Cheng Lu

Stevens Institute of Technology

Hoboken, NJ 07030

United States

  • Stevens Institute of Technology

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    • Tel: 2017369483
    • Fax: 07307
SCHOLARLY PAPERS

3

DOWNLOADS

1,714

TOTAL CITATIONS

4

Scholarly Papers (3)

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1.

ChatGPT Informed Graph Neural Network for Stock Movement Prediction

Number of pages: 10 Posted: 31 May 2023 Last Revised: 19 Sep 2023
Zihan Chen, Lei (Nico) Zheng, Cheng Lu, Jialu Yuan and Di Zhu
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, Stevens Institute of Technology, University of California, Los Angeles (UCLA), Anderson School of Management, Students and Stevens Institute of Technology
Downloads 806 (67,206)
Citation 4

Abstract:

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Large language models, Graph neural networks, Quantitative finance, Stock market

2.

When Positive Sentiment is Not so Positive: Textual Analytics and Bank Failures

Number of pages: 66 Posted: 03 May 2016 Last Revised: 12 Apr 2025
Aparna Gupta, Cheng Lu, Majeed Simaan and Mohammed Zaki
Rensselaer Polytechnic Institute (RPI), Stevens Institute of Technology, Stevens Institute of Technology - School of Business and Rensselaer Polytechnic Institute (RPI)
Downloads 455 (138,431)

Abstract:

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Risk Management, Machine Learning, Interpretability, Predictive Analytics, Large Language Models

3.

Improved Estimation of the Correlation Matrix using Reinforcement Learning and Text-Based Networks

Number of pages: 55 Posted: 27 Apr 2022 Last Revised: 04 Jun 2024
Cheng Lu, Papa Momar Ndiaye and Majeed Simaan
Stevens Institute of Technology, Stevens Institute of Technology, Students and Stevens Institute of Technology - School of Business
Downloads 453 (139,154)

Abstract:

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Bias-Variance Trade-Off, Covariance Shrinkage, Portfolio Selection, Dynamic Programming, Artificial Intelligence