| 2019 | AAAI | The Kelly Growth Optimal Portfolio with Ensemble Learning. | Weiwei Shen, Bin Wang, Jian Pu, Jun Wang |
| 2018 | CIKM | Hybrid Deep Sequential Modeling for Social Text-Driven Stock Prediction. | Huizhe Wu, Wei Zhang, Weiwei Shen, Jun Wang |
| 2017 | AAAI | Portfolio Selection via Subset Resampling. | Weiwei Shen, Jun Wang |
| 2017 | AAAI | Random Features for Shift-Invariant Kernels with Moment Matching. | Weiwei Shen, Zhihui Yang, Jun Wang |
| 2016 | IJCAI | Portfolio Blending via Thompson Sampling. | Weiwei Shen, Jun Wang |
| 2015 | AAAI | Transaction Costs-Aware Portfolio Optimization via Fast Lowner-John Ellipsoid Approximation. | Weiwei Shen, Jun Wang |
| 2015 | IJCAI | Portfolio Choices with Orthogonal Bandit Learning. | Weiwei Shen, Jun Wang, Yu-Gang Jiang, Hongyuan Zha |
| 2014 | AAAI | Doubly Regularized Portfolio with Risk Minimization. | Weiwei Shen, Jun Wang, Shiqian Ma |
| 2013 | ISCAS | A high-throughput VLSI architecture for deblocking filter in HEVC. | Weiwei Shen, Qing Shang, Sha Shen, Yibo Fan, Xiaoyang Zeng |
| 2005 | Broadnets | Multi-user MIMO SDMA system in broadband WLAN. | Weiwei Shen, Zhaoxi Fang, Zongxin Wang |