王伟冠｜上海大学｜学者主页

百晓学者学者目录

精选作品

期刊论文

2026

How effective are narratives for pricing Chinese stocks?

Siqiang Gong, Weiguan Wang

Applied Economics

DOI

2025

Risk premium principal components for the Chinese stock market

Jie Mao, Jingjing Shao, Weiguan Wang

Pacific-Basin Finance Journal，Vol. 89

DOI

2025

Re(Visiting) Time Series Foundation Models in Finance

Eghbal Rahimikia, Hao Ni, Weiguan Wang

arXiv.org

DOI

2024

基于线性回归和神经网络的期权对冲方法:以SSE 50 ETF期权为例

王伟冠，丁静，刘鑫

《上海大学学报(自然科学版)》

2024

Deep Learning Option Price Movement

Weiguan Wang, Jia Xu

Risks

DOI

2022

Hedging With Linear Regressions and Neural Networks

Johannes Ruf, Weiguan Wang

Journal Of Business & Economic Statistics，Vol. 400, No. 4

DOI

2022

A note on spurious model selection

Weiguan Wang, Johannes Ruf

Quantitative Finance

DOI

2021

Statistical hedging with neural networks

Weiguan Wang

DOI

2019

Neural networks for option pricing and hedging: a literature review

J. Ruf, Weiguan Wang

Journal of Computational Finance

DOI

预印本

2021

Information Leakage in Backtesting

Johannes Ruf, Weiguan Wang

SSRN Electronic Journal

DOI

研究方向

金融工程期权对冲机器学习文本挖掘

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