349 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Chinese Academy of SciencesCN20 papers
- Shenzhen UniversityCN20 papers
- Texas A&M UniversityUS15 papers
- University of CambridgeGB13 papers
- Zhejiang UniversityCN12 papers
- Beihang UniversityCN11 papers
- Academy of Mathematics and Systems ScienceCN9 papers
- Korea Institute for Advanced StudyKR9 papers
- University of Science and Technology of ChinaCN8 papers
- Beijing Normal UniversityCN7 papers
- Peking UniversityCN7 papers
- Tsinghua UniversityCN7 papers
17 papers · 1 filter
Denseness of intermediate pressures for systems with the Climenhaga-Thompson structures
Peng Sun
We show that systems with the structure introduced by Climenhaga and Thompson have dense intermediate pressures and dense intermediate entropies of ergodic measures. The result app…
Entropic Dynamic Time Warping Kernels for Co-evolving Financial Time Series Analysis
Lu Bai, Lixin Cui, Lixiang Xu +3
In this work, we develop a novel framework to measure the similarity between dynamic financial networks, i.e., time-varying financial networks. Particularly, we explore whether the…
A Zvonkin's transformation for stochastic differential equations with singular drift and related applications
Chenggui Yuan, Shao-Qin Zhang
In this paper, by establishing the - estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first or…
Learning Efficient Convolutional Networks through Irregular Convolutional Kernels
Weiyu Guo, Jiabin Ma, Liang Wang +1
As deep neural networks are increasingly used in applications suited for low-power devices, a fundamental dilemma becomes apparent: the trend is to grow models to absorb increasing…
Déjà vu: A data-centric forecasting approach through time series cross-similarity
Yanfei Kang, Evangelos Spiliotis, Fotios Petropoulos +3
Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically select the most appropriate statistical model for each time series. However, st…
The emergence of critical stocks in market crash
Shan Lu, Jichang Zhao, Huiwen Wang
In complex systems like financial market, risk tolerance of individuals is crucial for system resilience.The single-security price limit, designed as risk tolerance to protect inve…
FFORMPP: Feature-based forecast model performance prediction
Thiyanga S. Talagala, Feng Li, Yanfei Kang
This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calcu…
Least Squares Approximation for a Distributed System
Xuening Zhu, Feng Li, Hansheng Wang
In this work, we develop a distributed least squares approximation (DLSA) method that is able to solve a large family of regression problems (e.g., linear regression, logistic regr…
Discovery of Bias and Strategic Behavior in Crowdsourced Performance Assessment
Yifei Huang, Matt Shum, Xi Wu +1
With the industry trend of shifting from a traditional hierarchical approach to flatter management structure, crowdsourced performance assessment gained mainstream popularity. One…
Regression-adjusted average treatment effect estimates in stratified randomized experiments
Hanzhong Liu, Yuehan Yang
Researchers often use linear regression to analyse randomized experiments to improve treatment effect estimation by adjusting for imbalances of covariates in the treatment and cont…
Unique ergodicity for zero-entropy dynamical systems with the approximate product property
Peng Sun
We show that for every topological dynamical system with the approximate product property, zero topological entropy is equivalent to unique ergodicity. Equivalence of minimality is…
Locally distinguish unextendible product bases by efficiently using entanglement resource
Zhi-Chao Zhang, Xia Wu, Xiangdong Zhang
Any set of states which cannot be perfectly distinguished by local operations and classical communication (LOCC) alone, can always be locally distinguished using quantum teleportat…
A Quantum-inspired Similarity Measure for the Analysis of Complete Weighted Graphs
Lu Bai, Luca Rossi, Lixin Cui +2
We develop a novel method for measuring the similarity between complete weighted graphs, which are probed by means of discrete-time quantum walks. Directly probing complete graphs…
Forecasting with time series imaging
Xixi Li, Yanfei Kang, Feng Li
Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for foreca…
Learning Backtrackless Aligned-Spatial Graph Convolutional Networks for Graph Classification
Lu Bail, Lixin Cui, Yuhang Jiao +2
In this paper, we develop a novel Backtrackless Aligned-Spatial Graph Convolutional Network (BASGCN) model to learn effective features for graph classification. Our idea is to tran…
GRATIS: GeneRAting TIme Series with diverse and controllable characteristics
Yanfei Kang, Rob J Hyndman, Feng Li
The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks. The evalu…
A Generative Model for Exploring Structure Regularities in Attributed Networks
Zhenhai Chang, Caiyan Jia, Xianjun Yin +1
Many real-world networks known as attributed networks contain two types of information: topology information and node attributes. It is a challenging task on how to use these two t…