2022

doi dblp
Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction
Sheng Xiang | Dawei Cheng | Chencheng Shang | Ying Zhang | Yuqi Liang
Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022

doi dblp
Optimal Action Space Search: An Effective Deep Reinforcement Learning Method for Algorithmic Trading
Zhongjie Duan | Cen Chen | Dawei Cheng | Yuqi Liang | Weining Qian
Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022

2021

doi dblp
Leveraging Domain Information to Classify Financial Documents via Unsupervised Graph Momentum Contrast
Xueni Luo | Dawei Cheng | Haorui Ma | Junhao Wang | Mengzhen Fan | Yifeng Luo
CIKM '21: The 30th ACM International Conference on Information and Knowledge Management, Virtual Event, Queensland, Australia, November 1 - 5, 2021

2020

doi dblp
Knowledge Graph-based Event Embedding Framework for Financial Quantitative Investments
Dawei Cheng | Fangzhou Yang | Xiaoyang Wang | Ying Zhang | Liqing Zhang
Proceedings of the 43rd International ACM SIGIR conference on research and development in Information Retrieval, SIGIR 2020, Virtual Event, China, July 25-30, 2020

doi dblp
Fusing Global Domain Information and Local Semantic Information to Classify Financial Documents
Mengzhen Fan | Dawei Cheng | Fangzhou Yang | Siqiang Luo | Yifeng Luo | Weining Qian | Aoying Zhou
CIKM '20: The 29th ACM International Conference on Information and Knowledge Management, Virtual Event, Ireland, October 19-23, 2020

2019

doi dblp
A Dynamic Default Prediction Framework for Networked-guarantee Loans
Dawei Cheng | Yiyi Zhang | Fangzhou Yang | Yi Tu | Zhibin Niu | Liqing Zhang
Proceedings of the 28th ACM International Conference on Information and Knowledge Management, CIKM 2019, Beijing, China, November 3-7, 2019