Gated Neural Networks for Option Pricing: Rationality by Design. - Yongxin Yang; Yu Zheng 032; Timothy M. Hospedales (AAAI, 2017)

Gated deep neural networks for implied volatility surfaces. - Yu Zheng 032; Yongxin Yang; Bowei Chen 001 (CoRR, 2019)

Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach. - Yu Zheng 032; Bowei Chen 001; Timothy M. Hospedales; Yongxin Yang (AAAI, 2020)

Index tracking with differentiate asset selection. - Yu Zheng 032; Yunpeng Li 004; Qiuhua Xu; Timothy M. Hospedales; Yongxin Yang (ICAIF, 2020)

Diversity and Sparsity: A New Perspective on Index Tracking. - Yu Zheng 032; Timothy M. Hospedales; Yongxin Yang (ICASSP, 2020)

Incorporating Prior Financial Domain Knowledge into Neural Networks for Implied Volatility Surface Prediction. - Yu Zheng 032; Yongxin Yang; Bowei Chen 001 (KDD, 2021)