Balanced Spatial-Temporal Graph Structure Learning for Multivariate Time Series Forecasting: A Trade-off between Efficiency and Flexibility. - Weijun Chen 002; Yanze Wang; Chengshuo Du; Zhenglong Jia; Feng Liu; Ran Chen (ACML, 2022)

Learning Sparse and Continuous Graph Structures for Multivariate Time Series Forecasting. - Weijun Chen 002; Yanze Wang; Chengshuo Du; Zhenglong Jia; Feng Liu; Ran Chen (CoRR, 2022)

FCDNet: Frequency-Guided Complementary Dependency Modeling for Multivariate Time-Series Forecasting. - Weijun Chen 002; Heyuan Wang 001; Ye Tian; Shijie Guan; Ning Liu (CoRR, 2023)

Automatic De-Biased Temporal-Relational Modeling for Stock Investment Recommendation. - Weijun Chen 002; Shun Li 001; Xipu Yu; Heyuan Wang 001; Wei Chen 021; Tengjiao Wang 003 (IJCAI, 2024)

Agree to Disagree: Personalized Temporal Embedding and Routing for Stock Forecast. - Heyuan Wang 001; Tengjiao Wang 003; Shun Li 001; Jiayi Zheng; Weijun Chen 002; Wei Chen 056 (IEEE Trans. Knowl. Data Eng., 2024)

DHMoE: Diffusion Generated Hierarchical Multi-Granular Expertise for Stock Prediction. - Weijun Chen 002; Yanze Wang (AAAI, 2025)