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2020 – today
- 2025
[j2]Pierre-Daniel Arsenault
, Shengrui Wang, Jean-Marc Patenaude:
A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecasting. ACM Comput. Surv. 57(10): 265:1-265:37 (2025)- 2024
- [c7]Abdallah Aaraba, Shengrui Wang, Jean-Marc Patenaude:
FR3LS: A Forecasting Model with Robust and Reduced Redundancy Latent Series. PAKDD (6) 2024: 3-15 - [c6]Kunpeng Xu, Lifei Chen, Jean-Marc Patenaude, Shengrui Wang:
Kernel Representation Learning with Dynamic Regime Discovery for Time Series Forecasting. PAKDD (6) 2024: 251-263 - [c5]Kunpeng Xu, Lifei Chen, Jean-Marc Patenaude, Shengrui Wang:
RHINE: A Regime-Switching Model with Nonlinear Representation for Discovering and Forecasting Regimes in Financial Markets. SDM 2024: 526-534 - 2023
- [c4]Patrick Asante Owusu, Etienne Gael Tajeuna, Jean-Marc Patenaude, Armelle Brun, Shengrui Wang:
Rethinking Temporal Dependencies in Multiple Time Series: A Use Case in Financial Data. ICDM 2023: 1247-1252 - [i3]Jean Marie Tshimula, D'Jeff K. Nkashama, Patrick Owusu, Marc Frappier, Pierre-Martin Tardif, Froduald Kabanza, Armelle Brun, Jean-Marc Patenaude, Shengrui Wang, Belkacem Chikhaoui:
Characterizing Financial Market Coverage using Artificial Intelligence. CoRR abs/2302.03694 (2023) - 2022
- [c3]Rongbo Chen, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang:
Dynamic Cross-sectional Regime Identification for Financial Market Prediction. COMPSAC 2022: 295-300 - [c2]Rongbo Chen, Mingxuan Sun, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang:
Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting. DEXA (2) 2022: 3-16 - 2021
- [j1]Philippe Chatigny, Jean-Marc Patenaude, Shengrui Wang:
Spatiotemporal adaptive neural network for long-term forecasting of financial time series. Int. J. Approx. Reason. 132: 70-85 (2021) - [i2]Philippe Chatigny, Shengrui Wang, Jean-Marc Patenaude, Boris N. Oreshkin:
Neural forecasting at scale. CoRR abs/2109.09705 (2021) - 2020
- [i1]Philippe Chatigny, Jean-Marc Patenaude, Shengrui Wang:
Financial Time Series Representation Learning. CoRR abs/2003.12194 (2020)
2010 – 2019
- 2018
- [c1]Philippe Chatigny, Rongbo Chen, Jean-Marc Patenaude, Shengrui Wang:
A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets. ICDM 2018: 887-892
Coauthor Index
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