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 | 35 | 2021 |
Graph Neural Networks for Forecasting Realized Volatility with Nonlinear Spillover Effects XS Pu*, C Zhang*, M Cucuringu, X Dong Available at SSRN 4375165, 2023 | 19* | 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 | 19 | 2021 |
Graph-based methods for forecasting realized covariances XS Pu*, C Zhang*, M Cucuringu, X Dong Available at SSRN, 2022 | 6* | 2022 |
Network Momentum across Asset Classes XS Pu, S Roberts, X Dong, S Zohren Available at SSRN: https://ssrn.com/abstract=4540651, 2023 | 4 | 2023 |
Learning to Learn Financial Networks for Optimising Momentum Strategies XS Pu, S Zohren, S Roberts, X Dong arXiv preprint arXiv:2308.12212, 2023 | 2 | 2023 |