Wei Cao

Orcid: 0000-0003-3581-7566

Affiliations:
  • Hefei University of Technology, School of Economics, Hefei, China
  • University of Technology, Faculty of Engineering and Information Technology, Advanced Analytics Institute, Sydney, Australia (PhD 2015)


According to our database1, Wei Cao authored at least 14 papers between 2012 and 2022.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2022
Improving exchange rate forecasting via a new deep multimodal fusion model.
Appl. Intell., 2022

2020
A Deep Coupled LSTM Approach for USD/CNY Exchange Rate Forecasting.
IEEE Intell. Syst., 2020

What Happened to the CER Market? A Dynamic Linkage Effect Analysis.
IEEE Access, 2020

2019
Multi-Layer Coupled Hidden Markov Model for Cross-Market Behavior Analysis and Trend Forecasting.
IEEE Access, 2019

2016
An effective contrast sequential pattern mining approach to taxpayer behavior analysis.
World Wide Web, 2016

2015
Cross-market behavior modeling
PhD thesis, 2015

Financial Crisis Forecasting via Coupled Market State Analysis.
IEEE Intell. Syst., 2015

Financial crisis and global market couplings.
Proceedings of the 2015 IEEE International Conference on Data Science and Advanced Analytics, 2015

Deep Modeling Complex Couplings within Financial Markets.
Proceedings of the Twenty-Ninth AAAI Conference on Artificial Intelligence, 2015

2014
Bayesian Heteroskedastic Choice Modeling on Non-identically Distributed Linkages.
Proceedings of the 2014 IEEE International Conference on Data Mining, 2014

Deep Modeling of Group Preferences for Group-Based Recommendation.
Proceedings of the Twenty-Eighth AAAI Conference on Artificial Intelligence, 2014

2013
Characterizing A Database of Sequential Behaviors with Latent Dirichlet Hidden Markov Models
CoRR, 2013

Coupled market behavior based financial crisis detection.
Proceedings of the 2013 International Joint Conference on Neural Networks, 2013

2012
Trading Strategy Based Portfolio Selection for Actionable Trading Agents.
Proceedings of the Agents and Data Mining Interaction - 8th International Workshop, 2012


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