| Jump detection in financial time series using machine learning algorithms JFK Au Yeung, Z Wei, KY Chan, HYK Lau, KFC Yiu Soft Computing 24, 1789-1801, 2020 | 24 | 2020 |
| Factor investing with a deep multi-factor model Z Wei, B Dai, D Lin arXiv preprint arXiv:2210.12462, 2022 | 3 | 2022 |
| HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE Z Wei, A Rao, B Dai, D Lin Proceedings of the Thirty-Second International Joint Conference on …, 2023 | 1 | 2023 |
| E2EAI: End-to-End Deep Learning Framework for Active Investing Z Wei, B Dai, D Lin ICAIF '23, 55–63, 2023 | | 2023 |
| Rethinking Trajectory Prediction via" Team Game" Z Wei, X Zhu, B Dai, D Lin arXiv preprint arXiv:2210.08793, 2022 | | 2022 |
| A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets ZK Wei, KFC Yiu, H Wong, KY Chan International Journal of Fuzzy Systems 20, 116-127, 2018 | | 2018 |
| Volatility forecasting with fuzzy methods Z Wei Hong Kong Polytechnic University, 2017 | | 2017 |
