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工作论文
(仅以英文显示)
2025
Serial No.
Author(s)
Title
AIFT-25001
Youyi Feng, Sichuan University
Lei Xie, Shanghai University of Finance and Economics
Houmin Yan, City University of Hong Kong
Optimal Policy and Algorithm on A Serial Multiechelon Inventory Model with Secondary Markets
AIFT-25002
Yifan Lia, Shanghai University of Finance and Economics
Hang Wei, Shanghai University of Finance and Economics
Lei Xie, Shanghai University of Finance and Economics
Chaonan Zheng, Shanghai University of Finance and Economics
Houmin Yan, City University of Hong Kong
Dynamic Learning and Assortment Decisions under a Non-parametric Choice Model
AIFT-25003
Fang Liu, Durham University
Yu Tang, Shanghai University of Finance and Economics
Lei Xie, Shanghai University of Finance and Economics
Houmin Yan, City University of Hong Kong
Optimal Pricing Strategies of Information Goods with Data-enabled Learning
AIFT-25004
Jing Chen, Southeast University
Hang Wei, Shanghai University of Finance and Economics
Lei Xie, Shanghai University of Finance and Economics
Chaonan Zheng, Shanghai University of Finance and Economics
Managing Quality Risk in a Decentralized Supply Chain: Contractual Incentives and Product Recall Insurance
AIFT-25005
Guanhao Feng, City University of Hong Kong
Jingyu He, City University of Hong Kong
Junye Li, Fudan University
Lucio Sarno, University of Cambridge and Centre for Economic Policy Research (CEPR)
Qianshu Zhang, City University of Hong Kong
Currency Return Dynamics: What Is the Role of U.S. Macroeconomic Regimes?
AIFT-25006
Lin William Cong, Cornell SC Johnson College of Business (Johnson) and NBER
Guanhao Feng, City University of Hong Kong
Jingyu He, City University of Hong Kong
Yuanzhi Wang, City University of Hong Kong
Mosaics of Predictability
AIFT-25007
Jun Zhang, Southwestern University of Finance and Economics (SWUFE)
Dan Pu, Southwestern University of Finance and Economics (SWUFE)
Wei Lan, Southwestern University of Finance and Economics (SWUFE) - Statistical School and Center of Statistical Research
Guanhao Feng, City University of Hong Kong
Testing Alphas in Linear Factor Models: A Portfolio Approach
AIFT-25008
Siddhartha Chib, Washington University
Guanhao Feng, City University of Hong Kong
Jingyu He, City University of Hong Kong
Qianshu Zhang, City University of Hong Kong
Estimation and Comparison of Beta-Pricing Models
AIFT-25009
Siyu Bie, East China Normal University and City University of Hong Kong
Guanhao Feng, City University of Hong Kong
Naixin Guo, City University of Hong Kong
Jingyu He, City University of Hong Kong
Can News Predict Firm Bankruptcy?
AIFT-25010
Liyuan Cui, City University of Hong Kong
Guanhao Feng, City University of Hong Kong
Yongmiao Hong, Cornell University
Jiangshan Yang, City University of Hong Kong
Do Asset Pricing Models Change Over Time?
AIFT-25011
Liyuan Cui, City University of Hong Kong
Guanhao Feng, City University of Hong Kong
Jianxin Ma, University of Warwick
Yinan Su, Johns Hopkins University
Breaks and Trends in Factor Premia
AIFT-25012
Siddhartha Chib ,Washington University in St. Louis
Guanhao Feng, City University of Hong Kong
Jingyu He, City University of Hong Kong
Qianshu Zhang, City University of Hong Kong
Beta-pricing Models with Traded and Nontraded Factors: A Unified Framework for Estimation and Comparison
AIFT-25013
Doron Avramov, Reichman University
Guanhao Feng, City University of Hong Kong
Jingyu He, City University of Hong Kong
Shuhua Xiao, City University of Hong Kong
Schrödinger's Sparsity in the Cross Section of Stock Returns
AIFT-25014
Hanyang Zhao, Columbia University
Haoxian Chen, Amazon
Yucheng Guo, Princeton University
Genta Indra Winata, Capital One
Tingting Ou, Columbia University
Ziyu Huang, Columbia University
David D. Yao, Columbia University
Wenpin Tang, Columbia University
Fine-Tuning Diffusion Generative Models via Rich Preference Optimization
AIFT-25015
Hanyang Zhao, Columbia University
Dawen Liang, Netflix
Wenpin Tang, Columbia University
David D. Yao, Columbia University
Nathan Kallus, Netflix
DiFFPO: Training Diffusion LLMs to Reason Fast and Furious via Reinforcement Learning
2023
Serial No.
