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20202026
most citedDeeper Hedging: A New Agent-based Model for Effective Deep Hedging

6 citations · 10 across the 8 of their papers we have counts for

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5 papers · 1 filter

cs.LG2026

Learning Temporal Causal Structure via Smooth Differentiable Optimization

Tong Zhao, Ce Guo, Wayne Luk +2

Causal discovery with instantaneous effects in multivariate time series is challenging, as the instantaneous structure must be acyclic. Prior methods enforce this by either separat…

cs.LG2024

Robust Time Series Causal Discovery for Agent-Based Model Validation

Gene Yu, Ce Guo, Wayne Luk

Agent-Based Model (ABM) validation is crucial as it helps ensuring the reliability of simulations, and causal discovery has become a powerful tool in this context. However, current…

cs.LG2024

Scalable Time-Series Causal Discovery with Approximate Causal Ordering

Ziyang Jiao, Ce Guo, Wayne Luk

Causal discovery in time-series data presents a significant computational challenge. Standard algorithms are often prohibitively expensive for datasets with many variables or sampl…

cs.LG20201 cited

An Analysis of Alternating Direction Method of Multipliers for Feed-forward Neural Networks

Seyedeh Niusha Alavi Foumani, Ce Guo, Wayne Luk

In this work, we present a hardware compatible neural network training algorithm in which we used alternating direction method of multipliers (ADMM) and iterative least-square meth…

cs.LG20203 cited

An FPGA Accelerated Method for Training Feed-forward Neural Networks Using Alternating Direction Method of Multipliers and LSMR

Seyedeh Niusha Alavi Foumani, Ce Guo, Wayne Luk

In this project, we have successfully designed, implemented, deployed and tested a novel FPGA accelerated algorithm for neural network training. The algorithm itself was developed…