Yu Zheng

According to our database, Yu Zheng authored at least 6 papers between 2017 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Incorporating Prior Financial Domain Knowledge into Neural Networks for Implied Volatility Surface Prediction.

Yu Zheng, Yongxin Yang, Bowei Chen

Proceedings of the KDD '21: The 27th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, 2021

2020

Diversity and Sparsity: A New Perspective on Index Tracking.

Yu Zheng, Timothy M. Hospedales, Yongxin Yang

Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

Index tracking with differentiate asset selection.

Yu Zheng, Yunpeng Li, Qiuhua Xu, Timothy M. Hospedales, Yongxin Yang

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach.

Yu Zheng, Bowei Chen, Timothy M. Hospedales, Yongxin Yang

Proceedings of the Thirty-Fourth AAAI Conference on Artificial Intelligence, 2020

2019

Gated deep neural networks for implied volatility surfaces.

Yu Zheng, Yongxin Yang, Bowei Chen

CoRR, 2019

2017

Gated Neural Networks for Option Pricing: Rationality by Design.

Yongxin Yang, Yu Zheng, Timothy M. Hospedales

Proceedings of the Thirty-First AAAI Conference on Artificial Intelligence, 2017