Author(s)
Title
AIFT-23001
Jianjun Gao, Shanghai University of Finance and Economics
Chengneng Jin, Shanghai University of Finance and Economics
Weiping Wu, Fuzhou University
Jiajia Yan, Fuzhou University
Constrained Optimal Execution in Limit Order Book Market with Power-shaped Market Depth
AIFT-23002
Weiping Wu, Fuzhou University
Yu Lin, Fuzhou University
Jianjun Gao, Shanghai University of Finance and Economics
Ke Zhou, Huhan University
Mean-Variance Hybrid Portfolio Optimization with Quantile-Based Risk Measure
AIFT-23003
Yi Huang, Jishou University
Wei Zhu, Huawei Technologies Co. Ltd
Duan Li, City University of Hong Kong
Shushang Zhu, Sun Yat-Sen University
Shikun Wang, Sun Yat-Sen University
Integrating Different Informations for Portfolio Selection
AIFT-23004
Liyuan Cui, City University of Hong Kong
Guanhao Feng, City University of Hong Kong
Yongmiao Hong, Cornell University
Jiangshan Yang, City University of Hong Kong
Time-Varying Factor Selection: A Sparse Fused GMM Approach
AIFT-23005
Guanhao Feng, City University of Hong Kong
Wei Lan, Southwestern University of Finance and Economics
Hansheng Wang, Peking University
Jun Zhang, Southwestern University of Finance and Economics
Anomaly or Risk Factor? A Stepwise Evaluation
AIFT-23006
Lin William Cong, Cornell University
Guanhao Feng, City University of Hong Kong
Jingyu He, City University of Hong Kong
Junye Li, Fudan University
Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing
AIFT-23007
Wenpin Tang, Columbia University
David D. Yao, Columbia University
Transaction Fee Mechanism for Proof-of-Stake Protocol
AIFT-23008
Haoxian Chen, Columbia University
Henry Lam, Columbia University
Pseudo-Bayesian Optimization
AIFT-23009
Henry Lam, Columbia University
Zitong Wang, Columbia University
Resampling Stochastic Gradient Descent Cheaply for Efficient Uncertainty Quantification
AIFT-23010
Yuanlu Bai, Columbia University
Antonius B. Dieker, Columbia University
Henry Lam, Columbia University
Curse of Dimensionality in Rare-Event Simulation
AIFT-23011
Henry Lam, Columbia University
Zitong Wang, Columbia University
Resampling Stochastic Gradient Descent Cheaply
AIFT-23012
Zixuan Yuan, Hong Kong University of Science and Technology
Junming Liu, City University of Hong Kong
Haoyi Zhou, Beihang University
Denghui Zhang, Stevens Institute of Technology
Hao Liu, Hong Kong University of Science and Technology
Nengjun Zhu, Shanghai University
Hui Xiong, Hong Kong University of Science and Technology
LEVER: Online Adaptive Sequence Learning Framework for High-Frequency Trading
AIFT-23013
Alex Poon, Laboratory for AI-Powered Financial Technologies Limited
ChatGPT can Make Unreadable Chinese Texts Even Less Readable
AIFT-23014
Yafei Zhang, Laboratory for AI-Powered Financial Technologies Limited
Yu Wang, Laboratory for AI-Powered Financial Technologies Limited
Jonathan Zhu, Laboratory for AI-Powered Financial Technologies Limited, City University of Hong Kong
Xiaohui Wang, Laboratory for AI-Powered Financial Technologies Limited, City University of Hong Kong
Hong Kong FinTech Report 2023: Navigating Twenty Years of FinTech Talent Landscape
AIFT-23015
Lin William Cong, Cornell University - Samuel Curtis Johnson Graduate School of Management; National Bureau of Economic Research
Guanhao Feng, City University of Hong Kong
Jingyu He, City University of Hong Kong
Xin He, Hunan University; City University of Hong Kong
Growing the Efficient Frontier on Panel Trees
2022
Serial No.
Author(s)
Title
AIFT-22001
Guanhao Feng, City University of Hong Kong
Liang Jiang, Fudan University
Junye Li, Fudan University
Yizhi Song, City University of Hong Kong
Deep Tangency Portfolios
AIFT-22002
Jianjun Gao, Shanghai University of Finance and Economics
Yaoming Li, Shanghai University of Finance and Economics
Yun Shi, East China Normal University
Jinyan Xie, Shanghai University of Finance and Economics
Multiperiod Portfolio Choice Under Loss Aversion with Dynamic Reference Point in Serially Correlated Market
AIFT-22003
Dian Yu, Industrial Bank Co., Ltd.
Jianjun Gao, Shanghai University of Finance and Economics
Weiping Wu, Fuzhou University
Zizhuo Wang, The Chinese University of Hong Kong, Shenzhen
Price Interpretability of Prediction Markets: A Convergence Analysis
AIFT-22004
Wenpin Tang, Columbia University
David D. Yao, Columbia University
Polynomial Voting Rules
AIFT-22005
Jianjun Gao, Shanghai University of Finance and Economics
Duan Li, Chinese University of Hong Kong, City University of Hong Kong
Jinyan Xie, Shanghai University of Finance and Economics
Yiwen Yang, Fudan University
Jing Yao, Fudan University
When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model
AIFT-22006
Zhenhao Fu, Nanjing University
Weijing Gu, City University of Hong Kong
Zhenyu Fang, Nanjing University
Jiaqi Yan, Nanjing University
Xiaofan Liu, City University of Hong Kong
Pyramid Scheme Prevails in ICO: Evidence from Primary Market Token Transaction Analyses
AIFT-22007
Shuhua Xiao, SunYat-Sen University
JiaLi Ma, Guizhou University of Finance and Economics
Li Xia, SunYat-Sen University
Shushang Zhu, SunYat-Sen University
Optimal Systemic Risk Bailout: A PGO Approach Based on Neural Network
AIFT-22008
Garud Iyengar, Columbia University
Henry Lam, Columbia University
Tianyu Wang, Columbia University
Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework
2021
Serial No.
Author(s)
Title
AIFT-21001
Yihang Yang, Laboratory for AI-Powered Financial Technologies Limited, City University of Hong Kong
Yimin Yu, City University of Hong Kong
Qian Wang, Lingnan University
Junming Liu, City University of Hong Kong
Fleet Repositioning for Vehicle Sharing Systems: The Optimality of Balanced Myopic Policy
AIFT-21002
Liyuan Cui, City University of Hong Kong
Guanhao Feng, City University of Hong Kong
Yongmiao Hong, University of Chinese Academy of Sciences
Regularized GMM for Time-Varying Models with Applications to Asset Pricing
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