Skip to content

Author

Jiang Li

We have 2 of 926 papers

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Book Open access Aug 2026

ResDIF: A Residual Disentanglement Framework for Interpretable Financial Time Series Forecasting via Spectrally-Enhanced Temporal Encoding

ResDIF, a Residual Disentanglement framework for Interpretable financial time series Forecasting inspired by Asset Pricing Theory, is proposed and demonstrates that ResDIF outperforms existing methods while providing actionable interpretability support for refined portfolio risk management.

Chengwei Fu, Gang Xiao, Yu-Chao Zhang et al. · 0 citations
Book Open access Aug 2026

ResDIF: A Residual Disentanglement Framework for Interpretable Financial Time Series Forecasting via Spectrally-Enhanced Temporal Encoding

Financial time series forecasting tasks, specifically stock trend prediction and market attribution, are essential for quantitative investment and risk control. However, these tasks suffer from low signal-to-noise ratios and non-stationarity, stemming from the coupling of hierarchical drivers: market trends, sector rot...

Chengwei Fu, Gang Xiao, Yuchao Zhang et al. · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.