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portfolio

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publications

Report on the innovation and development of China’s special economic zones, Annual Report on the Development of China’s Special Economic Zones (2013)

Published in Social Science Academic Press, China, 2014

Recommended citation: Zhang K., Wei Z.K. (2014). "Report on the innovation and development of China's special economic zones." In Annual Report on the Development of China's Special Economic Zones (2013), Social Science Academic Press, Beijing, pp. 68–96.

Copulas-based algorithmic trading strategy and its risk measurement

Published in Statistics and Decision, 2014

Recommended citation: Zhang K., Wei Z.K. (2014). "Copulas-based algorithmic trading strategy and its risk measurement." Statistics and Decision, 56-58(16).

Volatility Forecasting with Fuzzy Methods

Published in MPhil Thesis, The Hong Kong Polytechnic University, 2017

Recommended citation: Wei, Z. (2017). "Volatility Forecasting with Fuzzy Methods." MPhil Thesis, The Hong Kong Polytechnic University.

A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets

Published in International Journal of Fuzzy Systems, 2018

Recommended citation: Wei, Z. K., Yiu, K. F. C., Wong, H., & Chan, K. Y. (2018). "A Novel Multivariate Volatility Modeling for Risk Management in Stock Markets." International Journal of Fuzzy Systems, 20(1), 116-127.

Jump Detection in Financial Time Series using Machine Learning Algorithms

Published in Soft Computing, 2020

Recommended citation: Au Yeung, J. F. K., Wei, Z., Chan, K. Y., Lau, H. Y. K., & Yiu, K. F. C. (2020). "Jump Detection in Financial Time Series using Machine Learning Algorithms." Soft Computing, 24(3), 1789-1801.

Rethinking Trajectory Prediction via “Team Game”

Published in ECCV 2022 Workshop (arXiv:2210.08793), 2022

Recommended citation: Wei, Z., Zhu, X., Dai, B., & Lin, D. (2022). "Rethinking Trajectory Prediction via Team Game." ECCV 2022 Workshop; arXiv:2210.08793. https://arxiv.org/abs/2210.08793

Factor Investing with a Deep Multi-Factor Model

Published in NeurIPS 2022 Workshop on GLInd (arXiv:2210.12462), 2022

Recommended citation: Wei, Z., Dai, B., & Lin, D. (2022). "Factor Investing with a Deep Multi-Factor Model." NeurIPS 2022 Workshop on GLInd; arXiv:2210.12462. https://arxiv.org/abs/2210.12462

Deep Learning for Predicting Real-World Outcomes

Published in PhD Thesis, The Chinese University of Hong Kong (PQDT Global), 2023

Recommended citation: Wei, Z. (2023). "Deep Learning for Predicting Real-World Outcomes." PhD Thesis, The Chinese University of Hong Kong.

HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE

Published in Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence (IJCAI), 2023

Recommended citation: Wei, Z., Rao, A., Dai, B., & Lin, D. (2023). "HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE." Proceedings of the Thirty-Second International Joint Conference on Artificial Intelligence (IJCAI), 4903-4911. https://www.ijcai.org/proceedings/2023/545

E2EAI: End-to-End Deep Learning Framework for Active Investing

Published in Proceedings of the 4th ACM International Conference on AI in Finance (ICAIF '23), 2023

Recommended citation: Wei, Z., Dai, B., & Lin, D. (2023). "E2EAI: End-to-End Deep Learning Framework for Active Investing." Proceedings of the 4th ACM International Conference on AI in Finance (ICAIF '23), 55-63. https://arxiv.org/abs/2305.16364

FinKario: Event-Enhanced Automated Construction of Financial Knowledge Graph

Published in ACL 2026 (accepted), 2026

Recommended citation: Li, X., Sun, P., Zhou, W., Wei, Z., Zhang, Y., & Chu, X. (2026). "FinKario: Event-Enhanced Automated Construction of Financial Knowledge Graph." ACL 2026 (accepted). arXiv:2508.00961. https://arxiv.org/abs/2508.00961

Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling

Published in arXiv preprint arXiv:2602.19919, 2026

Recommended citation: Li, X., Wei, Z., Qi, Y., Zhou, W., Liu, X., Sun, P., Guo, J., Zhang, Y., & Chu, X. (2026). "Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling." arXiv preprint arXiv:2602.19919. https://arxiv.org/abs/2602.19919

teaching

Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

Teaching experience 2

Workshop, University 1, Department, 2015