A CNN Based System for Predicting the Implied Volatility and Option Prices. - Xiangyu Wei; Zhilong Xie; Rui Cheng 007; Qing Li 005 (HICSS, 2020)

Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks. - Rui Cheng 007; Qing Li 005 (AAAI, 2021)

Subsequence-based Graph Routing Network for Capturing Multiple Risk Propagation Processes. - Rui Cheng 007; Qing Li 005 (IJCAI, 2022)

The Hysteresis Effect of Momentum Spillover in Asset Pricing via Spatial-Temporal Graph Learning. - Chenhao He; Qing Li 005; Rui Cheng 007; Jun Wang 089; Jinghua Tan (ICNC, 2023)

Learning to Understand the Vague Graph for Stock Prediction With Momentum Spillovers. - Rong Xing; Rui Cheng 007; Jiwen Huang; Qing Li 005; Jingmei Zhao (IEEE Trans. Knowl. Data Eng., 2024)