Yu Zheng

Orcid: 0000-0001-9046-5511

Affiliations:
  • Southwestern University of Finance and Economics, School of Finance, Chengdu, China
  • Inboc Technologies Ltd., China
  • ArrayStream Technologies Ltd., China


According to our database1, Yu Zheng authored at least 4 papers between 2019 and 2021.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2021
Incorporating Prior Financial Domain Knowledge into Neural Networks for Implied Volatility Surface Prediction.
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.
Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach.
Proceedings of the Thirty-Fourth AAAI Conference on Artificial Intelligence, 2020

2019
Gated deep neural networks for implied volatility surfaces.
CoRR, 2019


  Loading...