, Qing Li

Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence, 2022

2021

Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks.

Rui Cheng, Qing Li

Proceedings of the Thirty-Fifth AAAI Conference on Artificial Intelligence, 2021

2020

A CNN Based System for Predicting the Implied Volatility and Option Prices.

Xiangyu Wei, Zhilong Xie, Rui Cheng, Qing Li

Proceedings of the 53rd Hawaii International Conference on System Sciences, 2020