The Influence of Equity Market Sentiment on Credit Default Swap Markets: Evidence from Wavelet Quantile Regression. - Weifang Mao; Huiming Zhu; Hao Wu; Zhongqingyang Zhang; Jin Chen (Complex., 2023)

Forecasting and trading credit default swap indices using a deep learning model integrating Merton and LSTMs. - Weifang Mao; Huiming Zhu; Hao Wu; Yijie Lu; Haidong Wang (Expert Syst. Appl., 2023)

SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. - Weifang Mao; Pin Liu; Jixian Huang (Entropy, 2024)