no code implementations • 20 Apr 2023 • Jiezhu Cheng, Kaizhu Huang, Zibin Zheng
By lowering the volatility of the stock recommendation model, SVAT effectively reduces investment risks and outperforms state-of-the-art baselines by more than 30% in terms of risk-adjusted profits.
no code implementations • 8 Apr 2022 • Jiezhu Cheng, Cuiyun Gao, Zibin Zheng
Due to the complex interactions among multiple options and the high cost of performance measurement under a huge configuration space, it is challenging to study how different configurations influence the system performance.
1 code implementation • 11 Dec 2019 • Jiezhu Cheng, Kai-Zhu Huang, Zibin Zheng
Multivariate time series forecasting is an important yet challenging problem in machine learning.