Clustering High-frequency Stock Data for Trading Volatility Analysis. - Xiao-Wei Ai; Tianming Hu; Xi Li; Hui Xiong (ICMLA, 2010)

A linear transform scheme for building weighted scoring rules. - Tianming Hu; Sam Yuan Sung; Jing Sun 002; Xiao-Wei Ai; Peter A. Ng (Intell. Data Anal., 2012)

Discovery of Jump Breaks in Joint Volatility for Volume and Price of High-Frequency Trading Data in China. - Xiao-Wei Ai; Tianming Hu; Gong-Ping Bi; Cheng-Feng Lei; Hui Xiong 001 (KSEM, 2017)