Weinan Dai

Mr. Weinan Dai


Research Focus & Metrics

Academic Career Length

4Years (2023-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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22 September 2023
Verified
Conference Paper
Open access
WDWeinan Dai
Weinan Dai
YJYifeng Jiang
Yifeng Jiang
CMChengjie Mou
Chengjie Mou
CZChongyu Zhang
Chongyu Zhang
Stroke prediction plays a crucial role in preventing and managing this debilitating condition. In this study, we address the challenge of stroke prediction using a comprehensive dataset, and propose an ensemble model that combines the power of XGBoost and xDeepFM algorithms. Our work aims to improve upon existing stroke prediction models by achieving higher accuracy and robustness. Through rigorous experimentation, we validate the effectiveness of our ensemble model using the AUC metric. Through comparing our findings with those of other models in the field, we gain valuable insights into the merits and drawbacks of various approaches. This, in turn, contributes significantly to the progress of machine learning and deep learning techniques specifically in the domain of stroke prediction.


21 February 2026
Verified
Conference Paper
Open access
LXLei Xia
Lei Xia
YCYuyan Chen
Yuyan Chen
XCXiangqin Chen
Xiangqin Chen
JFJixiang Fan
Jixiang Fan
WDWeinan Dai
Weinan Dai
ZLZhixu Li
Zhixu Li

10 November 2025
Verified
Conference Paper
Open access
YCYuyan Chen
Yuyan Chen
LXLei Xia
Lei Xia
JCJinghan Cao
Jinghan Cao
ZHZhendong Hou
Zhendong Hou
WDWeinan Dai
Weinan Dai
ZLZhixu Li
Zhixu Li

8 December 2023
Verified
Conference Paper
Open access
HLHuajian Li
Huajian Li
LLLongjian Li
Longjian Li
LJLiang Jiajian
Liang Jiajian
WDWeinan Dai
Weinan Dai
In recent years, machine learning (ML) has brought effective approaches and novel techniques to economic decision, investment forecasting, and risk management, etc., coping the variable and intricate nature of economic and financial environments. For the investment in stock market, this research introduces a pioneering quantitative fusion model combining stock timing and picking strategy by leveraging the Multivariate Gaussian-Hidden Markov Model (MGHMM) and Back Propagation Neural Network optimized by Particle Swarm (PSO-BPNN). After the information coefficients (IC) between fifty-two factors that have been winsorized, neutralized and standardized and the return of CSI 300 index are calculated, a given amount of factors that rank ahead are choose to be candidate factors heading for the input of PSO-BPNN after dimension reduction by Principal Component Analysis (PCA), followed by a certain amount of constituent stocks outputted. Subsequently, we conduct the prediction and trading on the basis of the screening stocks and stock market state outputted by MGHMM trained using inputting CSI 300 index data after Box-Cox transformation, bespeaking eximious performance during the period of past four years. Ultimately, some conventional forecast and trading methods are compared with our strategy in Chinese stock market. Our fusion strategy incorporating stock picking and timing presented in this article provide a innovative technique for financial analysis.

6 November 2026
Verified
Conference Paper
Open access
YCYuyan Chen
Yuyan Chen
ZHZhendong Hou
Zhendong Hou
YZYukun Zhang
Yukun Zhang
JCJinghan Cao
Jinghan Cao
RGRui Guo
Rui Guo
ZLZhixu Li
Zhixu Li