Search Results for author: Jian-Wu Lin

Found 5 papers, 0 papers with code

Neural Network-based Automatic Factor Construction

no code implementations14 Aug 2020 Jie Fang, Jian-Wu Lin, Shu-Tao Xia, Yong Jiang, Zhikang Xia, Xiang Liu

This paper proposes Neural Network-based Automatic Factor Construction (NNAFC), a tailored neural network framework that can automatically construct diversified financial factors based on financial domain knowledge and a variety of neural network structures.

Time Series Time Series Analysis

Prior knowledge distillation based on financial time series

no code implementations16 Jun 2020 Jie Fang, Jian-Wu Lin

In this paper, we propose to use neural networks to represent these indicators and train a large network constructed of smaller networks as feature layers to fine-tune the prior knowledge represented by the indicators.

Knowledge Distillation Time Series +1

Alpha Discovery Neural Network based on Prior Knowledge

no code implementations26 Dec 2019 Jie Fang, Shu-Tao Xia, Jian-Wu Lin, Zhikang Xia, Xiang Liu, Yong Jiang

This paper proposes Alpha Discovery Neural Network (ADNN), a tailored neural network structure which can automatically construct diversified financial technical indicators based on prior knowledge.

Time Series Time Series Analysis

Automatic Financial Feature Construction

no code implementations8 Dec 2019 Jie Fang, Shu-Tao Xia, Jian-Wu Lin, Yong Jiang

According to neural network universal approximation theorem, pre-training can conduct a more effective and explainable evolution process.

Data Augmentation Time Series Analysis

HPILN: A feature learning framework for cross-modality person re-identification

no code implementations7 Jun 2019 Jian-Wu Lin, Hao Li

Most video surveillance systems use both RGB and infrared cameras, making it a vital technique to re-identify a person cross the RGB and infrared modalities.

Cross-Modality Person Re-identification Person Re-Identification

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