Weifang Mao

Publication Activity (10 Years)

Years Active: 2023-2024
Publications (10 Years): 3

Top Topics

Response Variable

Quantile Regression

Cross Validated

Top Venues

Expert Syst. Appl.

Publications

Weifang Mao, Pin Liu, Jixian Huang
SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. Entropy 26 (6) (2024)
Weifang Mao, Huiming Zhu, Hao Wu, Yijie Lu, Haidong Wang
Forecasting and trading credit default swap indices using a deep learning model integrating Merton and LSTMs. Expert Syst. Appl. 213 (Part) (2023)
Weifang Mao, Huiming Zhu, Hao Wu, Zhongqingyang Zhang, Jin Chen
The Influence of Equity Market Sentiment on Credit Default Swap Markets: Evidence from Wavelet Quantile Regression. Complex. 2023 (2023)