Duan, Yitong

3 publications

AAAI 2025 FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction Yitong Duan, Weiran Wang, Jian Li

IJCAI 2023 Towards Generalizable Reinforcement Learning for Trade Execution Chuheng Zhang, Yitong Duan, Xiaoyu Chen, Jianyu Chen, Jian Li, Li Zhao

AAAI 2022 FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns Yitong Duan, Lei Wang, Qizhong Zhang, Jian Li