Full Bibliography
Complete publication record in quantitative finance, deep learning, AI-driven investment, event-driven trading, factor modeling, and financial knowledge graphs.
The CV page keeps a compact selected list. This page is the full bibliography, organized by year.
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.
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.
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.
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.
Wei, Z. (2023). "Deep Learning for Predicting Real-World Outcomes." PhD Thesis, The Chinese University of Hong Kong.
Wei, Z., Dai, B., & Lin, D. (2022). "Factor Investing with a Deep Multi-Factor Model." NeurIPS 2022 Workshop on GLInd; arXiv:2210.12462.
Wei, Z., Zhu, X., Dai, B., & Lin, D. (2022). "Rethinking Trajectory Prediction via Team Game." ECCV 2022 Workshop; arXiv:2210.08793.
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.
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.
Wei, Z. (2017). "Volatility Forecasting with Fuzzy Methods." MPhil Thesis, The Hong Kong Polytechnic University.
Zhang K., Wei Z.K. (2014). "Copulas-based algorithmic trading strategy and its risk measurement." Statistics and Decision, 56-58(16).
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.