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Jie Fang

A Map-matching Algorithm with Extraction of Multi-group Information for Low-frequency Data

Sep 18, 2022
Jie Fang, Xiongwei Wu, Dianchao Lin, Mengyun Xu, Huahua Wu, Xuesong Wu, Ting Bi

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* 10 pages, 11 figures, 4 tables

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Neural Network-based Automatic Factor Construction

Aug 14, 2020
Jie Fang, Jianwu Lin, Shutao Xia, Yong Jiang, Zhikang Xia, Xiang Liu

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* Accepted by the Journal, Quantitative Finance. 21 Pages

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Prior knowledge distillation based on financial time series

Jun 17, 2020
Jie Fang, Jianwu Lin

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Automatic financial feature construction based on neural network

Jan 30, 2020
Jie Fang, Jianwu Lin, Yong Jiang, Shutao Xia

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* Quantitative finance, genetic programming, neural network, feature extraction, universal approximation theorem

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Prior Knowledge Neural Network for Automatic Feature Construction in Financial Time Series

Dec 08, 2019
Jie Fang, Jianwu Lin, Yong Jiang, Shutao Xia

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* The main contribution is that we come up with a structure, which can automatically generate financial features,alpha factors. Its performance is better than genetic programming

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