Prati
Xingyue (Stacy) Pu
Naslov
Citirano
Citirano
Godina
Learning to learn graph topologies
XS Pu, T Cao, X Zhang, X Dong, S Chen
Advances in Neural Information Processing Systems (NeurIPS 2021) 34, 4249-4262, 2021
392021
Graph Neural Networks for Forecasting Realized Volatility with Nonlinear Spillover Effects
XS Pu*, C Zhang*, M Cucuringu, X Dong
Available at SSRN 4375165, 2023
24*2023
Kernel-based graph learning from smooth signals: A functional viewpoint
XS Pu, SL Chau, X Dong, D Sejdinovic
IEEE Transactions on Signal and Information Processing over Networks 7, 192-207, 2021
232021
Graph-based methods for forecasting realized covariances
XS Pu*, C Zhang*, M Cucuringu, X Dong
Available at SSRN, 2022
8*2022
Network Momentum across Asset Classes
XS Pu, S Roberts, X Dong, S Zohren
Available at SSRN: https://ssrn.com/abstract=4540651, 2023
62023
Learning to Learn Financial Networks for Optimising Momentum Strategies
XS Pu, S Zohren, S Roberts, X Dong
arXiv preprint arXiv:2308.12212, 2023
22023
Forecasting realized volatility with spillover effects: Perspectives from graph neural networks
C Zhang, X Pu, M Cucuringu, X Dong
International Journal of Forecasting, 2024
2024
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